sargan

and object type '"felm"', the return value from <code><a rd-options="" href="/link/felm?package=lfe&version=2.8-2" data-mini-rdoc="lfe::felm">felm</a></code>.

object

in case of multiple left hand sides, specify the name of the left 
hand side for which you want to compute Sargan's S.

Transforms away factors with many levels prior to doing an OLS.
Useful for estimating linear models with multiple group fixed effects, and for
estimating linear models which uses factors with many levels as pure control variables.
Includes support for instrumental variables, conditional F statistics for weak instruments,
robust and multi-way clustered standard errors, as well as limited mobility bias correction.

Simen Gaure

Linear Group Fixed Effects

sargan function

and object type '"felm"', the return value from <code><a rd-options='' href='felm'>felm</a></code>.

sargan: Compute Sargan's S

Description

Usage

Arguments

Value