sargan

and object type '"felm"', the return value from <code><a rd-options="" href="/link/felm?package=lfe&version=2.8-8" 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. See Gaure (2013) <doi:10.1016/j.csda.2013.03.024>
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 (Gaure 2014 <doi:10.1002/sta4.68>).
WARNING: This package is NOT under active development anymore, no further improvements are to be expected, and the package is at risk of being removed from CRAN.

Matthieu Stigler

Linear Group Fixed Effects

Simen Gaure

Grant McDermott

Mauricio Vargas

Karl Dunkle Werner

Daniel Lüdecke

sargan function

<dl><dt>object</dt>
<dd>and object type '"felm"', the return value from <code>felm</code>.</dd>
<dt>...</dt>
<dd>Not used at the moment.</dd>
<dt>lhs</dt>
<dd>in case of multiple left hand sides, specify the name of the left 
hand side for which you want to compute Sargan's S.</dd></dl>

Arguments

Compute Sargan's S — sargan

<dl>

<dt>object</dt>
<dd>and object type '"felm"', the return value from <code>felm</code>.</dd>


<dt>...</dt>
<dd>Not used at the moment.</dd>


<dt>lhs</dt>
<dd>in case of multiple left hand sides, specify the name of the left 
hand side for which you want to compute Sargan's S.</dd>

</dl>

sargan: Compute Sargan's S

Description

Usage

Value

Arguments