fixed_effects {capybara} | R Documentation |
Recover the estimates of the fixed effects after fitting (G)LMs
Description
The system might not have a unique solution since we do not take collinearity into account. If the solution is not unique, an estimable function has to be applied to our solution to get meaningful estimates of the fixed effects.
Usage
fixed_effects(object = NULL, control = NULL)
Arguments
object |
an object of class |
control |
a list of control parameters. If |
Value
A named list containing named vectors of estimated fixed effects.
References
Stammann, A. (2018). "Fast and Feasible Estimation of Generalized Linear Models with High-Dimensional k-way Fixed Effects". ArXiv e-prints.
Gaure, S. (n. d.). "Multicollinearity, identification, and estimable functions". Unpublished.
See Also
Examples
# check the feglm examples for the details about clustered standard errors
mod <- fepoisson(mpg ~ wt | cyl, mtcars)
fixed_effects(mod)
[Package capybara version 1.0.1 Index]