search

amrei-stammann / alpaca

An R-package for fitting glm's with high-dimensional k-way fixed effects
43 stars 6 forks source link

Can alpaca allow weighted regression? #12

Open lzy318 opened 4 years ago

lzy318 commented 4 years ago

Dear Amrei,

Great work on alpaca. It is very helpful for my research. I want to know if it is possible to run weighted glm regression using alpaca like felm.

Thank you very much.

amrei-stammann commented 4 years ago

Hi,

at the moment it is not supported. But in principle it is possible to extend feglm() by a weights-argument like in felm() or glm(). I'll put it on the wish list.