search

jmboehm / GLFixedEffectModels.jl

Fast estimation of generalized linear models with high dimensional categorical variables in Julia
Other
33 stars 6 forks source link

Add SE correction, allow poisson regression to be two-way #34

Closed caibengbu closed 2 years ago

caibengbu commented 2 years ago

This PR adds the feature of standard error correction. It also allows the corrected regression to be two-way (It was three-way only in previous implementation). Up until now, our package covers all functionality of the Stata package ppml_fe_bias by Tom Zylkin and the R package Alpaca::BiasCorr by Amrei Stammann.

codecov[bot] commented 2 years ago

Codecov Report

Merging #34 (0441c96) into master (4975a74) will increase coverage by 7.57%. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #34      +/-   ##
==========================================
+ Coverage   79.62%   87.19%   +7.57%     
==========================================
  Files          13       13              
  Lines         898      945      +47     
==========================================
+ Hits          715      824     +109     
+ Misses        183      121      -62
Impacted Files Coverage Δ
src/utils/biascorr.jl 97.46% <100.00%> (+18.03%) :arrow_up:
src/GLFixedEffectModel.jl 80.62% <0.00%> (+0.15%) :arrow_up:
src/utils/formula.jl 72.58% <0.00%> (+0.44%) :arrow_up:

Continue to review full report at Codecov.

Legend - Click here to learn more Δ = absolute <relative> (impact), ø = not affected, ? = missing data Powered by Codecov. Last update 4975a74...0441c96. Read the comment docs.