Open giuliogcantone opened 1 year ago
UPDATE:
Someone suggested me this code:
nlme::gls(
model = Y ~ X + G - 1,
weights=varIdent(form = ~ 1 | G),
data = .)
I cannot evaluate gls()
because I never worked with GLS before. What I noticed is that nlme::gls()
accept a costructor function varIdent()
as weights, so my guess is if fixest
do the same, and which one should be the function.
Is there a way to instruct
fixest
to do this:"hetero"
?) standard error within groups"A"
and"B"
"A"
, and"B"
or any result of the estimate for
X
that is coherent with IVW?