rsaggio87 / LeaveOutTwoWay

Bias corrected estimates of variance components in two fixed effects models as described in Kline, Saggio and Sølvsten (2020)
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Version 2.15 #12

Closed rsaggio87 closed 5 years ago

rsaggio87 commented 5 years ago

Residualize step now computed on leave out largest connected set. Fixed a typo in computation of the standard errors. Improved warning system of the code in case 1-Pii is approximately 0.