s3alfisc / summclust

R module for cluster specific information (as in the Stata summclust module)
https://s3alfisc.github.io/summclust/
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fix fixed effects #1

Closed s3alfisc closed 2 years ago

s3alfisc commented 2 years ago

Only fixed effects that are nested within clusters are allowed to be projected out in the bootstrap. For numerical stability, it is further recommended to project these fixed effects out. Therefore

s3alfisc commented 2 years ago

points 1) and 2) checked with c2ebfa213de928b330e2ce8b046ca50a874104dc (for objects of type fixest)