sgaure / lfe

Source code repository for the R package lfe on CRAN.
53 stars 18 forks source link

Feature request: Model diagnostics #24

Closed hliebert closed 7 months ago

hliebert commented 5 years ago

lm() supports Cook's distance, leverage and other model diagnostics. Would it be possible to support these in felm() as well? If using lfe, using least squares dummy variables to obtain these measures is typically infeasible.