Open ghost opened 3 years ago
With lfe version 2.8-5.1 get_fe() produces constant SEs over all covariates in the one-way case. However, they differ per covariate in the two-way case (as expected).
get_fe()
> library(lfe) > data("Grunfeld", package = "plm") > mod_felm <- felm(inv ~ value + capital | firm, data = Grunfeld) > # summary(mod_felm) > > fe_lfe <- getfe(mod_felm, se = TRUE, bN = 50) > print(fe_lfe) effect obs comp fe idx se firm.1 -70.296717 20 1 firm 1 11.79928 firm.2 101.905814 20 1 firm 2 11.79928 firm.3 -235.571841 20 1 firm 3 11.79928 firm.4 -27.809295 20 1 firm 4 11.79928 firm.5 -114.616813 20 1 firm 5 11.79928 firm.6 -23.161295 20 1 firm 6 11.79928 firm.7 -66.553474 20 1 firm 7 11.79928 firm.8 -57.545657 20 1 firm 8 11.79928 firm.9 -87.222272 20 1 firm 9 11.79928 firm.10 -6.567844 20 1 firm 10 11.79928
With lfe version 2.8-5.1
get_fe()produces constant SEs over all covariates in the one-way case. However, they differ per covariate in the two-way case (as expected).