Method cfe and sfe, cfe parameters

[allenzhao]

I have a dataset that has two levels of id variables, say group_id andinvdividual_id. The Cartesian product of the two id variables can serve as the unit id as the requirement for index option.

I was wondering how can I use the method='cfe' to account for the fixed effects on group_id, 'individual_idand time? How should I specify thesfeandcfe` options?

[xuyiqing]

Ziyi, Do you know the answer to Allen's question?

On Tue, Mar 14, 2023 at 9:48 AM Allen Zehan Zhao @.***> wrote:

I have a dataset that has two levels of id variables, say group_id and invdividual_id. The Cartesian product of the two id variables can serve as the unit id as the requirement for index option.

I was wondering how can I use the method='cfe' to account for the fixed effects on group_id, 'individual_idand time? How should I specify thesfe andcfe` options?

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[lzy318]

Hello Allen,

If you want to control for the group_id, invdividual_id and time but not unit id, you can use this specification:

fect(...,method = 'cfe', index = c("unit","time"), force = "time", sfe = c("group_id","individual_id") )

Best, Ziyi