Internal method that creates linear fits
Internal method that creates linear fits
lm_robust_fit( y, X, yoriginal = NULL, Xoriginal = NULL, weights, cluster, fixed_effects = NULL, ci = TRUE, se_type, has_int, alpha = 0.05, return_vcov = TRUE, return_fit = TRUE, try_cholesky = FALSE, iv_stage = list(0) )
y |
numeric outcome vector |
X |
numeric design matrix |
yoriginal |
numeric outcome vector, unprojected if there are fixed effects |
Xoriginal |
numeric design matrix, unprojected if there are fixed effects. Any column named |
weights |
numeric weights vector |
cluster |
numeric cluster vector |
fixed_effects |
character matrix of fixed effect groups |
ci |
boolean that when T returns confidence intervals and p-values |
se_type |
character denoting which kind of SEs to return |
has_int |
logical, whether the model has an intercept, used for R^2 |
alpha |
numeric denoting the test size for confidence intervals |
return_vcov |
logical, whether to return the vcov matrix for later usage |
return_fit |
logical, whether to return fitted values |
try_cholesky |
logical, whether to try using a cholesky decomposition to solve LS instead of a QR decomposition |
iv_stage |
list of length two, the first element denotes the stage of 2SLS IV estimation, where 0 is used for OLS. The second element is only used for the second stage of 2SLS and has the first stage design matrix. For OLS, the default, |
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