FixedEffectModels.Rmd

---
title: "Fixed Effect Models using R and Julia's `FixedEffectModels`"
author: "Erik Loualiche"
date: "`r Sys.Date()`"
output: rmarkdown::html_vignette
#output:
#  md_document:
#    variant: markdown_github
always_allow_html: yes
vignette: >
  %\VignetteIndexEntry{Large scale fixed effect models}
  %\VignetteEngine{knitr::rmarkdown}
  %\VignetteEncoding{UTF-8}
---



```r
library(FixedEffectjlr)
JULIA_HOME <- "/Applications/Julia-1.4.app/Contents/Resources/julia/bin/"
FixedEffect_setup(JULIA_HOME)
```
 
Run the standard example from `FixedEffectModels.jl`

```r
df <- Ecdat::Cigar
reg_res <- FixedEffect(df,
  lhs = "sales", rhs = "ndi",
  fe      = c("state", "year"),
  weights = c("pop"),
  vcov    = c("state") )
```

Waiting for a full `lm` object, I added a `coeftest` object so that it is possible to look at output with stargazer:
```r
df <- Ecdat::Cigar
reg1 <- FixedEffect(df, "sales", "ndi", c("state", "year"), "pop", "robust")
reg2 <- FixedEffect(df, "sales", "ndi", c("state", "year"), "pop", c("state"))
stargazer::stargazer(reg1$summary$coeftest, reg2$summary$coeftest,
                     type = "text")
```