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Internal method that creates linear fits

Usage

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)
)

Arguments

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 "(Intercept)" will be dropped

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, list(0), for the first stage of 2SLS list(1), for second stage of 2SLS list(2, first_stage_design_mat).