# 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))

## Arguments

y | numeric outcome vector |
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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, |