#> Residual standard error: 29.91 on 999998 degrees of freedom codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Stocks are stalling Thursday after a Federal Reserve official told Wall Street the end to its interest-rate hikes may not come as soon as hoped. #> "clustervcv" "cse" "ctval" "cpval" "clustervar"Īpplying summary prints a table similar to Stata output summary(result) #> "df.residual" "rank" "exactDOF" "vcv" "robustvcv" #> "r.residuals" "terms" "cfactor" "numrefs" "df" #> "inv" "beta" "response" "fitted.values" "residuals" Apply the names function to examine the result: result "coefficients" "badconv" "Pp" "N" "p" The package matchit implements matching procedures.Īn estimation function returns a list that contains the estimates, the covariance matrix, and in a lot of cases, the residuals, the predicted values, or the original variables used in the estimation.The package rdd implements regression discontinuity models.Manual adjustments can be done similarly to Gormley and Matsa. Reghdfe y x2, a(c.x3#i.id1 id1) cl(id1 id2)Įrrors reported by felm are similar to the ones given by areg and not xtivreg/ xtivreg2. The package lfe implements models with high dimensional fixed effects or/and instrumental variables N % mutate(id1 = as.factor(id1))įelm(y ~ x1 | id1 | 0 | id1, df, weight = x3)) The table below shows the correspondance between regression models in Stata and R Stata
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