I have a cross-sectional dataset and am doing some simple econometric exercises with it using the statsmodels package in Python. At a certain point I tried to run a fixed effects regression model ...

The fixest package documentation says that it is compatible with sandwich "Compatibility with sandwich package The VCOVs from sandwich can be used with feols, feglm and fepois estimations" (...

# A tibble: 7,500 × 4 cluster cluster_size x ordinal_y <int> <int> <dbl> <fct> 1 1 1 2.57 4 2 1 2 3.59 4 ...

I'm working with a two-way fixed effects (TWFE) logit model in R using the fixest package. My model includes interaction terms between some fixed effects and a categorical variable called group. To ...

rm(list=ls()) library(quantreg) library(SparseM) library(stats) rq.fit.panel <- function(X,y,s,w=c(1),taus=0.30,lambda = 0){ # prototype function for panel data fitting of QR models # the ...

My goal is to run a negative binomial regression with conley standard errors and weights. Further below I separately ask about a zero-inflated negative binomial model. To my knowledge, a negative ...

I am estimating an OLS regression without fixed effects and an OLS regression with fixed effects in R Studio. I have read, that it is common to use robust standard errors, when estimating a simple OLS ...

I want to estimate a fixed effects model (with both country- and year fixed effects) and ADDITIONALLY apply HAC standard errors. Although I didn't get any error message after running the following ...

My teacher gave me the result of a regression and the exercise is to reverse engineer the data set that lead to that regression. Then we need to do a regression on it and find the exact same results. ...

I would like to understand what the cluster option in Stata is doing, preferably directly from official Stata documentation. For example: reg outcome predictor, cluster(clustvar) The documentation I ...

My post is a follow-up question to this one: Replacing Standard Errors in a Reg Model in R I am in search of a way to directly replace the standard errors in a regression model with my own standard ...

I am running a linear regression model that has interaction terms and double clustering, and am having a hard time with getting the combined regression coefficients and 95% confidence intervals in R. ...

I want to visualize the results of my model. I do not want to obtain predictions for new individuals. When I try to use the argument se.fit = TRUE in the predict function with a GEE fitted with ...

In my dataset, I have split my data into testing and training. I have used the training data to fit a sinusoidal curve. freq = seq(from=21, to=80, by=0.5) amp = c(-45.22247,-44.87434,-44.30659, -44....

I'm trying to plot a multipane figure which displays standard error plots of various biodiversity metrics. I have data from five rivers but I want to display the five rivers independently (currently ...