Displaying 3 results from an estimated 3 matches for "felm".
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fell
2017 Jun 17
3
Prediction with two fixed-effects - large number of IDs
...lt;- lm(lny ~ factor(id) + factor(year) + x1+ I(x1)^2 + x2+ I(x2)^2 ,
data=mydata, na.action="na.omit")
###
My goal is to use the estimation for prediction. However, I have 8,500 IDs,
which is resulting in very slow computation. Ideally, I would like to do
the following:
###
reg2 <- felm(lny ~ x1+ I(x1)^2 + x2+ I(x2)^2 | id + year , data=mydata,
na.action="na.omit")
###
However, predict does not work with felm. Is there a way to either make lm
faster or use predict with felm? Is parallelizing an option?
Any help will be appreciated. Thank you!
Sincerely,
Milu
[[alte...
2013 Aug 29
1
Missing value handling for felm function in lfe package
Dear All,
I am trying to use the felm function in the lfe package. However it does
not seem to deal with missing values the way the lm function does. I wish
to tell it na.omit or na.action = na.omit but it does not recognize this. I
need to allow for missing values as I have different specifications and
don't want to remove observa...
2017 Jun 17
0
Prediction with two fixed-effects - large number of IDs
...x1)^2 + x2+ I(x2)^2
>,
> data=mydata, na.action="na.omit")
>###
>
>My goal is to use the estimation for prediction. However, I have 8,500
>IDs,
>which is resulting in very slow computation. Ideally, I would like to
>do
>the following:
>
>###
>reg2 <- felm(lny ~ x1+ I(x1)^2 + x2+ I(x2)^2 | id + year , data=mydata,
>na.action="na.omit")
>###
>
>However, predict does not work with felm. Is there a way to either make
>lm
>faster or use predict with felm? Is parallelizing an option?
>
>Any help will be appreciated. Thank...