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Model support #49

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ben3mey opened this issue Jul 25, 2023 · 3 comments
Open

Model support #49

ben3mey opened this issue Jul 25, 2023 · 3 comments

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@ben3mey
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ben3mey commented Jul 25, 2023

Currently, the package only supports lm() models. Will there be an update to support further regression models such as plm() for example?

@kenfrank1
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appreciate the interest. We'd need to know more about the specific model you want to estimate (e.g., use of fixed or random effects, centering, natural log). as a starter, you can check out the FAQ which may address some of your issues via a multilevel model.

@ben3mey
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ben3mey commented Jul 26, 2023

Thank you for your answer! Specifically, I would like to use your package for my plm() models with fixed effects.
Here is the exact model specification calculated in R:

m1 <- plm(dv ~ iv +
            controls +
            factor(year),
          data = df,
          index = c("gvkey", "year"),
          model = "within")

dv & iv = continuous and numeric variables
gvkey = firm identifier
df = unbalanced panel data set

Hope that helps! I saw in the FAQ already that this is under development. Appreciate the effort. Cheers!

@kenfrank1
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The FAQ is the best we can do for now.

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