Reconciling reghdfe and R's lfe::felm()

[grantmcdermott]

Hi Sergio, someone suggested that I flag the below for you:

Over at the R lfe repo, there's a thread discussing differences between reghdfe and lfe::felm(). I think I've managed to reconcile these differences with a couple of small patches. You can find a summary with an example here: sgaure/lfe#1 (comment)

Please feel free to jump in if you have any comments or spot an error!