Method cfe and sfe, cfe parameters

[allenzhao]

I have a dataset that has two levels of id variables, say group_id andinvdividual_id. The Cartesian product of the two id variables can serve as the unit id as the requirement for index option.

I was wondering how can I use the method='cfe' to account for the fixed effects on group_id, 'individual_idand time? How should I specify thesfeandcfe` options?

[xuyiqing]

Ziyi, Do you know the answer to Allen's question?

…

On Tue, Mar 14, 2023 at 9:48 AM Allen Zehan Zhao ***@***.***> wrote: I have a dataset that has two levels of id variables, say group_id and invdividual_id. The Cartesian product of the two id variables can serve as the unit id as the requirement for index option. I was wondering how can I use the method='cfe' to account for the fixed effects on group_id, 'individual_idand time? How should I specify thesfe andcfe` options? — Reply to this email directly, view it on GitHub <#27>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB2PKGB7IVHUL7YZMC25WDDW4CONPANCNFSM6AAAAAAV2WM6VE> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>

-- Yiqing Xu Assistant Professor Department of Political Science Stanford University https://yiqingxu.org/

[lzy318]

Hello Allen,

If you want to control for the group_id, invdividual_id and time but not unit id, you can use this specification:

fect(...,method = 'cfe', index = c("unit","time"), force = "time", sfe = c("group_id","individual_id") )

Best,
Ziyi