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Published 20 hours ago • verified publisher icon FixedEffects

Add more tests

Open matthieugomez opened this issue 6 years ago • 2 comments

  • [x] Add more tests that residuals and fixedeffects are correct in the case of IV, weights, subsets in RegressionResult.

  • [ ] Check that standard errors and F-stat are similar to ivreg2, smallin reg.

matthieugomez avatar Dec 31 '18 13:12 matthieugomez

Do you still need someone to help write tests? I don't have a lot of experience with Julia, but I would be happy to try and help.

duncanhobbs avatar Feb 04 '19 01:02 duncanhobbs

Yes. That would be really appreciated! It would be nice to check that the values of fixedeffects, r2, and other statistics match the ones given from Stata reghdfe. I've written some test in test/RegressionResult but it would be nice to have some tests for weights, subset & missing observations.

matthieugomez avatar Feb 04 '19 14:02 matthieugomez