Matthieu Gomez

It turns out that computing the right degrees of freedoms with high dimensional fixed effects is a hard problem (see the documentation of reghdfe about this). PRs to be as...

@IljaK91 Please open a separate issue with a fully replicable code.

This may be an error, yes. What exactly are you comparing between Stata and Julia (i.e. which field of the output, or which number in the table)? Are the standard...

Standard errors should be the same. This sounds like something I tried to correct in the past https://github.com/FixedEffects/FixedEffectModels.jl/issues/78

If you had some time to correct it (and add a test or two), that would be very appreciated

I have just fixed the first issue. @nilshg: could you have a look at the second one?

I want to wait until Julia has a better lag function https://github.com/JuliaArrays/ShiftedArrays.jl/pull/37 For now, simply create the variable before generating the formula.

I was hoping that the new functions in StatsBase would allow you to drop the dependence completely. I think the only missing stuff are hasfe and hasiv, right? what about...

I think it would be much better for you to define these two functions. Once it’s done I’ll update fixedeffectmodel to import them.

Overall I think it depends on the future of RegressionTables One way to see RegressionTables is that (I) you define an API in RegressionTables (Ii) packages that want to be...