R: Compute standard errors for fixed effects

fixedse {lfe} | R Documentation

## Compute standard errors for fixed effects

### Description

fixedse computes the standard errors for the fixed effects when there is only one. While `getfe` can provide standard errors, it does so by bootstrapping for general estimable functions. In the special case that there's only a single fixed effect, and the estimable function is just the levels, this function can be used to compute the fixed effects without bootstrapping. It requires that `felm` is run with keepX=TRUE.

### Usage

    fixedse(est, lhs = NULL, E)

### Arguments

`est` | 'felm' object. The result of a call to `felm`.
`lhs` | character. Name of the left hand side, if more than one.
`E` | Matrix. Estimable function. Not used at the moment.

### Value

numeric. Vector of standard errors.

### Examples

    x <- rnorm(1000)
    f <- factor(sample(5,1000,replace=TRUE))
    y <- x + (1:5)[f] + rnorm(1000)
    est <- felm(y ~ x | f, keepX=TRUE)
    #both bootstrap and computed se:
    cbind(getfe(est,ef=efactory(est,'ref'),se=TRUE), fse=fixedse(est))
    #compare with lm:
    summary(lm(y ~x+f-1))

[Package lfe version 2.8-7 Index]