Running IFE examples

[ziahydari]

Greetings:

Thank you for your work on IFE software. I mostly use Stata for analyses so my R skills are rather basic. I have no experience with Julia.

I am unable to run the FixedEffectInteract() example and also had to modify the setup to get the FixedEffects() example to work.

(1) For setup, I had to manually add the following before calling FixedEffect_setup() to make it work
IFE_examples.txt

:

JuliaCall::julia_command('import Pkg; Pkg.add("StatsModels"); Pkg.add("DataFrames")')
JuliaCall::julia_command('Pkg.add("Distributions")')

(2) The function did not print out a table for me (please see https://github.com/FixedEffects/FixedEffectjlr#output)

(3) FixedEffectInteract() fails like so:

ife <- FixedEffectInteract(df, "sales", "price", "state+year", 2, "state", vcov = "robust")
@time reg_res = try regife(df_julia, @model( sales ~ price, ife = ( state+year, 2 ), fe = state, vcov = robust, save = true ), maxiter = 10000 );catch; (augmentdf=0, coefnames=0) end;
IFE regression has failed

ife
$statistics
[1] NA

$dt_augment
[1] NA

I have attached the R code file. Thanks again for your work on this package.

Sincerely,
Zia

[eloualiche]

I have yet to update FixedEffectInteract to match the new syntax of InteractiveFixedEffectModels.jl

I will see if I can quickly update the package to catch up to the julia code.