Hey everybody,
is it possible to create a robust regression in R with consideration of the years-fix-effects ? I cant find anything like that but i need it for my Thesis
Thanks for helping me
The fixest package is great for fixed effects and has lots of standard error adjustments. This post gives a good summary of lots of the options but the basic syntax looks something like this.
install.packages("fixest") library(fixest) feols(outcome ~ treatment | fixedeffects, data, vcov = "adjustmentofyourchoice")
Look at the rlm() function in the MASS package. Nothing special is needed for the year fixed effects; just turn year into a factor.
rlm()
PS: I don't believe the fixest package does robust regression.