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get_fe() produces constant SEs over all covariates in one-way case #39

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ghost opened this issue Nov 19, 2020 · 0 comments
Open

get_fe() produces constant SEs over all covariates in one-way case #39

ghost opened this issue Nov 19, 2020 · 0 comments

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@ghost
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ghost commented Nov 19, 2020

With lfe version 2.8-5.1 get_fe() produces constant SEs over all covariates in the one-way case. However, they differ per covariate in the two-way case (as expected).

> library(lfe)
> data("Grunfeld", package = "plm")
> mod_felm <- felm(inv ~ value + capital | firm, data = Grunfeld)
> # summary(mod_felm)
> 
> fe_lfe <- getfe(mod_felm, se = TRUE, bN = 50)
> print(fe_lfe)
             effect obs comp   fe idx       se
firm.1   -70.296717  20    1 firm   1 11.79928
firm.2   101.905814  20    1 firm   2 11.79928
firm.3  -235.571841  20    1 firm   3 11.79928
firm.4   -27.809295  20    1 firm   4 11.79928
firm.5  -114.616813  20    1 firm   5 11.79928
firm.6   -23.161295  20    1 firm   6 11.79928
firm.7   -66.553474  20    1 firm   7 11.79928
firm.8   -57.545657  20    1 firm   8 11.79928
firm.9   -87.222272  20    1 firm   9 11.79928
firm.10   -6.567844  20    1 firm  10 11.79928
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