Add drop_singletons option to partial_out() #263
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Before handing things over to
ivreg2
,ivregdfe
partials out the FE and identifies and drops singletons. I'm makingreghdfejl
optionally do the same thing now--call partial_out() and then use ivreg2 instead of FixedEffectsModels.jl for the core IV work--since it offers a lot more diagnostics and estimation options. So it would be good ifpartial_out()
also optionally dropped singletons. I made the newdrop_singletons
option default to false so old results are not affected. Of course, this is inconsistent with the default fordrop_singletons
beingtrue
in fit().