R Under development (unstable) (2024-01-25 r85826 ucrt) -- "Unsuffered Consequences"
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> library(lfe)
Loading required package: Matrix
> options(lfe.threads=1,digits=3,warn=1)
> set.seed(6553)
> # single fixed effect, special case which we risk destroying when we optimize, so check it
> x <- rnorm(2000)
> x2 <- rnorm(length(x))
> x3 <- rnorm(length(x))
> ## create individual and firm
> id <- factor(sample(1500,length(x),replace=TRUE))
> nlevels(id)
[1] 1112
> ## effects
> id.eff <- rnorm(nlevels(id))
> 
> ## left hand side
> y <- x + 0.25*x2 + 0.5*x3 + id.eff[id] + rnorm(length(x))
> 
> ## estimate
> est <- felm(y ~ x+x2 + x3 |id,keepX=TRUE)
> 
> ## extract the group fixed effects
> fe <- getfe(est, se=TRUE)
> ## merge back
> head(fe)
      effect obs comp fe idx    se
id.2  2.8342   1    1 id   2 0.984
id.3 -0.6856   4    1 id   3 0.494
id.4 -1.0945   1    1 id   4 0.984
id.5 -3.1362   1    1 id   5 0.985
id.6  0.0450   2    1 id   6 0.696
id.7 -0.0583   4    1 id   7 0.492
> ideff <- fe[paste('id',id,sep='.'),'effect']
> 
> ## verify that id and firm coefficients are 1
> options(scipen=8)
> lm(y ~ x + x2 + x3 + ideff -1)

Call:
lm(formula = y ~ x + x2 + x3 + ideff - 1)

Coefficients:
    x     x2     x3  ideff  
0.950  0.252  0.470  1.000  

> 
> # no factor
> felm(y ~ x + x2 + x3)
(Intercept)           x          x2          x3 
    -0.0567      0.9648      0.2642      0.5333 
> 
> # no covariate
> est <- felm(y ~ 0|id,keepX=TRUE)
> head(getfe(est, se=TRUE))
     effect obs comp fe idx    se
id.2  2.373   1    1 id   2 1.501
id.3 -1.937   4    1 id   3 0.751
id.4 -0.675   1    1 id   4 1.501
id.5 -2.237   1    1 id   5 1.501
id.6  0.306   2    1 id   6 1.061
id.7  0.136   4    1 id   7 0.751
> 
> 
> proc.time()
   user  system elapsed 
   1.60    0.15    1.68