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README.md

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@@ -9,8 +9,6 @@ The definition of interactive fixed effects follows Bai (2009).Formally, denote
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![minimization](img/minimization.png)
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## Formula Syntax
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```julia
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using DataFrames, RDatasets, InteractiveFixedEffectModels
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df = dataset("plm", "Cigar")
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```
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- Interactive fixed effects are indicated with the function `ife`. For instance, to specify a factor model with id variable `State`, time variable `Year`, and rank 2, use `ife(State, Year, 2)`.
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- High-dimensional Fixed effects can be used, as in `fe(State)` but only for the variables specified in the factor model. See [FixedEffectModels.jl](https://github.com/matthieugomez/FixedEffectModels.jl) for more information
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## Syntax
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- Formula
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```julia
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regife(df, @formula(Sales ~ Price + ife(State, Year, 2)))
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regife(df, @formula(Sales ~ Price + ife(State, Year, 2) + fe(State)))
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```
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- Interactive fixed effects are indicated with the function `ife`. For instance, to specify a factor model with id variable `State`, time variable `Year`, and rank 2, use `ife(State, Year, 2)`.
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To construct formula programatically, use
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```julia
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regife(df, Term(:Sales) ~ Term(:Price) + ife(Term(:State), Term(:Year), 2) + fe(Term(:State)))
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```
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- High-dimensional Fixed effects can be used, as in `fe(State)` but only for the variables specified in the factor model. See [FixedEffectModels.jl](https://github.com/matthieugomez/FixedEffectModels.jl) for more information
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```julia
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regife(df, @formula(Sales ~ Price + ife(State, Year, 2)))
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regife(df, @formula(Sales ~ Price + ife(State, Year, 2) + fe(State)))
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```
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## Options
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To construct formula programatically, use
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```julia
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regife(df, Term(:Sales) ~ Term(:Price) + ife(Term(:State), Term(:Year), 2) + fe(Term(:State)))
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```
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- Standard errors are indicated as follows
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```julia
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vcov.robust()
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vcov.cluster(:State)
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vcov.cluster(:State, :Year)
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Vcov.robust()
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Vcov.cluster(:State)
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Vcov.cluster(:State, :Year)
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```
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- The option `weights` can add weights
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```julia

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