Regression model years fix effects + robust regression

Machine Learning and Modeling
1

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

2

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")
3

Look at the rlm() function in the MASS package. Nothing special is needed for the year fixed effects; just turn year into a factor.

PS: I don't believe the fixest package does robust regression.

4

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