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### fixed effects models
### methods and tests contributed by Grant McDermott (@grantmcdermott)
library("multcomp", quietly = TRUE)
fixestOK <- require("fixest", quietly = TRUE)
if (fixestOK) {
lmod <- lm(Sepal.Length ~ Sepal.Width + as.factor(Species), iris)
fmod <- feols(Sepal.Length ~ Sepal.Width + as.factor(Species), iris)
fmod2 <- feols(Sepal.Length ~ Sepal.Width | Species, iris, vcov = "iid") ## see next model too
fmod3 <- feols(Sepal.Length ~ Sepal.Width | Species, iris) ## default vcov is clustered by Species
glmod <- glht(lmod, "Sepal.Width==0")
gfmod <- glht(fmod, "Sepal.Width==0")
gfmod2 <- glht(fmod2, "Sepal.Width==0")
gfmod3 <- glht(fmod3, "Sepal.Width==0", vcov = "iid")
stopifnot(all.equal(confint(glmod)$confint, confint(gfmod)$confint))
stopifnot(all.equal(confint(glmod)$confint, confint(gfmod2)$confint))
stopifnot(all.equal(confint(glmod)$confint, confint(gfmod3)$confint))
}
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