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@@ -52,8 +52,8 @@ regife(df, @model(Sales ~ Price, ife = (pState + pYear, 2), fe = pState, save =
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- Interactive fixed effects are indicated with the keyword argument `ife`. Variables must be of type `PooledDataVector`. For instance, for a factor model with id variable `State`, time variable `Year`, and rank `r` equal to 2:
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```julia
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df[:pState] = pool(df[:State])
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df[:pYear] = pool(df[:Year])
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df[:pState] = categorical(df[:State])
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df[:pYear] = categorical(df[:Year])
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ife = (pState + pYear, 2)
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```
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@@ -98,8 +98,8 @@ Yes. Factor models are a particular case of interactive fixed effect models. Sim
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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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df[:pState] = pool(df[:State])
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df[:pYear] = pool(df[:Year])
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df[:pState] = categorical(df[:State])
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df[:pYear] = categorical(df[:Year])
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regife(df, @model(Sales ~ 0, ife = (pState + pYear, 2), fe = pState, save = true))
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```
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Compared to the usual SVD method, the package estimates models with multiple (or missing) observations per id x time.
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