Allow interacted lagged controls in panel and not checking rows #8
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When data do not contain any invalid rows, it's now possible to skip the checks by specifying
checkrows=false
withlp
.A new keyword argument
wgnames
forlp
helps specifying lagged control variables that are interacted withpanelid
. Estimation does not involve building full data columns for these interacted variables, although results are numerically identical.Fixed issues that caused wrong residuals when
panelweight
is specified and estimation involves 2SLS.