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Why does my fe with demeaned data ( lm() ) not reproduce coefficients from plm(), lfe() and lsdv?

Why Your Fixed Effects Regressions with Demeaned Data Dont Match Other Methods This article explores the common issue of discrepancies in coefficients when usin

2 min read 04-09-2024 44
Why does my fe with demeaned data ( lm() ) not reproduce coefficients from plm(), lfe() and lsdv?
Why does my fe with demeaned data ( lm() ) not reproduce coefficients from plm(), lfe() and lsdv?