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I am trying to run predict on a lm_robust model that includes a factor variable and fixed effect, but it keeps reproducing an error:
library(estimatr)
library(dplyr)
n <- 1000
df <- data.frame(X1 = sample(0:1, n, replace = T),
X2 = sample(factor(letters[1:3]), n, replace = T),
FE = sample(factor(1:5), n, replace = T)) %>%
mutate(Y = X1 + rnorm(n))
# predicting with only fixed effects is fine
mod <- lm_robust(Y~X1, df, fixed_effects = ~FE)
predict(mod, data.frame(X1 = 1,
FE = factor(1, levels = 1:5)))
# predicting with only factor variable is fine
mod <- lm_robust(Y~X1+X2, df)
predict(mod, data.frame(X1 = 1,
X2 = factor("a", levels = letters[1:3])))
# predicting with both factor variable and FE throws error
mod <- lm_robust(Y~X1+X2, df, fixed_effects = ~FE)
predict(mod, data.frame(X1 = 1,
X2 = factor("a", levels = letters[1:3]),
FE = factor(1, levels = 1:5)))
I get this error: "Error in X[, !beta_na, drop = FALSE] %*% coefs[!beta_na, ] : non-conformable arguments"
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