{"action":"created","issue":{"url":"https://api.github.com/repos/kendonB/multiwayvcov/issues/2","labels_url":"https://api.github.com/repos/kendonB/multiwayvcov/issues/2/labels{/name}","comments_url":"https://api.github.com/repos/kendonB/multiwayvcov/issues/2/comments","events_url":"https://api.github.com/repos/kendonB/multiwayvcov/issues/2/events","html_url":"https://github.com/kendonB/multiwayvcov/issues/2","id":103366488,"number":2,"title":"Categorical variables with categories that are ever dropped are not handled","user":{"login":"kendonB","id":5327505,"avatar_url":"https://avatars.githubusercontent.com/u/5327505?v=3","gravatar_id":"","url":"https://api.github.com/users/kendonB","html_url":"https://github.com/kendonB","followers_url":"https://api.github.com/users/kendonB/followers","following_url":"https://api.github.com/users/kendonB/following{/other_user}","gists_url":"https://api.github.com/users/kendonB/gists{/gist_id}","starred_url":"https://api.github.com/users/kendonB/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/kendonB/subscriptions","organizations_url":"https://api.github.com/users/kendonB/orgs","repos_url":"https://api.github.com/users/kendonB/repos","events_url":"https://api.github.com/users/kendonB/events{/privacy}","received_events_url":"https://api.github.com/users/kendonB/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":1,"created_at":"2015-08-26T21:21:38Z","updated_at":"2015-09-09T00:14:38Z","closed_at":null,"body":"This usually fails\r\n\r\n    library(dplyr)\r\n    data(petersen)\r\n    petersen <- petersen %>% sample_n(500)\r\n    petersen <- petersen %>% filter(firmid != petersen$firmid[1])\r\n    petersen <- petersen %>% mutate(firmid = factor(firmid))\r\n    # This works fine.\r\n    m1 <- lm(y ~ x + firmid, data = petersen)\r\n    \r\n    # This fails\r\n    vcov_firm <- cluster.boot(m1, as.numeric(petersen$firmid), R = 3)\r\n\r\nWhen bootstrapping, far more fixed effects are dropped and there's eventually a replacement length error.\r\n\r\nCould just be the case that the thing to do is to simply output the standard errors for the intersection of estimated coefficients. Or do FWL and partial them out first."},"comment":{"url":"https://api.github.com/repos/kendonB/multiwayvcov/issues/comments/138736802","html_url":"https://github.com/kendonB/multiwayvcov/issues/2#issuecomment-138736802","issue_url":"https://api.github.com/repos/kendonB/multiwayvcov/issues/2","id":138736802,"user":{"login":"kendonB","id":5327505,"avatar_url":"https://avatars.githubusercontent.com/u/5327505?v=3","gravatar_id":"","url":"https://api.github.com/users/kendonB","html_url":"https://github.com/kendonB","followers_url":"https://api.github.com/users/kendonB/followers","following_url":"https://api.github.com/users/kendonB/following{/other_user}","gists_url":"https://api.github.com/users/kendonB/gists{/gist_id}","starred_url":"https://api.github.com/users/kendonB/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/kendonB/subscriptions","organizations_url":"https://api.github.com/users/kendonB/orgs","repos_url":"https://api.github.com/users/kendonB/repos","events_url":"https://api.github.com/users/kendonB/events{/privacy}","received_events_url":"https://api.github.com/users/kendonB/received_events","type":"User","site_admin":false},"created_at":"2015-09-09T00:14:38Z","updated_at":"2015-09-09T00:14:38Z","body":"Have implemented a shabby version of this in ``a7ff007``. It simply projects out and throws away all factors in the ``model`` variable. Then cluster bootstraps and estimates the rest of the variables."}}