Add support for plm

NAMESPACE

@@ -4,6 +4,7 @@ S3method(boottest,felm)
 S3method(boottest,fixest)
 S3method(boottest,ivreg)
 S3method(boottest,lm)
+S3method(boottest,plm)
 S3method(confint,boottest)
 S3method(glance,boottest)
 S3method(glance,mboottest)

R/arg_checks.R

@@ -131,6 +131,30 @@ check_boottest_args_plus <- function(
     }
   }
 
+
+  if(inherits(object, "plm")){
+
+    if (!is.null(fe)) {
+      if (fe %in% param) {
+        rlang::abort(paste("The function argument fe =", fe, "is included in the
+                   hypothesis (via the `param` argument). This is not allowed.
+                   Please set fe to another factor variable or NULL."),
+                     call. = FALSE
+        )
+      }
+      if (!(fe %in% names(index(object)))) {
+        rlang::abort(paste(
+          "The fixed effect to be projected out in the bootstrap,",
+          fe, "is not included as a dedicated fixed effect
+                   in the estimated model."
+        ))
+      }
+    }
+
+
+  }
+
+
   if (((1 - sign_level) * (B + 1)) %% 1 != 0) {
     rlang::inform(
       paste("Note: The bootstrap usually performs best when the confidence", 

R/boottest_fixest.R

@@ -485,6 +485,7 @@ boottest.fixest <- function(object,
       type = type,
       engine = engine
     )
+
   full_enumeration <- enumerate$full_enumeration
   B <- enumerate$B
 

R/model_matrix.R

@@ -10,6 +10,54 @@ model_matrix <- function(object, ...) {
   UseMethod("model_matrix")
 }
 
+model_matrix.plm <- function(object, type, collin.rm = TRUE, ...) {
+  #' Enhanced model.matrix for objects of type plm
+  #' @method model_matrix plm
+  #' @param object An object of class plm
+  #' @param collin.rm Should collinear variables be dropped?
+  #' @param type 'rhs' for right-hand side variables, 'fixef' for fixed effects
+  #' @param ... Other arguments
+  #' @noRd
+
+  dreamerr::check_arg(type, "charin(rhs, fixef)")
+
+  if (type == "rhs") {
+    mm <- model.matrix(object)
+    if (collin.rm == TRUE) {
+      bn <- names(na.omit(coef(object)))
+      mm <- mm[, colnames(mm) %in% bn]
+    }
+
+  } else if (type == "fixef") {
+
+    mm <- index(object)
+    model <- object$args$model
+    effect <- object$args$effect
+
+
+    if(model == "within"){
+      if(effect == "individual"){
+        mm <- mm[,1, drop = FALSE]
+      } else if(effect == "time"){
+        mm <- mm[,2, drop = FALSE]
+      }
+    } else if (model == "between"){
+      mm <- mm[,2, drop = FALSE]
+    } else{
+      stop("The plm object needs to be estimated via 'within' or between 
+           for use with fixed effects. ")
+    }
+
+    # make sure all fixed effect variables are factors
+    i <- seq_along(mm)
+    mm[, i] <- lapply(i, function(x) {
+      factor(mm[, x])
+    })
+  }
+
+  mm
+}
+
 
 model_matrix.lm <- function(object, collin.rm = TRUE, ...) {
   #' Enhanced model.matrix for objects of type lm