Suppose I am using lfe package felm to account for a very large number of fixed effects.
Y = b0 + b1*X1 + fixed effects
Y = b0 + b1*X1 + b2*X2 + b3*X3 + fixed effects
model1 = felm(Y~X1| fixedeffects, data = data)
model1 = felm(Y~X1 + X2 + X3| fixedeffects, data = data)
The standard lm object tricks such as anova() do not work. I could program this myself but I am just curious.
