Kevin Sheppard
Kevin Sheppard
This is much easier with `linearmodels`, which provides formal support for panel data models (i.e., understanding of 2-way multiindices). ```python import pandas as pd import numpy as np import linearmodels...
PRs are welcome there.
You need to include the license information.
PRs absolutely welcome!
An ideal PR woudl make this much more generic so that it could understand pandas freq's without relying on the fixed table.
Can you post a demo example to help me understand the issue?
As for @ckarren 's issue, I believe that things are upcast to float64 at some point. That will be 32GB already.
Can you rebase on the latest main? I've changed the build system since you started this work, and it would be good to know things are up to date. I'll...
`AbsorbingLS` is inspired by `areg` in Stata, which is a way of running OLS models with high-dimensional dummies. It has post-estimation test statistics that are similar to OLS. While I...
`PanelOLS` is better when you have up to two fixed effects and you want to have correct inference.