FixedEffectModels.jl
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FixedEffects
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
I'm not sure how to reproduce this, but `fit`ting a model like `y ~ a + b + fe(s)` where `s` refers to a `String` column or a `CategoricalArray` fails...
Is there a way to get standard errors for the fixed effects? I have an application where the estimates for the fixed effects are of interest. (I have > 10...
It seems that if you don't specify the intercept as a fixed effect, residuals can't be retrived. The following is a MWE: ```julia df = DataFrame(a = rand(100), b =...
My initial PR #109 was merged and then reverted > out of concern with memory allocation by @eloualiche. I benchmarked this PR vs master (using the middle regression model in...
The degrees of freedom and Std.Error are not calculated correctly when there are collinear fixed effects. Thanks for the great package! I have been using this package for quite some...
When fixed effect variables are included in the formula, the constant coefficient is no longer calculated and/or displayed in the regression results. Is there a way to adjust this so...
Maybe this is an issue with StatsModels.jl, but I was wondering if there is a plan to allow lag and lead operators in formula (similar to R [fixest](https://cran.r-project.org/web/packages/fixest/vignettes/fixest_walkthrough.html)). Originally I...
These methods are implemented and work as expected but may not be obvious to users (some questions about this came up on slack).
Someone noted to me that FixedEffectModels.jl is tricky to use AD on because there are so many explicit `Float64` type constraints -- does anyone have a good sense of how...
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Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables