fixed-effects topic

List fixed-effects repositories

linearmodels

898
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180
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Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

FixedEffectModels.jl

223
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46
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Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

reghdfe

210
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56
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Linear, IV and GMM Regressions With Any Number of Fixed Effects

lfe

53
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18
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Source code repository for the R package lfe on CRAN.

ppmlhdfe

60
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13
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Poisson pseudo-likelihood regression with multiple levels of fixed effects

GLFixedEffectModels.jl

33
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6
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Fast estimation of generalized linear models with high dimensional categorical variables in Julia

sumhdfe

37
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16
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Summary and diagnostic information for evaluating within-fixed-effect variation.