6 results found Sort:

bashtage
linearmodels bashtage
184
951
ncsa
25
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
iv gmm ols panel panel-data pooled-ols regression fama-macbeth panel-models asset-pricing fixed-effects linear-models random-effects first-difference panel-regression between-estimator statistical-model instrumental-variable clustered-standard-errors seemingly-unrelated-regression
Created 2017-02-17
1,083 commits to main branch, last one 27 days ago
FixedEffects
FixedEffectModels.jl FixedEffects
46
229
other
7
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
iv economics panel-data regression fixed-effects categorical-variables instrumental-variables clustered-standard-errors
Created 2015-06-09
1,054 commits to master branch, last one 9 months ago
sergiocorreia
reghdfe sergiocorreia
57
219
mit
24
Linear, IV and GMM Regressions With Any Number of Fixed Effects
ols stata regression fixed-effects linear-models
Created 2014-12-09
600 commits to master branch, last one 11 months ago
sergiocorreia
ppmlhdfe sergiocorreia
13
65
mit
10
Poisson pseudo-likelihood regression with multiple levels of fixed effects
stata separation fixed-effects poisson-regression high-dimensional-data
Created 2019-02-27
69 commits to master branch, last one 3 years ago
sgaure
lfe sgaure
18
53
unknown
9
Source code repository for the R package lfe on CRAN.
r fixed-effects linear-regression
Created 2018-06-24
52 commits to master branch, last one 4 years ago
ed-dehaan
sumhdfe ed-dehaan
17
39
mit
4
Summary and diagnostic information for evaluating within-fixed-effect variation.
stata reghdfe fixed-effects regression-tests
Created 2021-03-25
93 commits to main branch, last one 3 years ago