https://github.com/esantorella/hdfe

https://github.com/esantorella/hdfe

econometrics pandas python regression statistics

Last synced: 14 days ago
JSON representation

• Host: GitHub
• URL: https://github.com/esantorella/hdfe
• Owner: esantorella
• License: mit
• Created: 2016-06-06T23:41:54.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2020-03-15T23:04:16.000Z (over 4 years ago)
• Last Synced: 2024-10-04T13:08:25.531Z (about 1 month ago)
• Topics: econometrics, pandas, python, regression, statistics
• Language: Python
• Size: 51.8 KB
• Stars: 23
• Watchers: 2
• Forks: 4
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
This package contains functionality useful for econometric work with panel data.

Its name, originally standing for "high-dimensional fixed effects," is now misleading.

Useful features are

* Groupby: A class allowing for fast operations similar to Pandas groupby-apply and groupby-transform

functionality, but performing significantly faster with user-written functions. See

documentation [here](http://esantorella.com/2016/06/16/groupby/).

* find_collinear_cols and remove_collinear_cols: Functions

for dealing with multicollinearity which operate quickly on CSC matrices.

* make_lags: Makes within-group lags (frequently useful with panel data)

You can install hdfe through pip: "pip install hdfe"