https://github.com/bashtage/linearmodels

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

asset-pricing between-estimator clustered-standard-errors fama-macbeth first-difference fixed-effects gmm instrumental-variable iv linear-models ols panel panel-data panel-models panel-regression pooled-ols random-effects regression seemingly-unrelated-regression statistical-model

Last synced: 29 Apr 2025

https://bashtage.github.io/linearmodels/

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

asset-pricing between-estimator clustered-standard-errors fama-macbeth first-difference fixed-effects gmm instrumental-variable iv linear-models ols panel panel-data panel-models panel-regression pooled-ols random-effects regression seemingly-unrelated-regression statistical-model

Last synced: 20 Apr 2025

https://github.com/sergiocorreia/reghdfe

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

fixed-effects linear-models ols regression stata

Last synced: 27 Jan 2026

https://github.com/sergiocorreia/ppmlhdfe

Poisson pseudo-likelihood regression with multiple levels of fixed effects

fixed-effects high-dimensional-data poisson-regression separation stata

Last synced: 24 Jan 2026

https://github.com/sgaure/lfe

Source code repository for the R package lfe on CRAN.

fixed-effects linear-regression r

Last synced: 01 Aug 2025

https://github.com/m-clark/clustered-data

Raw files for a document covering different approaches to dealing with dependent data.

cluster-data fixed-effects gee mixed-models

Last synced: 08 Oct 2025

https://github.com/ropensci/partialling.out

econometrics fixed-effects r r-package rstats

Last synced: 19 Feb 2026

https://github.com/chirindaopensource/measuring_corruption_from_text_data

End-to-End Python implementation of Muço’s (2025) corruption measurement framework. Combines NLP pipeline (regex extraction, Porter stemming, TF-IDF), PCA-based dimensionality reduction, and fixed-effects OLS to quantify institutional quality from Brazilian audit reports. Includes supervised learning robustness checks and LOO sensitivity analysis.

audit-analysis brazilian-data corruption-measurement dictionary-based-classification dimensionality-reduction econometrics fixed-effects government-transparency institutional-quality natural-language-processing nltk political-economy portuguese-nlp principal-component-analysis research-replication scikit-learn supervised-learning text-as-data text-classification text-mining

Last synced: 27 Apr 2026

https://github.com/luis-varona/umnb-tax-rates-police-spending

A fixed-effects two-stage least squares regression of municipal tax rates on police spending, conducted for the Union of Municipalities of New Brunswick (UMNB).

econometrics economic-policy fixed-effects tax-rates two-stage-least-squares-regression

Last synced: 16 May 2025