Kevin Sheppard
Kevin Sheppard
Can you run black and isort?
I think the best way to test would be to take the Stata code as a reference and test the various outputs and options.
Overall looks very good. 1. Need to add it to the docs. 2. Can you break these long comments that are making PEP unhappy. 3. Can you use a raw...
Thanks for following up. I can run Stata and generate results.
Going to close and reopen to trigger a rebuild.
No plans to implement 3 or higher-way effects.
I don't think there are any for 3 or higher way. Of course, if some of the effects are low dimensional (e.g., time in years in most panels), then you...
The absorbed coefficients are often difficult to interpret because in many models the D variable array is not full rank. The only claim for the absorbed effects they span the...
There is probably some room for improvement here. So far I have avoided `predict` since it can be ambiguous in some cases. For example, what should the prediction be in...
I'm biased towards linearmodels. All of the quantities you require can be computed from the outputs provided, although it requires some knowledge of the underlying model and mathematics. For example,...