Kevin Sheppard

Should this be a method attached to a RandomEffectsResults class? This would likely simplify the calculations and logic. It also makes sure that we aren't trying to compare invalid models...

You could probably purch the FE from your Y, Z and X, and then run standard IV on the purged data..

The explanation of weights can be substantially simplified if you make the connection between the normalized weights and repeating the data in the sample in the integer case. For example,...

I also don't have any obvious use case for the utility of this method, but I suppose the author does. I tend to not use `np.average` in general and instead...

`estimated_effects` are the total combined effects included in the model. The method used to remove FE does not directly lead to a separate estimate of the effects. In balanced panels...

They are different. Which standard errors are you using for the Panel model? Can you post a code example that shows the differences you are seeing?

Thanks for the code. I can see they are different, but will need more time to determine. I suspect that the issue is a DoF correction.

Thanks for noticing this. I'll need to do some thinking about this since Absorbing LS will estimate modes with redundancy columns and so it isn't always trivial to compute the...

As @kapa112 said, it is really hard to tell without the data. Can you share the data somehow? The error indicates that you model is singular. When using FMB it...

I saw you closed. Presumable this means that Z is not full rank which will cause problems later. This said, it would be good to provide a better error when...