bashtage
ENH: Add a formula API call for absorbing regression
I may have completely missed this (apologies if so), but is there a way to use AbsorbingLS with the formula API?
Thanks for all the hard work—the package is great and I'm using it for notes I've put online here.
It isn't because I need sparse matrices as much as possible for absorbed effects. It should be possible to make a hybrid interface with a formula for the non-absorbed though.
It is also possible that Formulaic which is not the formula engine supports sparse arrays, which I haven't checked.
It does indeed support sparse matrices, according to the documentation here.
FYI (simply because it's interesting to see how others have done it-not because it's particularly intuitive), the R package fixest uses the syntax
y ~ x | f
where f is a fixed effect that should be absorbed.