13 lines
785 B
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13 lines
785 B
Text
PyHDFE is a Python 3 implementation of algorithms for absorbing high dimensional
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fixed effects. This package was created by Jeff Gortmaker in collaboration with
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Anya Tarascina.
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What PyHDFE won't do is provide a convenient interface for running regressions.
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Instead, the package is meant to be incorporated into statistical projects that
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would benefit from performant fixed effect absorption. Another goal is
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facilitating fair comparison of algorithms that have been previously implemented
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in various languages with different convergence criteria.
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Development of the package has been guided by code made publicly available by
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many researchers and practitioners. For a full list of papers and software cited
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in this documentation, refer to the references section of the documentation.
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