Econometric tools for working with panel data and fixed effects
Project description
This package contains functionality useful for econometric work with panel data. Its name, originally standing for "high-dimensional fixed effects," is now misleading.
Useful features are
- Groupby: A class allowing for fast operations similar to Pandas groupby-apply and groupby-transform functionality, but performing significantly faster with user-written functions. See documentation here.
- find_collinear_cols and remove_collinear_cols: Functions for dealing with multicollinearity which operate quickly on CSC matrices.
- make_lags: Makes within-group lags (frequently useful with panel data)
You can install hdfe through pip: "pip install hdfe"
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
hdfe-0.0.4.tar.gz
(7.0 kB
view hashes)
Built Distribution
hdfe-0.0.4-py3-none-any.whl
(9.1 kB
view hashes)