hdfe
Econometric tools for working with panel data and fixed effects
MIT License
Ecosystems:
Python
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"
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