pyhdfe
JSON →pyhdfe is a Python library for absorbing high-dimensional fixed effects, implementing the algorithm developed by Gaure (2013). It is primarily used in econometrics and statistics for estimating models with several high-dimensional fixed effects, optimized for sparse data structures. The current version is 0.2.0, with an intermittent release cadence.
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Resources
packagepypi.org/project/pyhdfe/ ↗
API endpoints
full doc /v1/registry/pyhdfe
install /v1/registry/pyhdfe/install
compatibility /v1/registry/pyhdfe/compatibility