fixed-effects

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax

Linear, IV and GMM Regressions With Any Number of Fixed Effects

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

Poisson pseudo-likelihood regression with multiple levels of fixed effects

Stata-aligned econometrics for Python, with field-level validation across the documented support surface.

Source code repository for the R package lfe on CRAN.

Summary and diagnostic information for evaluating within-fixed-effect variation.

Fast estimation of generalized linear models with high dimensional categorical variables in Julia

Estimate an AKM-style two-way fixed effects model using Canadian matched employer-employee data.

Regression-based multi-period difference-in-differences with heterogenous treatment effects

Linear regression with multiple high-dimensional fixed effects, in Stata, Python and R on one C++ core (reghdfe-comparable; optional CUDA)

Bias reduced fixed effect generalized linear models

Econometrics II workshop (2025).

The repository provides state-of-arts machine-learning approaches to revamping firm fixed effects models in finance studies.

📊 EconKit — 一站式计量经济学实证分析工具 | All-in-one Econometrics Toolkit for Chinese Economics Students. DID/PSM/RDD/IV/FE/GMM, parallel trends, placebo tests, PDF report. No code needed.

This repository introduces how to run fixed effects models and do some hypothesis testing in Stata.

Raw files for a document covering different approaches to dealing with dependent data.

Form fixed effect groups through K-means clustering