GLFixedEffectModels.jl - Archive ouverte HAL
Software Year : 2022

GLFixedEffectModels.jl

Ye Sun
  • Function : Author
  • PersonId : 1217051
Sciences Po
Johannes Boehm
Département d'économie (Sciences Po)
Nils H.
  • Function : Author

Abstract

Fast estimation of generalized linear models with high dimensional categorical variables in Julia. This package estimates generalized linear models with high dimensional categorical variables. It builds on Matthieu Gomez's FixedEffects.jl, Amrei Stammann's Alpaca, and Sergio Correia's ppmlhdfe.

Domains

Economics and Finance

Melissa Mundell  : Connect in order to contact the contributor

https://sciencespo.hal.science/hal-03945531

Submitted on : Wednesday, January 18, 2023-4:26:33 PM

Last modification on : Friday, July 12, 2024-2:02:19 PM

Consulter sur Present sur SoftwareHeritage

Dates and versions

hal-03945531 , version 1 (18-01-2023)

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Metadata

  • version : v0.4.0
  • Software License : MIT License
  • Programming Language : Julia
  • Code Repository : https://github.com/jmboehm/GLFixedEffectModels.jl/tree/v0.4.0
  • Platform/OS : Linux, MacOS, Windows

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