GLFixedEffectModels.jl

Ye Sun (1) , Johannes Boehm (2) , Nils H.

1 Sciences Po - Sciences Po
2 ECON - Département d'économie (Sciences Po)

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.

Keywords: Economics; Econometrics; Fixed-effects; Regression-analysis

Domains: Humanities and Social Sciences; Economics and Finance

Ye Sun, Johannes Boehm, Nils H.. GLFixedEffectModels.jl. 2022, ⟨swh:1:dir:d139d052ee8b78391496238c3d46433b007d9f50;origin=https://hal.archives-ouvertes.fr/hal-03945531;visit=swh:1:snp:05592f637d8e40aa4ad6fbdecad7d25fe05aa1bc;anchor=swh:1:rel:0a20f5e731d20f086b841c9174b020cbd92b41a8;path=/⟩. ⟨hal-03945531⟩