GLFixedEffectModels.jl

Ye Sun (), Johannes Boehm and Nils H.
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Ye Sun: Sciences Po - Sciences Po

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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.

Keywords: Economics; Econometrics; Fixed-effects; Regression-analysis (search for similar items in EconPapers)
Date: 2022-05-15
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Persistent link: https://EconPapers.repec.org/RePEc:hal:spmain:hal-03945531

DOI: 10.5281/zenodo.4118020

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