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FixedEffects / FixedEffectModels.jl

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
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Implement StatsAPI.fit() #212

Closed jariji closed 2 years ago

jariji commented 2 years ago

StatsAPI provides fit for fitting a statistical model which is used by StatsBase.jl, GLM.jl, and Econometrics.jl. It would be convenient if FixedEffects.jl used this as well so I could just learn the one API.

matthieugomez commented 2 years ago

Sure, here is the pull request: https://github.com/FixedEffects/FixedEffectModels.jl/pull/216