FixedEffects / FixedEffectModels.jl

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
Other
225 stars 46 forks source link

address issue #221: drop regressors that are collinear with the FE depending on tolerance #222

Closed moritzdrechselgrau closed 1 year ago

matthieugomez commented 1 year ago

Thanks! Could you add a test?

moritzdrechselgrau commented 1 year ago

I've added a test using the example in issue #221 and got rid of the one-liner functions.

matthieugomez commented 1 year ago

Awesome! thanks a lot for your contribution.

moritzdrechselgrau commented 1 year ago

Sure! Thanks for the package!