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FixedEffects / FixedEffectModels.jl

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
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Demeaning #232

Closed friosavila closed 1 year ago

friosavila commented 1 year ago

Hi there Is there any way to use the package to obtain demeaned variables? for example, in Stata you have the hdfe utility (used to be part of reghdfe), in R you have demean function within fixest. Is there an equivalent in Julia and this package? Thank you

matthieugomez commented 1 year ago

Yes, you should look at https://github.com/FixedEffects/FixedEffects.jl

matthieugomez commented 1 year ago

Actually if you want to have a similar syntax as the package, you can also use partial_out (type ?partial_out to learn more about it).

friosavila commented 1 year ago

Thank you! Yes this is what I needed

On Wed, May 31, 2023 at 10:11 AM Matthieu Gomez @.***> wrote:

Actually if you want to have a similar syntax as the package, you can also use partial_out (type ?partial_out to learn more about it).

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