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FixedEffects / FixedEffectModels.jl

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
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Feature request: Saving an object of type `FixedEffectModel` #244

Closed moshialam closed 11 months ago

moshialam commented 1 year ago

Hi,

Performing fixed effects estimations on large datasets often takes a significant amount of time. While exporting the results using packages like TexTables.jl is an option, it would be incredibly beneficial to be able to save and subsequently load the results of a fixed effects estimation. Specifically, I'm thinking of the ability to save an object of type FixedEffectModel and then easily load it back into Julia, similar to how one would load a CSV using CSV.read().

This capability becomes crucial in scenarios where, for instance, the Julia extension might crash or the system runs out of memory in the middle of a long estimation routine. In such cases, users are forced to restart the entire process.

I am not aware whether this is at all possible or not. But I can imagine this could save users a lot of time, especially while working with large datasets.

Thanks!

moshialam commented 11 months ago

I figured that they can be stored in Dicts and saved in BSON to be easily reloaded back.