Open s3alfisc opened 1 month ago
Currently, pyfixest can compute fixed effect estimates in the fixef() method by using a sparse solver.
A potentially faster alternative is to implement a Kacmarz solver. See section 3 in the lfe paper.
Context
Currently, pyfixest can compute fixed effect estimates in the fixef() method by using a sparse solver.
A potentially faster alternative is to implement a Kacmarz solver. See section 3 in the lfe paper.
To Do: