API Documentation

Algorithms for absorbing fixed effects should be created with the following function.

create(ids[, cluster_ids, drop_singletons, …])

Initialize an algorithm for absorbing fixed effects.

Algorithm classes contain information about the fixed effects.

Algorithm

Algorithm for absorbing fixed effects.

They can be used to absorb fixed effects (i.e., residualize matrices).

Algorithm.residualize(matrix)

Absorb the fixed effects into a matrix and return the residuals from a regression of each column of the matrix on the fixed effects.