Skip to content

Release 4.13

Compare
Choose a tag to compare
@bashtage bashtage released this 19 Jul 11:22

This is a feature and bug release.

  • Added AbsorbingLS which allows a large number of variables to be absorbed. This model can handle very high-dimensional dummy variables and has been tested using up to 1,000,000 categories in a data set
    with 5,000,000 observations.
  • Fixed a bug when estimating weighted panel models that have repeated observations (i.e., more than one observation per entity and time id).
  • Added drop_absorbed option to PanelOLS which automatically drops variables that are absorbed by fixed effects.
  • Added optional Cythonized node selection for dropping singletons
  • Added preconditioning to the dummy variable matrix when use_lsmr=True in fit. In models with many effects, this can reduce run time by a factor of 4 or more.