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Release 4.18
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@bashtage bashtage released this 05 Jan 12:41
4.18
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This is a performance and bug-fix release.

  • Improved performance of AbsorbingLS.fit by deferring some operations.
  • Added support for the method available in PyHDFE in AbsorbingLS. These methods can only be used when the variables absorbed are categorical (i.e., fixed-effects only) and when the model is unweighted.
  • Added alternative measures of R-squared using the squared correlation. See PanelResults.corr_squared_overall, PanelResults.corr_squared_within, and PanelResults.corr_squared_between.
  • Added a clustered covariance estimator (ClusteredCovariance) for system regressions.
  • Fixed a bug in kernel_optimal_bandwidth which used incorrect values for a tuning parameter in the bandwidth estimation for the Parzen and Quadratic Spectral kernels.
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