FixedEffects / FixedEffectModels.jl

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

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Demeaning

friosavila opened this issue · comments

Hi there
Is there any way to use the package to obtain demeaned variables?
for example, in Stata you have the hdfe utility (used to be part of reghdfe), in R you have demean function within fixest.
Is there an equivalent in Julia and this package?
Thank you

Actually if you want to have a similar syntax as the package, you can also use partial_out (type ?partial_out to learn more about it).