fixed-effects

There are 1 repository under fixed-effects topic.

bashtage / linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
iv instrumental-variable panel regression statistical-model ols gmm fixed-effects random-effects between-estimator first-difference clustered-standard-errors pooled-ols linear-models panel-data panel-models panel-regression fama-macbeth asset-pricing seemingly-unrelated-regression
Language:Python 881
FixedEffects / FixedEffectModels.jl
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
instrumental-variables iv categorical-variables fixed-effects panel-data clustered-standard-errors regression economics
Language:Julia 221
sergiocorreia / reghdfe
Linear, IV and GMM Regressions With Any Number of Fixed Effects
stata fixed-effects ols regression linear-models
Language:Stata 206
sergiocorreia / ppmlhdfe
Poisson pseudo-likelihood regression with multiple levels of fixed effects
stata poisson-regression fixed-effects separation high-dimensional-data
Language:HTML 59
sgaure / lfe
Source code repository for the R package lfe on CRAN.
r fixed-effects linear-regression
Language:R 53
ed-dehaan / sumhdfe
Summary and diagnostic information for evaluating within-fixed-effect variation.
stata fixed-effects regression-tests reghdfe
Language:Stata 36
jmboehm / GLFixedEffectModels.jl
Fast estimation of generalized linear models with high dimensional categorical variables in Julia
regression-analysis econometrics fixed-effects economics
Language:Julia 32
JuliaDiffinDiffs / InteractionWeightedDIDs.jl
Regression-based multi-period difference-in-differences with heterogenous treatment effects
econometrics economics causal-inference difference-in-differences event-studies empirical-research julia regression fixed-effects
Language:Julia 13
hcchuang / Revamping-Firm-Fixed-Effects-Models-with-Machine-Learning
The repository provides state-of-arts machine-learning approaches to revamping firm fixed effects models in finance studies.
machine-learning fixed-effects stata high-dimensional-data double-machine-learning
Language:Stata 7
stephentino / estimate_akm
Estimate an AKM-style two-way fixed effects model using Canadian matched employer-employee data.
akm fixed-effects fixed-effects-model labor-economics two-way-fixed-effects matched-employer-employee-data r
Language:R 7
JohannesSKunz / brfeglm
Bias reduced fixed effect generalized linear models
stata fixed-effects non-linear-model
Language:Stata 5
Fixed_Effects_Model
IanHo2019 / Fixed_Effects_Model
This repository introduces how to run fixed effects models and do some hypothesis testing in Stata.
econometrics fixed-effects
Language:Stata 2
m-clark / clustered-data
Raw files for a document covering different approaches to dealing with dependent data.
cluster-data fixed-effects gee mixed-models
Language:R 2
anhdanggit / panel-fixedeffect-randomeffect
Using Fixed Effect, Random Effect and Hausman Taylor IV to estimate the impacts on wage
panel-data fixed-effects random-effects hausman-taylor-iv
Language:R 1
eriliawu / magnesium-meta
a meta-analysis on the effect of intravenous magnesium on myocardial infarction
meta-analysis r bayesian-inference frequentist-methods fixed-effects random-effects
Language:R 1
pmagtulis / economic-freedom-regression
Regression analysis of the Economic Freedom Index. A project for Algorithms class at Columbia.
r rstudio fixed-effects jupyter-notebook linear-regression
Language:Jupyter Notebook 1
rafaelschlatter / master-thesis-uzh
Some files and code from my master thesis about profit shifting among Swiss multinational enterprises.
stata r latex fixed-effects ggplot2
Language:TeX 1
Sarthak-Mohapatra / Effect-of-Shall-Carry-Law-on-Violence-Rate-in-United-States
As part of this project, we have used Regression Analysis on top of a panel data on Guns in USA to determine the "Effect of Shall-Carry Law on Violence Rate and Incarceration Rate in United States".
exploratory-data-analysis hypothesis-testing heteroskedasticity endogeneity linear-regression panel-data fixed-effects random-effects-model rstudio visualization exploratory-data-visualizations pooled-model log-linear-model machine-learning-algorithms machine-learning
Language:R 1
ulaseraslan / Econometrics
Sabanci University ECON 301 (Econometrics) Problem Set Solutions & Stata Analysis
data-analysis difference-in-differences fixed-effects instrumental-variable multiple-linear-regression ols-regression stata
Language:Stata 1
youngdataspace / K-Means-Clustering-Fixed-Effects
Form fixed effect groups through K-means clustering
clustering machine-learning k-means-clustering python fixed-effects unsupervised-learning
Language:Jupyter Notebook 1
aellyson / physician-relocation
Can Malpractice Pressure Compel a Physician to Relocate? Ellyson and Robertson (2019)
differences-in-differences medical-malpractice fixed-effects probit limited-dependent-variable physician-relocation premiums physician-decision-making
Language:Stata 0
calosor / ols_regression
OLS regression with possibility of controlling for fixed effects and robust standard errors
clustered-standard-errors econometrics estimation estimation-algorithm fixed-effects heteroskedasticity linear-regression machine-learning ols ols-regression regression regression-models
Language:Python 0
ksolarski / bachelor-thesis
Monte Carlo Simulation comparing the performance of various estimators for panel data with binary dependent variable models
fixed-effects monte-carlo-simulation panel-data random-effects simulation
Language:R 0
mchamochin1 / SDGs-interlinks-with-Climate-Change-Energy-Transition
Connecting the Sustainable Development Goals with climate change and the energy transition
climate-change energy-transition sdg segmentation sustainability transformation clustering decisiontree kmeans knn panel-data pca pipeline randomforest xgboost svr decision-trees ensembles fixed-effects random-effects
Language:Jupyter Notebook 0
monika-kaczan / advanced-econometrics
Project for the 2021/22 Advanced Econometrics class at the Faculty of Economic Sciences, University of Warsaw. In this project we build FE and RE panel data models to assess the relationship between firm performance and CEO gender.
fixed-effects panel-data random-effects stata
Language:Stata 0
nicholaspoggioli / code-fixed-effects-regression
Generate longitudinal data and demonstrate the bias caused by failed fixed effects assumptions.
stata fixed-effects regression endogeneity omitted-variable-bias
Language:Stata 0
RezaDastranj / LME-ASDRs
Age-Gender-Country-Specific Death Rates Modelling and Forecasting: A Linear Mixed-Effects Model
fixed-effects forecasting heteroscedasticity life-expectancy life-insurance lme4 mixed-models model-selection modelling mortality qqplot random-effects random-walk reml mortality-forecasting anova bootstrap lmer lmertest
Language:CSS 0
mauep2025 / Multy-Country-Exchange-Rate-
The main aim of this code is to measure the co-movements along 9 different currencies.
international-economics exchange-rates panel-data fixed-effects random-effects pooled-ols
Language:MATLAB
waldronbios2 / session9
hierarchical-data mixed-effects fixed-effects random-effects
Language:Shell

fixed-effects

bashtage / linearmodels

FixedEffects / FixedEffectModels.jl

sergiocorreia / reghdfe

sergiocorreia / ppmlhdfe

sgaure / lfe

ed-dehaan / sumhdfe

jmboehm / GLFixedEffectModels.jl

JuliaDiffinDiffs / InteractionWeightedDIDs.jl

hcchuang / Revamping-Firm-Fixed-Effects-Models-with-Machine-Learning

stephentino / estimate_akm

JohannesSKunz / brfeglm

IanHo2019 / Fixed_Effects_Model

m-clark / clustered-data

anhdanggit / panel-fixedeffect-randomeffect

eriliawu / magnesium-meta

pmagtulis / economic-freedom-regression

rafaelschlatter / master-thesis-uzh

Sarthak-Mohapatra / Effect-of-Shall-Carry-Law-on-Violence-Rate-in-United-States

ulaseraslan / Econometrics

youngdataspace / K-Means-Clustering-Fixed-Effects

aellyson / physician-relocation

calosor / ols_regression

ksolarski / bachelor-thesis

mchamochin1 / SDGs-interlinks-with-Climate-Change-Energy-Transition

monika-kaczan / advanced-econometrics

nicholaspoggioli / code-fixed-effects-regression

RezaDastranj / LME-ASDRs

mauep2025 / Multy-Country-Exchange-Rate-

waldronbios2 / session9