Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax

Linear, IV and GMM Regressions With Any Number of Fixed Effects

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

Poisson pseudo-likelihood regression with multiple levels of fixed effects

Source code repository for the R package lfe on CRAN.

Summary and diagnostic information for evaluating within-fixed-effect variation.

Fast estimation of generalized linear models with high dimensional categorical variables in Julia

Estimate an AKM-style two-way fixed effects model using Canadian matched employer-employee data.

Regression-based multi-period difference-in-differences with heterogenous treatment effects

Linear regression with multiple high-dimensional fixed effects, in Stata, Python and R on one C++ core (reghdfe-comparable; optional CUDA)

Bias reduced fixed effect generalized linear models

Econometrics II workshop (2025).

The repository provides state-of-arts machine-learning approaches to revamping firm fixed effects models in finance studies.

📊 EconKit — 一站式计量经济学实证分析工具 | All-in-one Econometrics Toolkit for Chinese Economics Students. DID/PSM/RDD/IV/FE/GMM, parallel trends, placebo tests, PDF report. No code needed.

This repository introduces how to run fixed effects models and do some hypothesis testing in Stata.

Sabanci University ECON 301 (Econometrics) Problem Set Solutions & Stata Analysis

Raw files for a document covering different approaches to dealing with dependent data.

Form fixed effect groups through K-means clustering

A Python package for fitting linear and generalized linear mixed-effects models.