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GitHub / bashtage / linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bashtage%2Flinearmodels
Stars: 888
Forks: 179
Open Issues: 48
License: ncsa
Language: Python
Repo Size: 124 MB
Dependencies:
65
Created: about 7 years ago
Updated: 6 days ago
Last pushed: 27 days ago
Last synced: 5 days ago
Commit Stats
Commits: 672
Authors: 15
Mean commits per author: 44.8
Development Distribution Score: 0.064
More commit stats: https://commits.ecosyste.ms/hosts/GitHub/repositories/bashtage/linearmodels
Topics: asset-pricing, between-estimator, clustered-standard-errors, fama-macbeth, first-difference, fixed-effects, gmm, instrumental-variable, iv, linear-models, ols, panel, panel-data, panel-models, panel-regression, pooled-ols, random-effects, regression, seemingly-unrelated-regression, statistical-model
Files
Dependencies
- ipython *
- jupyter *
- matplotlib *
- mistune <2
- mypy_extensions >=0.4
- nbformat *
- nbsphinx *
- notebook *
- seaborn *
- sphinx *
- sphinx_autodoc_typehints *
- sphinx_material *
- sphinxcontrib.spelling *
- xarray >=0.13
- black ==22.3.0
- ipython *
- isort >=5.10
- jupyter *
- matplotlib *
- mypy >=0.930
- nbconvert *
- nbformat *
- nbsphinx *
- numpydoc *
- pygments >=2.7.4
- pytest >=6.0
- pytest-cov *
- pytest-xdist *
- seaborn *
- sphinx *
- sphinx-material *
- sphinx_autodoc_typehints *
- sphinxcontrib-spelling *
- wheel *
- xarray >=0.13
- black ==22.3.0
- coverage *
- flake8 *
- isort *
- matplotlib *
- pytest >=6.0
- pytest-cov *
- pytest-xdist *
- seaborn *
- wheel *
- xarray >=0.13
- Cython >=0.29.21
- formulaic *
- mypy_extensions >=0.4
- numpy >=1.16
- pandas >=0.24
- property_cached >=1.6.3
- pyhdfe >=0.1
- scipy >=1.2
- setuptools_scm >=6.4.2,<7.0.0
- statsmodels >=0.11
- actions/checkout v3 composite
- github/codeql-action/analyze v2 composite
- github/codeql-action/autobuild v2 composite
- github/codeql-action/init v2 composite
- actions/checkout v3 composite
- actions/setup-python v4 composite
- actions/checkout v2 composite
- actions/setup-python v2 composite
- r-lib/actions/setup-pandoc v1 composite