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Save *both* estimated effects #392
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Hello Kevin and thanks for your reply. I am not sure it is that easy. If I got it correctly, your solution would imply that estimating a regression of a dependent variable on individual effects and then taking the residual as time effect is the same as a regression of the dependent variable on both time and individual effects, which is not the case. Do you think we will see an option for a separate estimate of the effects soon? It would be handy for many applications, and there is no way to do it in Python to the best of my knowledge. |
Hello, as stated in his reply, Bashtage's method works for balanced panels, but not for unbalanced panels. Like the OP, I needed to extract both individual and time FEs in an unbalanced panel, here’s my quick and dirty solution, hope it helps others who stumble across this.
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Hey there,
I run the textbook example of
PanelOLS
with both "entity" and "time" FEs. I am trying to save the two estimated effects usinglinearmodels.panel.results.PanelEffectsResults.estimated_effects
, but I obtain only one column in the output DataFrame, which does not even seem to resemble either of the two FEs (I am double checking everything with Stata'sreghdfe
).gives me the following output
How can I save both the estimated effects?
Am I missing something, or is this a bug?
Thank you for your help!
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