FEEstimator class

class pytwoway.fe.FEEstimator(adata, params=None)

Bases: object

Uses multigrid and partialing out to solve two way fixed effect models. This includes AKM, the Andrews et al. homoskedastic correction, and the Kline et al. heteroskedastic correction.

Parameters

  • adata (BipartiteDataFrame) – long or collapsed long format labor data

  • params (ParamsDict or None) – dictionary of parameters for FE estimation. Run tw.fe_params().describe_all() for descriptions of all valid parameters. None is equivalent to tw.fe_params().

fit(rng=None)

Estimate FE model.

Parameters

rng (np.random.Generator or None) – NumPy random number generator; None is equivalent to np.random.default_rng(None)