capybara

Fast and Memory Efficient Fitting of Linear Models with High-Dimensional Fixed Effects

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Fast and user-friendly estimation of generalized linear models with multiple fixed effects and cluster the standard errors. The method to obtain the estimated fixed-effects coefficients is based on Stammann (2018) doi:10.48550/arXiv.1707.01815 and Gaure (2013) doi:10.1016/j.csda.2013.03.024.

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