Data & research · SKILL.md

linearmodels

linearmodels

Panel data, IV/GMM, system regression. PanelOLS (FE/RE), BetweenOLS, Fama-MacBeth, IV2SLS/LIML/GMM, SUR, 3SLS, Driscoll-Kraay SEs. Use for RE/between, system estimation, or GMM. Complements pyfixest (FE + DiD) and statsmodels (GLM + time series).

Independent GitHub snapshot · Automated classification · Original documentation governs

Bbrycewang-stanford / auto-empirical-research-skillsSource-available

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npx skills add brycewang-stanford/auto-empirical-research-skills --skill linearmodels

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linearmodels

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