Fixed Effects Panel - Spatial Lag #41
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Move function `_get_panel_data` to `panel_utils.py` under the new name `convert_panel`.
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Thanks for this @pabloestradac . Could you put together a Jupyter notebook explaining and demonstrating the added functionalities? |
This notebook details the estimation of FE Panel in Spatial Lag models.
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It seems that there is an error with the unit test |
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It seems it's fixed now. Thanks @weikang9009. |
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This pull request adds the estimation of fixed effects panel data of spatial lag models. It uses the class
Panel_FE_Lagto estimate a spatial lag panel model with the direct approach of demeaned variables.It also adds the functions of
check_panel(based on Pedro's_get_panel_datafunction) anddemean_panellocated inpanel_utils.py.