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Introducing Capybara: Fast and Memory Efficient Fitting of Linear Models With High-Dimensional Fixed Effects
Jan. 19, 2024, 5 a.m. | pacha.dev/blog
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Capybara is a fast and small footprint software that provides efficient functions for demeaning variables before conducting a GLM estimation via Iteratively Weighted Least Squares (IWLS). This technique is particularly useful when estimati...
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