domains / families / research / pyfixest

pyfixest

separate

Fast high-dimensional fixed effects: OLS, Poisson, IV with multi-way FE; DiD (TWFE, did2s, Sun-Abraham); clustered SEs; etable/coefplot/iplot. Use for FE regressions or DiD. For panel RE/between use linearmodels; for GLM without FE use statsmodels.

When to use

• OLS with fixed effects
• Poisson count models with FE
• IV / 2SLS estimation
• Difference-in-differences designs
• Clustered standard errors
• Wild bootstrap
• Publication-ready regression tables
• Event study plots

When not to use

• Panel random effects
• Panel between effects
• GLM without fixed effects
• Time series without fixed effects
• Complex survey design inference

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