v1.6.4

FixedEffectModels v1.6.4

Diff since v1.6.3

Merged pull requests:

• Update to Vcov 0.5.0 (#180) (@matthieugomez)

v1.6.3

FixedEffectModels v1.6.3

Diff since v1.6.2

Merged pull requests:

• Add predict for FixedEffectModel (#171) (@nilshg)
• Simplify Project.toml (#176) (@matthieugomez)
• Revert "Add predict for FixedEffectModel" (#177) (@eloualiche)
• Tag new version (#178) (@matthieugomez)

v1.6.2

FixedEffectModels v1.6.2

Diff since v1.6.1

Closed issues:

• Error with single precision gpu model (#170)
• Example fails with method=:gpu (#172)
• Wrong r-squared when run without intercept or fixed effects (#173)

Merged pull requests:

• Update fit.jl (#175) (@matthieugomez)

v1.6.1

FixedEffectModels v1.6.1

Diff since v1.6.0

Closed issues:

• Time to first regression (#167)

Merged pull requests:

• update to DataFrames 1.0 (#168) (@matthieugomez)

v1.6.0

FixedEffectModels v1.6.0

Diff since v1.5.1

Merged pull requests:

• change tolerance to 1e-6 (#166) (@matthieugomez)

v1.5.1

FixedEffectModels v1.5.1

Diff since v1.5.0

Merged pull requests:

• More agressive compilation (#165) (@matthieugomez)

v1.5.0

FixedEffectModels v1.5.0

Diff since v1.4.2

Closed issues:

• Supporting instruments for interactions between FE and endogenous variables (#118)
• Print outcome variable when printing (#148)
• Standard errors for IV with multiple endogenous and exogenous variables (#150)

Merged pull requests:

• Add test for Fstat (#151) (@matthieugomez)
• fixes printing (#152) (@matthieugomez)
• Correct collinearity (#153) (@matthieugomez)
• better error message (#154) (@matthieugomez)
• Improve collinearity detection (#155) (@matthieugomez)
• Version Bump (#156) (@matthieugomez)
• Update tss.jl (#157) (@matthieugomez)
• Update fit.jl (#158) (@matthieugomez)
• Better printing (#159) (@matthieugomez)
• correct predict when endo vars are recategorized to exo (#160) (@matthieugomez)
• simplify crossprod (#161) (@matthieugomez)
• re-add collinearity test (#162) (@matthieugomez)
• doc (#163) (@matthieugomez)
• add original variables in dataframe returned by fe(; keepkeys = true) (#164) (@matthieugomez)

v1.4.2

FixedEffectModels v1.4.2

Diff since v1.4.1

Merged pull requests:

• Handle better collinearity in IV (#147) (@matthieugomez)
• Added try/catch for IV standard errors (#149) (@eloualiche)

v1.4.1

FixedEffectModels v1.4.1

Diff since v1.4.0

Closed issues:

• GPU: ERROR: MethodError: no method matching similar (#135)
• Automate many FE (#144)

Merged pull requests:

• Allow missings in the modelmatrix, necessary to use lead/lag in @formula (#109) (@greimel)
• Complete documentation of reg (#146) (@eloualiche)

v1.4.0

FixedEffectModels v1.4.0

Diff since v1.3.1

Merged pull requests:

• CompatHelper: bump compat for "Reexport" to "1.0" (#139) (@github-actions[bot])
• Improve parse_fixedeffect for general usage (#140) (@junyuan-chen)
• Update fit.jl (#141) (@matthieugomez)
• Update Project.toml (#142) (@matthieugomez)