capybara

MaRDI QIDQ7375883CRANFDO

Authors Mauricio Vargas

Last update 29 June 2026

Copyright license Apache License

Software version identifier PACKAGES.rds, 0.9.0, 0.9.1, 0.9.3, 1.0.0, 1.0.1, 1.8.0, 2.0.0, 2.1.0

Description

Fast and user-friendly estimation of generalized linear models with multiple fixed effects and cluster the standard errors. The method to obtain the estimated fixed-effects coefficients is based on Stammann (2018) <doi:10.48550/arXiv.1707.01815>, Gaure (2013) <doi:10.1016/j.csda.2013.03.024>, Berge (2018) <https://ideas.repec.org/p/luc/wpaper/18-13.html>, and Correia et al. (2020) <doi:10.1177/1536867X20909691>. This implementation is described in Vargas Sepulveda (2025) <doi:10.1371/journal.pone.0331178>.

Cites work

• Capybara: Efficient estimation of generalized linear models with high-dimensional fixed effects
• Fast Poisson estimation with high-dimensional fixed effects
• OLS with multiple high dimensional category variables

Cited in

(1)

• tradepolicy

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