panel_fixed_effects | Fixed-effects (within) panel regression with entity, period and up to two effects in all (other_effects adds categorical effects). | |
panel_absorbing_regression | Least squares that absorbs many fixed effects (e.g. firm and year, or worker and employer) plus continuous controls and category-specific slopes, reporting only the coefficients of interest. | |
panel_random_effects | Random-effects (GLS, quasi-demeaned) panel regression: entity effects treated as random and uncorrelated with the regressors. | |
panel_fama_macbeth | Fama-MacBeth regression: one cross-sectional regression per period, coefficients averaged over periods with standard errors from their time-series variation (optionally HAC). | |
panel_regression | Pooled OLS on a panel, the between estimator (OLS on entity means) or first-difference OLS (changes within entities, which removes entity effects). | |
panel_compare | Fits several panel estimators on the same dependent and regressors and lays them side by side: coefficients, standard errors, t statistics and p-values per model, and per-model observations, R² (overall, within, between) and F tests. | |
