MapDemeaner

MapDemeaner(fixef_maxiter=10000, fixef_tol=1e-06, backend='rust')

Method of Alternating Projections (MAP) demeaner.

The default backend. Sweeps out the fixed effects by alternately projecting on each of them until convergence. See Choosing a Demeaner Backend for when to use which backend.

Examples

import pyfixest as pf

data = pf.get_data()

fit = pf.feols("Y ~ X1 | f1 + f2", data, demeaner=pf.MapDemeaner(fixef_tol=1e-08))
fit.tidy()

	Estimate	Std. Error	t value	Pr(>|t|)	2.5%	97.5%
Coefficient
X1	-0.919255	0.059997	-15.321564	0.0	-1.037	-0.80151

Methods

Name	Description
MapDemeaner.demean	Demean x by the fixed effects in flist via MAP.
MapDemeaner.with_tol	Override the fixef_tol, used for IWLS acceleration.

MapDemeaner.demean

demean(x, flist, weights=None, cached_preconditioner=None)

Demean x by the fixed effects in flist via MAP.

cached_preconditioner is accepted for interface uniformity with :meth:LsmrDemeaner.demean and ignored: MAP does not use a preconditioner, so the third return value is always None.

MapDemeaner.with_tol

with_tol(tol)

Override the fixef_tol, used for IWLS acceleration.