{"action":"created","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2568","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2568/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2568/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2568/events","html_url":"https://github.com/statsmodels/statsmodels/issues/2568","id":98553789,"number":2568,"title":"Absorbing fixed effects","user":{"login":"itzybitzy","id":12434323,"avatar_url":"https://avatars.githubusercontent.com/u/12434323?v=3","gravatar_id":"","url":"https://api.github.com/users/itzybitzy","html_url":"https://github.com/itzybitzy","followers_url":"https://api.github.com/users/itzybitzy/followers","following_url":"https://api.github.com/users/itzybitzy/following{/other_user}","gists_url":"https://api.github.com/users/itzybitzy/gists{/gist_id}","starred_url":"https://api.github.com/users/itzybitzy/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/itzybitzy/subscriptions","organizations_url":"https://api.github.com/users/itzybitzy/orgs","repos_url":"https://api.github.com/users/itzybitzy/repos","events_url":"https://api.github.com/users/itzybitzy/events{/privacy}","received_events_url":"https://api.github.com/users/itzybitzy/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-panel","name":"comp-panel","color":"DDDDDD"},{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-regression","name":"comp-regression","color":"ededed"},{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-enh","name":"type-enh","color":"99ffff"}],"state":"open","locked":false,"assignee":null,"milestone":{"url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/9","html_url":"https://github.com/statsmodels/statsmodels/milestones/0.8","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/9/labels","id":930392,"number":9,"title":"0.8","description":"","creator":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"open_issues":198,"closed_issues":6,"state":"open","created_at":"2015-01-11T13:17:39Z","updated_at":"2015-08-02T04:47:34Z","due_on":null,"closed_at":null},"comments":4,"created_at":"2015-08-01T18:12:58Z","updated_at":"2015-08-02T06:32:15Z","closed_at":null,"body":"The absorption technique for estimating models with fixed effects that is available in Stata and SAS is not currently part of statsmodels. It is quite useful when one wants to include many fixed effects but is not interested in their individual estimates.\r\n\r\nThe Stata documentation on this technique (\"areg\") is [here](http://www.stata.com/manuals13/rareg.pdf). Discussion of the SAS implementation is [here](http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_glm_sect032.htm).\r\n\r\nSee also @josef-pkt's discussion [here](https://groups.google.com/d/msg/pystatsmodels/KDgh7_O7vkw/n04NOWO9IwAJ). "},"comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments/126994877","html_url":"https://github.com/statsmodels/statsmodels/issues/2568#issuecomment-126994877","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2568","id":126994877,"user":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"created_at":"2015-08-02T06:32:15Z","updated_at":"2015-08-02T06:32:15Z","body":"Panel PR #1133  has a full results instance for the FE/Within estimator.\r\nIt uses the same demeaning as `areg`.\r\n\r\nStata's areg mentions the differences between `areg` and `xtreg, fe` but I don't see the difference yet. It might be mainly the defaults for cov_params."}}