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ENH: Add a formula API call for absorbing regression #371

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aeturrell opened this issue Nov 23, 2021 · 3 comments
Open

ENH: Add a formula API call for absorbing regression #371

aeturrell opened this issue Nov 23, 2021 · 3 comments

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@aeturrell
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I may have completely missed this (apologies if so), but is there a way to use AbsorbingLS with the formula API?

Thanks for all the hard work—the package is great and I'm using it for notes I've put online here.

@bashtage
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It isn't because I need sparse matrices as much as possible for absorbed effects. It should be possible to make a hybrid interface with a formula for the non-absorbed though.

@bashtage bashtage changed the title Is there a formula API call for absorbing regression? ENH: Add a formula API call for absorbing regression Nov 25, 2021
@bashtage
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It is also possible that Formulaic which is not the formula engine supports sparse arrays, which I haven't checked.

@aeturrell
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It does indeed support sparse matrices, according to the documentation here.

FYI (simply because it's interesting to see how others have done it-not because it's particularly intuitive), the R package fixest uses the syntax

y ~ x | f

where f is a fixed effect that should be absorbed.

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