groupedpaneldatamodels.utils

Utility functions for grouped panel data models.

groupedpaneldatamodels.utils.superfast_lstsq(A, b, tol=1e-05, disable_superfast=True)[source]

An internal function to compute least-squares solutions using a faster QR factorization, falls back on regular lstsq if QR factorization .

Parameters:

  • A (ArrayLike) – Left-hand side matrix (design matrix).

  • b (ArrayLike) – Right-hand side vector or matrix (observations).

  • tol (float, optional) – Acceptable tolerance for QR-factorization. Defaults to 1e-5.

  • disable_superfast (bool, optional) – Disables QR-factorization. Defaults to True.

Returns:

Least-squares solution to the equation Ax = b.

Return type:

ArrayLike

Modules

lstsq