pub struct FirstDiffEstimator;Expand description
First-difference (FD) estimator for balanced panels.
For each entity, computes Δy_{it} = y_{it} - y_{i,t-1} and similarly for X, then applies OLS. The FD estimator eliminates all time-invariant unobservables.
Implementations§
Source§impl FirstDiffEstimator
impl FirstDiffEstimator
Sourcepub fn fit<F>(
x: &ArrayView2<'_, F>,
y: &ArrayView1<'_, F>,
entity: &[usize],
time: &[usize],
) -> StatsResult<FEResult<F>>where
F: Float + Sum + Debug + Display + NumAssign + One + ScalarOperand + FromPrimitive + Send + Sync + 'static,
pub fn fit<F>(
x: &ArrayView2<'_, F>,
y: &ArrayView1<'_, F>,
entity: &[usize],
time: &[usize],
) -> StatsResult<FEResult<F>>where
F: Float + Sum + Debug + Display + NumAssign + One + ScalarOperand + FromPrimitive + Send + Sync + 'static,
Fit the first-difference estimator.
§Arguments
x– (N × K) design matrix, rows ordered by entity then timey– response (N)entity– entity IDs (length N)time– time period IDs (length N, must be monotone within entity)
Auto Trait Implementations§
impl Freeze for FirstDiffEstimator
impl RefUnwindSafe for FirstDiffEstimator
impl Send for FirstDiffEstimator
impl Sync for FirstDiffEstimator
impl Unpin for FirstDiffEstimator
impl UnsafeUnpin for FirstDiffEstimator
impl UnwindSafe for FirstDiffEstimator
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