Struct FixedEffectsModel 

pub struct FixedEffectsModel;

Entity fixed-effects (within) estimator.

Removes entity-specific heterogeneity by demeaning each variable by the corresponding entity mean, then applies OLS.

Example (illustrative)

use scirs2_stats::panel::fixed_effects::FixedEffectsModel;
use scirs2_core::ndarray::{Array1, Array2};

// 3 entities × 4 periods = 12 observations, 2 regressors
let n = 12;
let x = Array2::<f64>::ones((n, 2));
let y = Array1::<f64>::ones(n);
let entity: Vec<usize> = (0..3).flat_map(|e| std::iter::repeat(e).take(4)).collect();
let time: Vec<usize>   = (0..4).cycle().take(n).collect();

let result = FixedEffectsModel::fit(&x.view(), &y.view(), &entity, &time, false)
    .expect("fit failed");
println!("Coefficients: {:?}", result.coefficients);

Implementations

impl FixedEffectsModel

pub fn fit<F>( x: &ArrayView2<'_, F>, y: &ArrayView1<'_, F>, entity: &[usize], time: &[usize], two_way: bool, ) -> StatsResult<FEResult<F>>

where F: Float + Sum + Debug + Display + NumAssign + One + ScalarOperand + FromPrimitive + Send + Sync + 'static,

Fit a one-way (entity) or two-way (entity + time) fixed-effects model.

Arguments

• x – design matrix (N × K), without intercept or dummies
• y – response vector (N)
• entity – entity IDs, 0-indexed, length N
• time – time period IDs, 0-indexed, length N
• two_way – if true, also absorb time fixed effects