linearmodels.panel.data.PanelData.general_demean

PanelData.general_demean(groups, weights=None)[source]

Multi-way demeaning using only groupby

Parameters:
groupsPanelData

Arrays with the same size containing group identifiers

weightsPanelData

Weights to use in the weighted demeaning

Returns:
PanelData

Weighted, demeaned data according to groups

Notes

Iterates until convergence

Return type:

PanelData