Multi-way demeaning using only groupby
- Parameters:
- groups: PanelData | ndarray | DataArray | DataFrame | Series
Arrays with the same size containing group identifiers
- weights: PanelData | None =
None Weights to use in the weighted demeaning
- Returns:
Weighted, demeaned data according to groups
- Return type:
linearmodels.panel.data.PanelData
Notes
Iterates until convergence