PyHDFE is a Python 3 implementation of algorithms for absorbing high dimensional
fixed effects. This package was created by Jeff Gortmaker in collaboration with
Anya Tarascina.

What PyHDFE won't do is provide a convenient interface for running regressions.
Instead, the package is meant to be incorporated into statistical projects that
would benefit from performant fixed effect absorption. Another goal is
facilitating fair comparison of algorithms that have been previously implemented
in various languages with different convergence criteria.

Development of the package has been guided by code made publicly available by
many researchers and practitioners. For a full list of papers and software cited
in this documentation, refer to the references section of the documentation.