PanelOLS
PanelOLS is a class from the Python `linearmodels` library that implements the ordinary least‑squares estimator for panel (longitudinal) data. It extends the standard OLS routine to accommodate fixed‑effects, random‑effects, and other advanced specifications specific to panel structures. The model is specified by a design matrix containing both individual or cross‑section identifiers and time identifiers, allowing the statistician to control for unobserved heterogeneity across units and over time.
Key features of PanelOLS include automatic handling of cluster‑robust standard errors, support for multiple groups and
Typical applications of PanelOLS appear in economics, finance, and social sciences where repeated observations on entities—such
Installation is straightforward through pip (`pip install linearmodels`). The library’s documentation provides detailed examples and guides