linearmodels · PyPI
https://pypi.org/project/linearmodels16.12.2021 · from linearmodels import PanelOLS mod = PanelOLS. from_formula ('invest ~ value + capital + EntityEffects', data) res = mod. fit (cov_type = 'clustered', cluster_entity = True) The formula interface for PanelOLS supports the special values EntityEffects and TimeEffects which add entity (fixed) and time effects, respectively.