Function reference

Everything here is importable from hdfe_stream, except the simulators, which are in hdfe_stream.simulate.

Estimation
feols_stream	OLS, weighted least squares and 2SLS with high-dimensional fixed effects, from a formula
fepois_stream	Poisson regression, from a formula
feglm_stream	logit and probit, from a formula
Results
HDFEResult	one model: coefficients, standard errors, fixed effects, residuals, the sample
HDFEMulti	a formula that expands to several models
HDFEResult.predict, .confint, .wald_test, .wildboottest	predictions on new data, confidence intervals (pointwise or simultaneous), Wald tests, the wild cluster bootstrap
Leave-out variance components
leave_out_kss	the Kline–Saggio–Sølvsten decomposition, end to end
LeaveOutComponents, ComponentSE, WeakIdDiagnostics	its result, standard errors and weak-identification diagnostic
Connected sets
connected_components	the connected components of two fixed effects, min_degree pruning and the leave-one-out connected set
ConnectedComponents	its result
Low-level interface
StreamingHDFE	the estimator, with column names or Polars expressions instead of a formula
StreamingGLM	the same for Poisson, logit and probit
Utilities
etable	regression tables, through pyfixest
bonferroni, holm, rwolf, wyoung	multiple-testing corrections across models; the last two from the wild cluster bootstrap
cleanup	remove run directories left by killed jobs
simulate_akm, simulate_rich, simulate_trends, simulate_bottleneck	simulated panels with known effects