Skip to content

Commit

Permalink
link YOCO
Browse files Browse the repository at this point in the history
  • Loading branch information
apoorvalal authored Aug 5, 2024
1 parent 119f2af commit 51b3f16
Showing 1 changed file with 3 additions and 2 deletions.
5 changes: 3 additions & 2 deletions readme.md
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
# `duckreg` : very fast out-of-memory regressions with `duckdb`

Package to run stratified out-of-memory regressions with duckdb. The package is a wrapper around the `duckdb` package and provides a simple interface to run regressions on very large datasets that do not fit in memory by reducing the data to a set of summary statistics and runs weighted least squares with frequency weights.
python 0ackage to run stratified/saturated regressions out-of-memory with duckdb. The package is a wrapper around the `duckdb` package and provides a simple interface to run regressions on very large datasets that do not fit in memory by reducing the data to a set of summary statistics and runs weighted least squares with frequency weights. Robust standard errors are computed from sufficient statistics, while clustered standard errors are computed using the cluster bootstrap.

See examples in `notebooks/introduction.ipynb`.

Expand All @@ -27,7 +27,8 @@ references:

methods:
+ [Arkhangelsky and Imbens (2023)](https://arxiv.org/abs/1807.02099)
+ [Wooldridge 2021](https://www.researchgate.net/publication/353938385_Two-Way_Fixed_Effects_the_Two-Way_Mundlak_Regression_and_Difference-in-Differences_Estimators).
+ [Wooldridge 2021](https://www.researchgate.net/publication/353938385_Two-Way_Fixed_Effects_the_Two-Way_Mundlak_Regression_and_Difference-in-Differences_Estimators)
+ [Wong et al 2021](https://arxiv.org/abs/2102.11297)

libraries:
+ [Grant McDermott's duckdb lecture](https://grantmcdermott.com/duckdb-polars/)

0 comments on commit 51b3f16

Please sign in to comment.