spb/metrika Public
Stata-class statistics, GPU-accelerated by Apple Silicon. Native Swift — no Electron, no Python runtime, no compromises.
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feat(stats): xtreg fixed effects and ivregress 2sls
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- parser: (endog = instruments) varlist groups -> ZQIVSpec; digit-led sub-commands (2sls) reassembled from number+identifier tokens via column adjacency - ZQFixedEffects: within estimator with Stata conventions (add-back means, reported _cons, df = N-K-G), within R-squared, panel-clustered VCE with G/(G-1) and t on G-1 df; v0.2 restriction: cluster variable must equal the panel variable - ZQIV: 2SLS via thin-Q projection of the instrument matrix (Z'Z never formed), residuals from original regressors, Stata 'small' inference, classical/HC1/cluster VCE built on projected regressors - engine: xtreg (requires xtset + fe), ivregress 2sls with dedicated listwise deletion across depvar/exog/endog/instruments; shared coefficient-table renderer extracted - fixtures: z1/z2 instrument columns (drawn after existing draws, earlier golden values bit-identical), manual within/2SLS algebra in R - 75 tests green (swift test and xcodebuild with GPU suites) Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>