Interaction #76

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1. matthieugomez commented on Feb 3, 2026

   

   matthieugomez

   on Feb 3, 2026

   MemberAuthor

   More actions

   Something like

   function demean_interaction!(feM::FixedEffectSolverCPU{T}) where T
   	m = feM.m
   	fes = m.fes
   	weights = feM.weights
   	outs = Any[]
   	for (i, fe) in enumerate(fes)
   		# if fe is interacted fixed effects
   		if !isa(fe.interaction, UnitWeights)
   			# find if there is the non interacted version somewhere
   			for fe2 in fes
   				if isa(fe2.interaction, UnitWeights) && (fe.n == fe2.n) && (fe.refs == fe2.refs)
   					# if so, we can demean interaction. Will speed up process.
   					interaction_demeaned = deepcopy(fe.interaction)
   					out = zeros(T, fe.n)
   					gather!(out, fe.refs, 1, interaction_demeaned, weights)
   					out2 = zeros(T, fe.n)
   					gather!(out2, fe.refs, 1, weights, uweights(length(weights)))
   					out .= out ./ out2
   					scatter!(interaction_demeaned, -1, out, fe.refs, uweights(length(weights)))
   					fes[i] = FixedEffect{typeof(fe.refs), typeof(fe.interaction)}(fe.refs, interaction_demeaned, fe.n)
   					scale!(m.scales[i], fe.refs, fe.interaction, weights)
   					cache!(m.caches[i], fe.refs, fe.interaction, weights, m.scales[i])
   					push!(outs, [i, out])
   					break
   				end
   			end
   		end
   	end
   	return outs
   end
   
   function remean_interaction!(feM::FixedEffectSolverCPU{T}, outs) where {T}
   	m = feM.m
   	fes = m.fes
   	weights = feM.weights
   	for (i, out) in outs
   		fe = fes[i]
   		interaction_demeaned = deepcopy(fe.interaction)
   		scatter!(interaction_demeaned, 1, out, fe.refs, uweights(length(weights)))
   		fes[i] = FixedEffect{typeof(fe.refs), typeof(fe.interaction)}(fe.refs, interaction_demeaned, fe.n)
   		scale!(m.scales[i], fe.refs, interaction_demeaned, weights)
   		cache!(m.caches[i], fe.refs, interaction_demeaned, weights, m.scales[i])
   	end
   end