pyfixest - v0.30.2a Release to re-trigger PyPi upload

Dummy release to trigger PyPi upload.

- Python
Published by s3alfisc 8 months ago

pyfixest - v0.30.2 - Fix Type Error on Windows

Windows user may experience a type error when using the Rust backend with 0.30.1. Here we try to address this error.

- Python
Published by s3alfisc 8 months ago

pyfixest - Hotfix Release for JAX import error

The previous release lead to a JAX import error. This release fixes the error.

- Python
Published by s3alfisc 8 months ago

pyfixest - v0.30.1

- Python
Published by github-actions[bot] 8 months ago

What's Changed

New Features

We have created a Rust backend for all performance critical algorithms, with pretty great performance improvements! You can use the Rust backend by setting demeaner_options = "rust".

We find pretty great performance improvements and want to make the Rust backend the default in PyFixest 0.31.0.

We now support quantile regression, including a Frisch-Newton Interior Point Solver with and without preprocessing, iid, heteroskedastic and cluster robust standard errors, fast algorithms for the entire quantile regression process, and some visualisations. In particular the algorithms for the quantile regression process show excellent performance. You can learn more about all features and take a look at more systematic benchmarks in the quantreg vignette.

```python Nqr = 10000 rng = np.random.default_rng(929)

dfqr = pd.DataFrame({ "X1": rng.normal(0, 1, Nqr), "X2": rng.normal(0, 1, Nqr) }) dfqr["Y"] = -0.5 + -2 * dfqr["X1"] + 1.9 * dfqr["X1"] ** 3 + dfqr["X2"] - 0.4 * dfqr["X2"] **4 + rng.normal(0, 1, N_qr)

tic = time.time() fitqr = pf.quantreg( fml = "Y ~ X1 + X2", data = dfqr, quantile = [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9], method = "pfn", multimethod = "cfm2" ) toc = time.time() print(f"Fit the entire quantile regression process with {Nqr} obs and k = 3 in {np.round(toc-tic)} seconds.")

pf.qplot(fit_qr, figsize = [7,3]) ```

We have switched the default solver to scipy.linalg.solve(): link
You can now set the maximum number of iterations for the demeaning algo via a fixef_maxiter argument: link

Bug Fixes

We fixed a bug in internal renaming of categoricals: link
We fixed a bug in etable arguments link
We stopped casting dependent variable to integer to void Information Loss in Poisson Regression: link

Documentation

We have added a guide on how to replicate Stata results with pyfixest: link
We improved the documentation on how to relabel variable names in the plotting and etable functions: link

Infrastructure

We have reorganized our tests and rely more on conda environments for making R package test dependencies available: link

Community

We have added a Code of Conduct.
We have opened our discord community. Please join us there to discuss pyfixest and other py-econometrics projects! Link here.

Full Changelog

[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/876
add gd link to readme by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/881
Update README.md by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/882
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/883
Code of Conduct by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/879
renaming categories without T. notation by @FuZhiyu in https://github.com/py-econometrics/pyfixest/pull/886
docs: add FuZhiyu as a contributor for bug, and code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/888
Bug fix in etable arguments by @dsliwka in https://github.com/py-econometrics/pyfixest/pull/889
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/893
update in labels: adding comment on the role of _coefname by @mortizm1988 in https://github.com/py-econometrics/pyfixest/pull/895
docs: add mortizm1988 as a contributor for doc by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/896
#890 - Show how to replicate Stata results by @jestover in https://github.com/py-econometrics/pyfixest/pull/897
docs: add jestover as a contributor for doc by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/898
small updates to docs by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/899
Prevent Casting Dependent Variable to Integer to Avoid Information Loss in Poisson Regression by @JaapCTJ in https://github.com/py-econometrics/pyfixest/pull/900
docs: add JaapCTJ as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/903
Switch default solver to scipy.linalg.solve() [#846 issue] by @AronNemeth in https://github.com/py-econometrics/pyfixest/pull/904
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/902
Reorganize Tests against R by @shapiromh in https://github.com/py-econometrics/pyfixest/pull/906
docs: add shapiromh as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/907
add an example for etable by @mortizm1988 in https://github.com/py-econometrics/pyfixest/pull/909
Rust by @schroedk in https://github.com/py-econometrics/pyfixest/pull/905
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/918
Implement Rust Backend by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/878
docs: add schroedk as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/926
discord to readme by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/931
small update to readme by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/932
thanks to the aaii team! by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/934
chore(license): add MIT SPDX headers and permission record for fixest-derived code by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/935
fix logo by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/936
Quantile Regression by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/908
qreg in readme by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/939
remove i_ref1 by @WiktorTheScriptor in https://github.com/py-econometrics/pyfixest/pull/938
docs: add WiktorTheScriptor as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/940
Issue933 - added the ability to customize the maximum iterations for the demeaning algorithm by @damandhaliwal in https://github.com/py-econometrics/pyfixest/pull/944
docs: add damandhaliwal as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/946
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/925
add citation to readme by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/947
Implements "preprocessing frisch newton" algorithm by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/941
prepare changelog for v0.30 release by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/949
PyFixest version 0.30.0 by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/950
Move to pyo3 0.24.1 by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/951

New Contributors

@FuZhiyu made their first contribution in https://github.com/py-econometrics/pyfixest/pull/886
@mortizm1988 made their first contribution in https://github.com/py-econometrics/pyfixest/pull/895
@jestover made their first contribution in https://github.com/py-econometrics/pyfixest/pull/897
@JaapCTJ made their first contribution in https://github.com/py-econometrics/pyfixest/pull/900
@shapiromh made their first contribution in https://github.com/py-econometrics/pyfixest/pull/906
@schroedk made their first contribution in https://github.com/py-econometrics/pyfixest/pull/905
@WiktorTheScriptor made their first contribution in https://github.com/py-econometrics/pyfixest/pull/938
@damandhaliwal made their first contribution in https://github.com/py-econometrics/pyfixest/pull/944

Full Changelog: https://github.com/py-econometrics/pyfixest/compare/v0.29.0...v0.30.0

- Python
Published by s3alfisc 8 months ago

pyfixest - v0.29.0

PyFixest 0.29

Highlights

The most important news is that we have overhauled PyFixest's small sample corrections, which now 100% match r-fixest! By default, r-fixest and py-fixest standard errors should now match all of the time. If they don't, please reach out to us, chances are that you've found a bug =) Because it took me a significant amount of time to figure out how fixest handles small sample corrections, we have added a note in which I summarize my understanding here: link.
We have added support for fully saturated difference-in-differences modeling (the Sun-Abraham approach to event studies), including functions for aggregating treatment effects to the cohort level. You can find examples in the DiD-vignette: link
This in turn allows us to support @apoorvalal's event-study specification test, which may help you decide if you can get away with a simple two-way fixed effects specification for your event study. If you haven't yet seen Apoorva's paper, you can find it on arxiv.
After I've failed to run a Gelbach decomposition for a work problem on industry scale data, we've overhauled its internals - the entire decomposition is now computed on sparse matrices, with drastic performance improvements.

All Changes

Jax benchmarks by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/784
Add a jax module by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/792
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/793
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/800
update readme by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/801
Update feiv_.py by @escherpf in https://github.com/py-econometrics/pyfixest/pull/802
docs: add escherpf as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/803
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/804
Add feature to automatically rename categorical variables in etable by @dsliwka in https://github.com/py-econometrics/pyfixest/pull/798
update cat_template docs by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/809
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/810
Docstring improvements for etable; improve display of qmd docs & small extension for rename_categoricals by @dsliwka in https://github.com/py-econometrics/pyfixest/pull/811
Add a rename_models arg to plotting methods by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/813
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/816
Modified code to make lets-plot an optional dependency. by @elchorro in https://github.com/py-econometrics/pyfixest/pull/818
docs: add elchorro as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/819
Feols: Implement R2 for WLS by @AronNemeth in https://github.com/py-econometrics/pyfixest/pull/815
docs: add AronNemeth as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/820
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/824
Prediction error for non-fe model by @greenguy33 in https://github.com/py-econometrics/pyfixest/pull/573
Model summary if intercept-only by @leostimpfle in https://github.com/py-econometrics/pyfixest/pull/707
disable numba jit for code run on jit for full coverage by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/827
run extended tests on merge to master by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/831
Speed up ci by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/832
Multcomp tests by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/833
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/834
Fix decomposition bug by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/836
Fix formula parsing bug by @DTchebotarev in https://github.com/py-econometrics/pyfixest/pull/839
docs: add DTchebotarev as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/841
Decompose performance by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/837
Gelbach optimization by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/843
Add R2 within to etable #821 by @AronNemeth in https://github.com/py-econometrics/pyfixest/pull/842
Dense mm for wild boottest by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/845
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/847
Add context capture to prediction with new data by @adamvig96 in https://github.com/py-econometrics/pyfixest/pull/848
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/849
Add options fixef_k = "full" and fixef_k = "nested" by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/850
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/874
saturated event study + joint tests for cohort-level heterogeneity by @apoorvalal in https://github.com/py-econometrics/pyfixest/pull/762
documentation update by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/877

New Contributors

@escherpf made their first contribution in https://github.com/py-econometrics/pyfixest/pull/802
@elchorro made their first contribution in https://github.com/py-econometrics/pyfixest/pull/818
@AronNemeth made their first contribution in https://github.com/py-econometrics/pyfixest/pull/815
@DTchebotarev made their first contribution in https://github.com/py-econometrics/pyfixest/pull/839

Full Changelog: https://github.com/py-econometrics/pyfixest/compare/v0.27.1...v0.29.0

- Python
Published by s3alfisc 11 months ago

pyfixest - v0.28.0

Changes

New features and bug fixes

Adds a function argument context, that allows to pass information / context to the formulaic.Formulaic.get_model_matrix() call that creates the model matrix.
Fix a bug that caused reindexing of LPDID._coeftable when calling LPDID.iplot(). As a result, a second call of LPDID.iplot() would fail.
Bumps the required formulaic version to 1.1.0 and fixes errors that arose when a) the ref argument was used for i() syntax, which led to a silent failure under formulaic >= 1.1.0, and fixef() / predict() with fixed effects, which led to a loud error.

New experimental Features

Note: both features should be fully released in the upcoming pyfixest release.

Adds a pf.feglm() function that supports GLMs with normal and binomial families (gaussian, logit, probit) without fixed effects. Fixed effects support is work in progress.
Adds an options to run the demean function via JAX. This might speed up the model fit if GPU is available.

All Changes

Release PyFixest 0.28 @s3alfisc (#787)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#789)
Fix errors arising under formulaic>=1.1.0 @s3alfisc (#786)
add jax demeaning integration tests @s3alfisc (#783)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#781)
Glm docs @s3alfisc (#779)
update glm docs @s3alfisc (#778)
Add GLM Support @s3alfisc (#763)
docs: add adamvig96 as a contributor for code @allcontributors (#776)
Add context capture to formula materialisation @adamvig96 (#770)
Add more tests @juanitorduz (#775)
Allow JAX demeaning upstream @juanitorduz (#773)
Add JAX OLS Solver @juanitorduz (#772)
JAX demean implementation via Claude 3.5 @juanitorduz (#767)
docs: add ivanhigueram as a contributor for code @allcontributors (#764)
Add warning when predict has a type mismatch @s3alfisc (#771)
Fix multiple mypy errors @s3alfisc (#768)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#760)
Fix iplot error lpdid @s3alfisc (#754)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#751)
docs: add escherpf as a contributor for bug @allcontributors (#749)
Rename Regression Plot in Case of Duplicate Names @s3alfisc (#748)
tweak docs @s3alfisc (#747)

- Python
Published by github-actions[bot] about 1 year ago

pyfixest - v0.27.0

PyFixest 0.27.0

Highlights

New Features

Adds support for Gelbach's (JoLe 2016) Regression Decomposition method by introducing a decompose() method for Feols.
Adds support for the multiple hypothesis correction by Westfall & Young via the pf.wyoung() function.
Input data frames to pf.feols() and pf.fepois() are now converted to pandas via narwhals. As a result, users can now provide duckdb or ibis tables as inputs, as well as pandas and polars data frames. polars and pyarrow are dropped as a dependencies.

Documentation

Adds a vignette on multiple testing corrections: link
Adds a vignette on Gelbach's regression decomposition: link

Bug Fixes

Fixes a bug in the wildboottest method, which incorrectly used to run a regression on the demeaned dependend variable in case it was applied after a fixed effects regression. My apologies for that!
Fixes a bug in the ritest method, which would use randomization inference coefficients instead of t-statistics whenever the "randomization-t" option would be selected, leading to incorrect results. This had consequences for the rwolf() function, which, in case of running ri-inference, would default to run the "randomization-t". My apolgies!

Full Changelog

Release v0.27.0 @s3alfisc (#743)
Tweak to decomposition notebook: add aggregation example @s3alfisc (#746)
Update Decomposition Notebook @s3alfisc (#744)
Improve Panelview Function @rafimikail (#736)
Gelbach notebook @s3alfisc (#742)
Multcomp Notebook @s3alfisc (#740)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#739)
Adding westfall-young p-value adjustment for multiple tests @marcandre259 (#725)
fix bug in ritest with randomization-t @s3alfisc (#730)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#729)
Gelbach Decomposition @s3alfisc (#669)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#727)
Update Examples in Docs @s3alfisc (#724)
polars -> narwhals @s3alfisc (#714)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#722)
docs: add RoyalTS as a contributor for doc @allcontributors (#723)
fix docstring typos @RoyalTS (#721)
Multiple Functions require lists of Feols/Feiv/Fepois object; reject FixestMulti #693 @IshwaraHegde97 (#715)
docs: add IshwaraHegde97 as a contributor for code @allcontributors (#719)
_narwhals_to_pandas @vincentarelbundock (#700)
docs: add MarcoGorelli as a contributor for review @allcontributors (#712)
docs: add vincentarelbundock as a contributor for code @allcontributors (#711)
Adjust CI: do not run extended tests for push to main @s3alfisc (#710)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#708)
Drop test runtime dependency on did2s and IVDiag @s3alfisc (#705)
remove duplicate error classes @leostimpfle (#706)
Add RUFF rules @juanitorduz (#697)
Add bugbear to pre-commit and some code improvements @juanitorduz (#694)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#696)
Add the option to use analytical weights in 2-step diff-in-diff estimator @marcandre259 (#692)
Adding literals to feols and fepois api's @marcandre259 (#680)
Run all ci tests from ci-wfl @s3alfisc (#689)

- Python
Published by github-actions[bot] about 1 year ago

pyfixest - v0.26.2

No changes relative to 0.25.4, I (Alex) simply messed up the PyPi release.

- Python
Published by s3alfisc over 1 year ago

pyfixest - v0.25.4

Highlights

Bugfix in fixef() method for WLS @s3alfisc (#682) that would lead to incorrect predictions with WLS when the newdata argument was employed. Thanks to @marcandre259 for the 🐛 report!
feols() and fepois() obtain "split" and "fsplit" arguments, just as you might know them from fixest::feols().
@leostimpfle has added the "iterated rectifier" check for detecting separation in Poisson models.
We have added timing benchmarks against linearmodels (@marcandre259 ).

Changes

Release V0254 @s3alfisc (#686)
More predict tests @s3alfisc (#683)
Bugfix in fixef() method for WLS @s3alfisc (#682)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#681)
docs: add marcandre259 as a contributor for bug @allcontributors (#679)
Discourse @s3alfisc (#677)
docs: add kylebutts as a contributor for data @allcontributors (#673)
Predict @leostimpfle (#670)
Reopen iterative rectifier PR @leostimpfle (#660)
Bug fix to display default table note in etable @dsliwka (#665)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#664)
docs: add marcandre259 as a contributor for code @allcontributors (#662)
Add and adjust benchmark notebook with linearmodels (absorbingls) + adding solver argument and integration tests to fepois and feols @marcandre259 (#661)
Revert "Iterative rectifier" @s3alfisc (#659)
Iterative rectifier @leostimpfle (#534)
Fix bug that lead use of the "split" and "fsplit" arguments to not produce FixestMulti objects @s3alfisc (#658)
Add split and fsplit arguments to feols and fepois @s3alfisc (#656)
Adjusting Figsize of Outcome Plot @rafimikail (#654)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#653)
mypy confit to pyproject @juanitorduz (#652)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#651)
0.25.0 Release @s3alfisc (#649)

- Python
Published by github-actions[bot] over 1 year ago

pyfixest - v0.25.2

Highlights

Environments are now managed via pixi. This should greatly facilitate new contributions!
We have added a pf.dtable() function for producing summary statistics.
We now provide outcome plots via the panelview() function.
All difference-in-differences estimators can now be loaded via pf.lpdid(), pf.did2s(), etc
We implement in-memory regression compression a la duckreg, via polars.

What's Changed

Solve pre commit hook error by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/600
add publish to pypi wfl by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/602
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/604
Try to split and paralelize tests by @juanitorduz in https://github.com/py-econometrics/pyfixest/pull/607
Bump cryptography from 43.0.0 to 43.0.1 by @dependabot in https://github.com/py-econometrics/pyfixest/pull/612
test run example notebooks by @juanitorduz in https://github.com/py-econometrics/pyfixest/pull/613
Run more tests by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/603
Skip redundant tests to decrease CI runtime by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/615
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/617
Large Refactor to Clean Up FixestMulti class by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/601
only coverage for pyfixest folder by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/620
delete coverage files by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/622
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/624
Improve CI Run-Time: Test Smarter by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/625
install r and deps in test workflow by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/627
Add Support for (in-memory) Regression compression a la duckreg by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/619
Codecov by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/628
Update codecov.yml by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/629
update codecov yaml by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/630
Set flags for tests in different CI steps by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/632
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/631
Add dtables and make_tables functions. Small corrections in etable. Update of ipynb notebooks. by @dsliwka in https://github.com/py-econometrics/pyfixest/pull/614
Codecov by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/633
Update Regression Table Notebook by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/634
run codecov only for regulr wfl by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/636
Compact tables in dtable & bug fix for FE display in etable by @dsliwka in https://github.com/py-econometrics/pyfixest/pull/637
Move from poetry and just to pixi by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/595
update contributing.md by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/638
Minor docs restructuring by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/639
Update Documentation by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/640
update all notebooks by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/641
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/642
Implementing outcome plot for panelview function by @rafimikail in https://github.com/py-econometrics/pyfixest/pull/581
Update docs by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/646
Adjusting the figsize of panelview by @rafimikail in https://github.com/py-econometrics/pyfixest/pull/650

Full Changelog: https://github.com/py-econometrics/pyfixest/compare/v0.24.2...v0.25.2

- Python
Published by s3alfisc over 1 year ago

pyfixest - v0.24.2

Changes

Fix Bug in Resid / Predict when Model is Emtpy @s3alfisc (#597)
docs: add daltonm-bls as a contributor for bug @allcontributors (#598)

- Python
Published by github-actions[bot] over 1 year ago

pyfixest - v0.24.1

Changes

fix bug in etable # @s3alfisc (#594)
Option to use Great Tables package for table output @dsliwka (#591)
[pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#592)
overhaul mpl backend; fix coordinate flip argument @apoorvalal (#586)
overhaul DID doc @apoorvalal (#589)
Simultaneous CI option for iplot, coefplot @s3alfisc (#587)
fix link formatting @s3alfisc (#585)

- Python
Published by github-actions[bot] over 1 year ago

pyfixest - v0.24.0

Changes

Layout improvements and new function arguments for etable, in particular for LaTex output: check out the etable notebook for examples and details @dsliwka (#583)
Small extension to etable that allows to relabel variables @dsliwka (#577)
Add labels argument to coefplot() and iplot() @s3alfisc (#580)
jit compile multicollinearity detection #466 @s3alfisc (#579)

- Python
Published by github-actions[bot] over 1 year ago

pyfixest - PyFixest 0.23.0

Hightlights

PyFixest now includes Wald and F-Tests through the wald_test() method.
The new Wald Test feature enables us to provide basic IV diagnostics on the first stage, thanks to a significant overhaul of the Feiv class internals.
The pf.etable() function for regression output has been significantly enhanced for better aesthetics.
We've greatly improved the speed of the predict() method.
A new panelview function has been added to inspect staggered treatment rollouts in Difference-in-Differences studies.
We've introduced new arguments to feols() and fepois(), including a "lean" argument to clear memory-heavy objects from Feols instances.
RI support has been added for the rwolf function, for experimenters who want to control the family-wise error rate of their tests.
An update() method has been implemented, which allows to update regression coefficients based on incoming data (useful for online learning setups).
Additionally, new vignettes on regression tables and using PyFixest with the marginaleffects package have been added.

Take a look at the quickstart notebook for a brief intro to all new features.

Breaking Changes

We're adjusting the default small sample corrections to exactly match the fixest defaults, and a new vignette demonstrates equivalence between fitting models via R-fixest and py-fixest =) This change will lead to minor differences in computed standard errors and vcov's between versions 0.22.0 and 0.23.0.

New Contributors

@Jayhyung made their first contribution in https://github.com/py-econometrics/pyfixest/pull/514
@asteves made their first contribution in https://github.com/py-econometrics/pyfixest/pull/520
@saidamir made their first contribution in https://github.com/py-econometrics/pyfixest/pull/513
@rafimikail made their first contribution in https://github.com/py-econometrics/pyfixest/pull/528
@greenguy33 made their first contribution in https://github.com/py-econometrics/pyfixest/pull/527
@b-knight made their first contribution in https://github.com/py-econometrics/pyfixest/pull/551

What's Changed

update readme files by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/511
type hints for vcov_utils by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/512
Add "ri" resampling method to Romano-Wolf procedure, by @Jayhyung in https://github.com/py-econometrics/pyfixest/pull/514
docs: add Jayhyung as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/516
Bump urllib3 from 2.2.1 to 2.2.2 by @dependabot in https://github.com/py-econometrics/pyfixest/pull/517
Fix Contributing document format issue by @asteves in https://github.com/py-econometrics/pyfixest/pull/520
docs: add asteves as a contributor for doc by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/521
Add 1st stage regression in Feiv class by @Jayhyung in https://github.com/py-econometrics/pyfixest/pull/525
Added solver to feols and created new test file for it by @saidamir in https://github.com/py-econometrics/pyfixest/pull/513
docs: add saidamir as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/530
[Issue-400] Implementing dynamic alpha for coefplot and iplot by @rafimikail in https://github.com/py-econometrics/pyfixest/pull/528
docs: add rafimikail as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/535
Mention self._vcov in docs by @greenguy33 in https://github.com/py-econometrics/pyfixest/pull/527
docs: add greenguy33 as a contributor for code, and doc by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/532
Bump certifi from 2024.6.2 to 2024.7.4 by @dependabot in https://github.com/py-econometrics/pyfixest/pull/538
Add Notebook on Stargazer and pymarginaleffects support to the docs by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/473
fix typos by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/540
Add updates to wald_test method and unit testing files by @Jayhyung in https://github.com/py-econometrics/pyfixest/pull/536
Add lean function argument to feols(), fepois() by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/548
Vcov by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/529
Bknight regex migration by @b-knight in https://github.com/py-econometrics/pyfixest/pull/551
add pure numpy predict function that speeds up ~40x by @apoorvalal in https://github.com/py-econometrics/pyfixest/pull/553
more fleshed-out panelview implementation by @apoorvalal in https://github.com/py-econometrics/pyfixest/pull/552
lsqr() for fixed effects solver by @greenguy33 in https://github.com/py-econometrics/pyfixest/pull/546
fix another all-contributors bug by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/560
docs: add b-knight as a contributor for code by @allcontributors in https://github.com/py-econometrics/pyfixest/pull/561
add statsmodels support for stargazer by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/564
Add (robust) F statistics of weak iv test and change 1st stage reg code by @Jayhyung in https://github.com/py-econometrics/pyfixest/pull/563
implement update method for coef vector by @apoorvalal in https://github.com/py-econometrics/pyfixest/pull/567
Remove Stargazer Dependency by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/568
update readme by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/570
Revert "update readme" by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/572
update quickstart for IV first stage, diagnostics, Wald tests by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/569
Update wls types tests by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/562
Rerun vignette by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/575
Release 0.23 by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/576

Full Changelog: https://github.com/py-econometrics/pyfixest/compare/v0.22.2...v0.23.0

- Python
Published by s3alfisc over 1 year ago

pyfixest - v0.22.2

Changes

update justfile, contributing comments for R @s3alfisc (#509)
fix doubleml test bug @s3alfisc (#508)

Maintenance

VCOV: Refactoring of the VCOV Method @s3alfisc (#510)

- Python
Published by github-actions[bot] over 1 year ago

pyfixest - v0.22.0

Bug Fixes 🐛

Fix bug in wildboottest method @s3alfisc (#506)

Changes

Docs: Poetry contributing @s3alfisc (#507)
docs: add sanskriti2005 as a contributor for infra @allcontributors (#503)
Infra: added the release-drafter for automation of release notes @sanskriti2005 (#502)
Fix broken link in contributing.md @s3alfisc (#499)
docs: add leostimpfle as a contributor for bug @allcontributors (#495)
Update justfile @leostimpfle (#494)
docs: add baggiponte as a contributor for doc @allcontributors (#490)
docs: improve installation section @baggiponte (#489)
Bump tornado from 6.4 to 6.4.1 @dependabot (#487)
docs: add leostimpfle as a contributor for code @allcontributors (#478)
Feols: speed up the creation of interacted fixed effects via fe1^fe2 syntax @leostimpfle (#475)
rename resampling iterations to 'reps' in all methods @s3alfisc (#474)
fix a lot of broken links throught the repo @s3alfisc (#472)
Multiple readme fixes required after package was moved to py-econometrics project @s3alfisc (#450)

Infrastructure

infrastructure: fix minor release drafter bugs @s3alfisc (#504)

- Python
Published by github-actions[bot] over 1 year ago

pyfixest - PyFixest 0.21.0

Highlights

We have a new and improved quickstart section, thanks to work by @juanitorduz 🎉
We add a ritest module for randomization inference:

```python import numpy as np import pyfixest as pf rng = np.random.default_rng(2332)

data = pf.getdata(N = 100000, seed = 1432) fit = pf.feols("Y ~ f3 + X1 | f1", data=data)

fit.ritest(resampvar = "f3", reps = 1000) ```

Full Changelog

Fix small bugs with weights by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/437
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/438
Fix weights r2 bug by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/439
Bump requests from 2.31.0 to 2.32.2 by @dependabot in https://github.com/py-econometrics/pyfixest/pull/440
Add more intro material quick start by @juanitorduz in https://github.com/py-econometrics/pyfixest/pull/436
Set default fig size per plot backend by @juanitorduz in https://github.com/py-econometrics/pyfixest/pull/442
Fix typos in quickstart by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/443
Add support for randomization inference by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/431
Ritest tweaks & bug fixes by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/445
bump version to 0.21.0 / release version 0.21.0 by @s3alfisc in https://github.com/py-econometrics/pyfixest/pull/449

Full Changelog: https://github.com/py-econometrics/pyfixest/compare/v0.20.0...v0.21.0

- Python
Published by s3alfisc almost 2 years ago

pyfixest - v0.20.0

Summary

This version introduces MyPy type checks to the entire pyfixest codebase. Thanks to @juanitorduz for nudging me to get started with this =). It also fixes a handful of smaller bugs.

New Contributors

@juanitorduz made their first contribution in https://github.com/s3alfisc/pyfixest/pull/373
@allcontributors made their first contribution in https://github.com/s3alfisc/pyfixest/pull/389
@pre-commit-ci made their first contribution in https://github.com/s3alfisc/pyfixest/pull/417

What's Changed

update readme by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/368
update readme by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/372
improve pre-commit by @juanitorduz in https://github.com/s3alfisc/pyfixest/pull/373
Add ruff checks on notebooks via nbqa by @juanitorduz in https://github.com/s3alfisc/pyfixest/pull/374
Add colors to tests and cov report by @juanitorduz in https://github.com/s3alfisc/pyfixest/pull/376
PNG -> SVG Badge by @juanitorduz in https://github.com/s3alfisc/pyfixest/pull/377
Add pre-commit-ci by @juanitorduz in https://github.com/s3alfisc/pyfixest/pull/375
Rename readme by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/385
Rename readme to README in pyproject.toml by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/388
docs: add NKeleher as a contributor for code, and infra by @allcontributors in https://github.com/s3alfisc/pyfixest/pull/389
docs: add styfenschaer as a contributor for code by @allcontributors in https://github.com/s3alfisc/pyfixest/pull/386
docs: add Wenzhi-Ding as a contributor for code by @allcontributors in https://github.com/s3alfisc/pyfixest/pull/390
docs: add apoorvalal as a contributor for code by @allcontributors in https://github.com/s3alfisc/pyfixest/pull/391
Fix contributors by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/392
docs: add juanitorduz as a contributor for infra, and code by @allcontributors in https://github.com/s3alfisc/pyfixest/pull/393
Fix readme by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/394
docs: add s3alfisc as a contributor for code, and infra by @allcontributors in https://github.com/s3alfisc/pyfixest/pull/396
Remove pre-commit from GitHub action by @juanitorduz in https://github.com/s3alfisc/pyfixest/pull/397
matplotlib (via seaborn) support for coefplot and iplot by @juanitorduz in https://github.com/s3alfisc/pyfixest/pull/395
Readme call contributions by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/399
Add codecov config yml by @juanitorduz in https://github.com/s3alfisc/pyfixest/pull/401
docs: add apoorvalal as a contributor for bug by @allcontributors in https://github.com/s3alfisc/pyfixest/pull/406
Fix iplot bug by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/405
docs: add aeturrell as a contributor for tutorial, doc, and promotion by @allcontributors in https://github.com/s3alfisc/pyfixest/pull/408
Pass MyPy Checks by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/402
Mypy estimation by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/412
Mypy ccv by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/413
Mypy fepois by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/414
Mypy feols by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/415
Mypy fixest multi by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/416
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/s3alfisc/pyfixest/pull/417
Pass MyPy checks for model_matrix and formula parser by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/419
Version info + documentation updates by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/420
Update docs by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/421
Fix several small issues by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/423
Pass MyPy Checks for the DiD module by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/424
Fix bug with negative fixef #425 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/426
[pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/s3alfisc/pyfixest/pull/432
Bump jinja2 from 3.1.3 to 3.1.4 by @dependabot in https://github.com/s3alfisc/pyfixest/pull/433
PyFixest 0.20.0 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/434

Full Changelog: https://github.com/s3alfisc/pyfixest/compare/v0.19.0...v0.20.0

- Python
Published by s3alfisc almost 2 years ago

pyfixest - PyFixest 0.19.0

PyFixest 0.19.0

Fixes multiple smaller and larger performance regressions. The NYC-Taxi example regression now takes approximately 22 seconds to run (... if my laptop is connected to a power charger)!

```python

%load_ext autoreload %autoreload 2

import duckdb import time import numpy as np import pyfixest as pf

%%

nyc = duckdb.sql( ''' FROM 'C:/Users/alexa/Documents/nyc-taxi/*/.parquet' SELECT tipamount, tripdistance, passengercount, vendorid, paymenttype, dropoffat, dayofweek(dropoff_at) AS dofw WHERE year = 2012 AND month <= 3 ''' ).df()

convert dowf, vendorid, paymenttype to categorical

tic = time.time() nyc["dofw"] = nyc["dofw"].astype(int) nyc["vendorid"] = nyc["vendorid"].astype("category") nyc["paymenttype"] = nyc["paymenttype"].astype("category") print(f""" I am convering columns of type 'objects' to 'categories' and 'int'data types outside of the regression, hence I am cheating a bit. This saves {np.round(time.time() - tic)} seconds. """ )

I am convering columns of type 'objects' to 'categories' and 'int'data types outside

of the regression, hence I am cheating a bit. This saves 7.0 seconds.

run = True if run:

# mock regression for JIT compilation
fit = pf.feols(
    fml = "tip_amount ~ trip_distance + passenger_count | vendor_id + payment_type + dofw",
    data = nyc.iloc[1:10_000],
    copy_data = False,
    store_data = False
    )

import time
tic = time.time()
fit = pf.feols(
    fml = "tip_amount ~ trip_distance + passenger_count | vendor_id + payment_type + dofw",
    data = nyc,
    copy_data = False, # saves a few seconds
    store_data = False # saves a few second
    )
passed = time.time() - tic
print(f"Passed time is {np.round(passed)}.")
# Passed time is 22.

```

Three new function arguments for feols() and fepois(): copy_data, store_data, and fixef_tol.
Support for frequency weights via the weights_type function argument. ```{python} import pyfixest as pf

data = pf.getdata(N = 10000, model = "Fepois") dfweighted = data[["Y", "X1", "f1"]].groupby(["Y", "X1", "f1"]).size().resetindex().rename(columns={0: "count"}) dfweighted["id"] = list(range(df_weighted.shape[0]))

print("Dimension of the aggregated df:", dfweighted.shape) print(dfweighted.head())

fit = pf.feols( "Y ~ X1 | f1", data = data ) fitweighted = pf.feols( "Y ~ X1 | f1", data = dfweighted, weights = "count", weightstype = "fweights" ) pf.etable([fit, fitweighted], coef_fmt = "b(se) \n (t) \n (p)") ```

Bugfix: Wild Cluster Bootstrap Inference with Weights would compute unweighted standard errors. Sorry about that! WLS is not supported for the WCB.
Adds support for CRV3 inference with weights.

What's Changed

Performance Improvements by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/359
Fweights by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/365
release version 0.19.0 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/366

Full Changelog: https://github.com/s3alfisc/pyfixest/compare/v0.18.0...v0.19.0

- Python
Published by s3alfisc almost 2 years ago

pyfixest - PyFixest 0.18.0

PyFixest 0.18.0

Large(ish) Refactoring of Interal Processing of Model Formulas, in particular FixestFormulaParser and model_matrix_fixest. As a results, the code should be cleaner and more robust.
The fml argument of model_matrix_fixest is deprecated. Instead, model_matrix_fixest now asks for a FixestFormula, which is essentially a dictionary with information on model specifications like a first stage formula (if applicable), dependent variables, fixed effects, etc.
Additionally, model_matrix_fixest now returns a dictionary instead of a tuple.
Fixed effects reference setting via i(var1, var2, ref) syntax is back. The i_ref1, i_ref2 function arguments are deprecated. It is again possible to run

```python import pyfixest as pf data = pf.get_data()

fit1 = pf.feols("Y ~ i(f1, X2)", data=data) fit2 = pf.feols("Y ~ i(f1, X2, ref = 1)", data=data)

fit1.coef()

Coefficient

Intercept -0.164200

C(f1)[T.0.0]:X2 -0.254219

C(f1)[T.1.0]:X2 -0.118796

C(f1)[T.2.0]:X2 -0.193556

level '1' set as reference

fit2.coef()

Coefficient

Intercept -0.164029

C(f1, contr.treatment(base=1))[T.0.0]:X2 -0.254219

C(f1, contr.treatment(base=1))[T.2.0]:X2 -0.193556

C(f1, contr.treatment(base=1))[T.3.0]:X2 -0.173535

```

What's Changed

Delete warning message when loading the did module by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/340
Add keep/drop to coefplot and refactor code to improve maintainability by @Wenzhi-Ding in https://github.com/s3alfisc/pyfixest/pull/341
Rework fixest_model_matrix by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/343
Fix cluster interaction bug by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/345
fix: number of observations format by @Wenzhi-Ding in https://github.com/s3alfisc/pyfixest/pull/347
Fix summary weights bug by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/351
FixestFormulaParser cleanup / refactoring by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/352
Formula parser cleanup2 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/354
Fix bug with keep and drop for coefplot by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/356
Pyfixest 018 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/358

Full Changelog: https://github.com/s3alfisc/pyfixest/compare/v0.17.0...v0.18.0

- Python
Published by s3alfisc almost 2 years ago

pyfixest - PyFixest 0.17.0

Highlights of Version `0.17.0`

PyFixest 0.17.0 ...

... restructures the codebase and reorganizes how users can interact with the pyfixest API. It is now recommended to use pyfixest in the following way:

```python import pyfixest as pf import numpy as np

data = pf.get_data() data["D"] = data["X1"] > 0 fit = pf.feols("Y ~ D + f1", data = data) fit.tidy() ```

Loading import pyfixest as pf will expose the most common functions: feols, fepois, etable, summary, coefplot, iplot, etc. The update does not introduce any breaking changes. Thanks to @Wenzhi-Ding for the PR!

... adds support for simultaneous confidence intervals via a multiplier bootstrap. Thanks to @apoorvalal for the contribution!

python fit.confint(joint = True)

... adds support for the causal cluster variance estimator by Abadie et al. (QJE, 2023) for OLS via the .ccv() method.

{python} fit.ccv(treatment = "D", cluster = "group_id")

Details

dev: add exactmatch to _selectorder_coefs and etable by @Wenzhi-Ding in https://github.com/s3alfisc/pyfixest/pull/325
added implementation of simultaneous confidence intervals by @apoorvalal in https://github.com/s3alfisc/pyfixest/pull/286
Fix coefplot() bug after deleting whitespace before % for CIs in tidy() by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/327
Implement the Causal Cluster Variance Estimator following Abadie et al by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/314
Restructure API and support backward compatibility by @Wenzhi-Ding in https://github.com/s3alfisc/pyfixest/pull/332
Fix ci error with Python 3.10 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/334
Pyfixest017 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/338

New Contributors

@apoorvalal made their first contribution in https://github.com/s3alfisc/pyfixest/pull/286 🎉

Full Changelog: https://github.com/s3alfisc/pyfixest/compare/v0.16.0...v0.17.0

- Python
Published by s3alfisc almost 2 years ago

pyfixest - PyFixest 0.16.0

What's Changed

Version 0.16.0 comes with multiple quality of life improvements for development. All of this is thanks to @NKeleher: for example, he has added contribution guidelines to the docs, updated the github workflows to build the documentation, and undertaken a large code-refactoring to pass linting checks that he implemented as well. @Wenzhi-Ding has implemented multiple new features for the etable() function - for example, it is now possible to pass custom statistics, or to keep and drop variables from the estimation tables. Thanks for all your work! 🎉 @s3alfisc has implemented the Romano-Wolf procedure for multiple hypothesis correction via the rwolf() function. Last, the documentation has been ported to quartodoc, which required dropping support for Python 3.8.

Details

Update docs by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/275
add information on contributing by @NKeleher in https://github.com/s3alfisc/pyfixest/pull/289
Build Documentation locally by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/290
move content from _site to docs by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/292
Github Action to copy docs from docs/_site to docs by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/294
update poetry dependencies by @NKeleher in https://github.com/s3alfisc/pyfixest/pull/288
dev: Customize significance notation and coefficient reporting format. by @Wenzhi-Ding in https://github.com/s3alfisc/pyfixest/pull/297
Migrate docs build to github workflow by @NKeleher in https://github.com/s3alfisc/pyfixest/pull/299
take out etable example that likely causes build error for quartodoc by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/301
publish docs on refs/heads/master by @NKeleher in https://github.com/s3alfisc/pyfixest/pull/302
rename docs/readme.md by @NKeleher in https://github.com/s3alfisc/pyfixest/pull/303
Implement the Romano Wolf Multiple Testing Correction #277 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/278
Add ruff linting formatting and basic ruff autofixes by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/305
update readme by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/308
add bonferroni correction #309 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/310
Refactor codebase to apply selected ruff linting and formatting rules… by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/312
Docstyle formatting by @NKeleher in https://github.com/s3alfisc/pyfixest/pull/315
delete unused functions by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/317
dev: Support custom statistics in etable() output (#306) by @Wenzhi-Ding in https://github.com/s3alfisc/pyfixest/pull/318
Bump cryptography from 42.0.2 to 42.0.4 by @dependabot in https://github.com/s3alfisc/pyfixest/pull/319
dev: Support keep/drop coefs; Improve number formatting. by @Wenzhi-Ding in https://github.com/s3alfisc/pyfixest/pull/320
release version 0.16.0 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/321

New Contributors

@NKeleher and @Wenzhi-Ding made their first contributions! Thank you so much for all your efforts! 🎉

Full Changelog: https://github.com/s3alfisc/pyfixest/compare/v0.15.0...v0.16.0

- Python
Published by s3alfisc about 2 years ago

pyfixest - PyFixest 0.15.0

What's Changed

Fix codecov: generate coverage reports by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/270
Add support for WLS for feols() by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/273

Full Changelog: https://github.com/s3alfisc/pyfixest/compare/v0.14.0...v0.15.0

- Python
Published by s3alfisc about 2 years ago

pyfixest - PyFixest 0.14.0

PyFixest 0.14.0

Moves the documentation to quartodoc.
Changes all docstrings to numpy format.
Difference-in-differences estimation functions now need to be imported via the pyfixest.did.estimation module:

py from pyfixest.did.estimation import did2s, lpdid, event_study

What's Changed

PyFixest 0.14.0: Move documentation to quartodoc by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/264

Full Changelog: https://github.com/s3alfisc/pyfixest/compare/v0.13.5...v0.14.0

- Python
Published by s3alfisc about 2 years ago

pyfixest - PyFixest 0.13.5

PyFixest 0.13.5

Fixes a bug that lead to incorrect results when the dependent variable and all covariates (excluding the fixed effects) where integers. See #265 for details.

PyFixest 0.13.4

Fixes a bug in etable() with IV's that occurred because feols() does not report R2 statistics for IVs.

PyFixest 0.13.2

Fixes a bug in etable() and a warning in fixest_model_matrix that arose with higher pandas versions. Thanks to @aeturrell for reporting!

- Python
Published by s3alfisc about 2 years ago

pyfixest - PyFixest 0.13.0

New Features

Introduces a new pyfixest.did module which contains routines for Difference-in-Differences estimation.
Introduces support for basic versions of the local projections DiD estimator following Dube et al (2023).
Adds a new vignette for Difference-in-Differences estimation.
Reports R2 values in etable().

- Python
Published by s3alfisc about 2 years ago

pyfixest - PyFixest 0.12.0

Enhancements:

Good performance improvements for singleton fixed effects detection. Thanks to @styfenschaer for the PR! See #229.
Uses the r2u project for installing R and R packages on github actions, with great performance improvements.
Allows to pass polars data frames to feols(), fepois() and predict(). #232. Thanks to @vincentarelbundock for the suggestion!

Bug Fixes:

Missing variables in features were not always handled correctly in predict() with newdata not None in the presence of missing data, which would lead to an error. See #246 for details.
Categorical variables were not always handled correctly in predict() with newdata not None, because the number of fixed effects levels in newdata might be smaller than in data. In consequence, some levels were not found, which lead to an error. See #245 for details. Thanks to @jiafengkevinchen for the pointer!
Multicollinearity checks for over-identified IV was not implemented correctly, which lead to a dimension error. See #236 for details. Thanks to @jiafengkevinchen for the pointer!
The number of degrees of freedom k was computed incorrectly if columns were dropped from the design matrix X in the presence of multicollinearity. See #235 for details. Thanks to @jiafengkevinchen for the pointer!
If all variables were dropped due to multicollinearity, an unclear and imprecise error message was produced. See #228 for details. Thanks to @manferdinig for the pointer!
If selection fixef_rm = 'singleton', feols() and fepois() would fail, which has been fixed. #192

Dependency Requirements:

For now, sets formulaic versions to be 0.6.6 or lower as version 1.0.0 seems to have introduced a problem with the i() operator, See #244 for details.
Drops dependency on pyhdfe.

- Python
Published by s3alfisc about 2 years ago

pyfixest - PyFixest 0.11.0

Significant speedups for CRV1 inference thanks to help by @styfenschaer.
Addition of fixest style benchmarks for OLS and Poisson Regression.

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10.12

Fixes a bug with the separation check for poisson regression #138.

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10.11

Fixes bugs with i(var1, var2) syntax introduced with PyFixest 0.10.10.

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10.10

Fixes a bug with variable interactions via i(var) syntax. See issue #221 for details.

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10.9

Makesetable() prettier & more informative. See #196 and #210 .

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10.8.1

PyFixest `0.10.8.1`

Breaking changes

Reference levels for the i() formula syntax can no longer be set within the formula, but need to be specified via the i_ref1 function argument to either feols() and fepois().

New feature

A dids2() function is added, which implements the 2-stage difference-in-differences procedure à la Gardner and follows the syntax of @kylebutts did2s R package.

```py from pyfixest.experimental.did import did2s from pyfixest.estimation import feols from pyfixest.visualize import iplot import pandas as pd import numpy as np

dfhet = pd.readcsv("https://raw.githubusercontent.com/s3alfisc/pyfixest/master/pyfixest/experimental/data/df_het.csv")

fit = did2s( dfhet, yname = "depvar", firststage = "~ 0 | state + year", secondstage = "~i(relyear)", treatment = "treat", cluster = "state", iref1 = [-1.0, np.inf], )

fittwfe = feols( "depvar ~ i(relyear) | state + year", dfhet, i_ref1 = [-1.0, np.inf] )

iplot([fit, fittwfe], coordflip=False, figsize = (900, 400), title = "TWFE vs DID2S") ```

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10.7

Adds basic support for event study estimation via two-way fixed effects and Gardner's two-stage "Did2s" approach. This is a beta version and experimental. Further updates (i.e. proper event studies vs "only" ATTs) and a more flexible did2s front end will follow in a release in the near future =)

```py %load_ext autoreload %autoreload 2

from pyfixest.experimental.did import eventstudy from pyfixest.summarize import etable import pandas as pd dfhet = pd.readcsv("pyfixest/experimental/data/dfhet.csv")

fittwfe = eventstudy( data = dfhet, yname = "depvar", idname= "state", tname = "year", gname = "g", estimator = "twfe" )

fitdid2s = eventstudy( data = dfhet, yname = "depvar", idname= "state", tname = "year", gname = "g", estimator = "did2s" )

etable([fittwfe, fitdid2s])

| Coefficient | est1 | est2 |

|:--------------|:-----------------|:-----------------|

| ATT | 2.135* (0.044) | 2.152* (0.048) |

Significance levels: * p < 0.05, p < 0.01, * p < 0.001

```

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10.6

New Feature

Adds etable(), a function to quickly compare different models:

```python %load_ext autoreload %autoreload 2

from pyfixest.estimation import feols from pyfixest.utils import get_data from pyfixest.summarize import etable import pandas as pd

data = get_data() fit1 = feols("Y ~ X1", data = data) fit2 = feols("Y ~ X1 + X2", data = data) fit3 = feols("Y ~ X2", data = data)

etable([fit1, fit2, fit3])

| Coefficient | est1 | est2 | est3 |

|:--------------|:----------------|:-----------------|:-----------------|

| Intercept | 2.349* (0.09) | 2.35* (0.09) | 2.587*** (0.056) |

| X1 | 0.221 (0.069) | 0.228 (0.068) | |

| X2 | | 0.071* (0.018) | 0.069* (0.018) |

Significance levels: * p < 0.05, p < 0.01, * p < 0.001

```

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10.5

Fixes a bug in IV estimation that triggered an error. See #197 for details. Thanks to @aeturrell for reporting!

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10.4

Updates since version `0.10.0`

PyFixest `0.10.1`

Adapts the internal fixed effects demeaning criteron to match PyHDFE's default.
Adds Styfen as coauthor. @styfenschaer

PyFixest `0.10.2`

Adds support for two-way clustering.
Adds support for CRV3 inference (the cluster jackknife) for Poisson regression.

PyFixest `0.10.3`

Allows for white space in the multiway clustering formula.
Adds documentation for multiway clustering.

PyFixest `0.10.4`

Implements a custom function to drop singleton fixed effects.
Further small performance improvements.

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.10

Most importantly, implements a custom demeaning algorithm in numba - thanks to Styfen (@styfenschaer). This leads to performance improvements of 5x or more:

```python %load_ext autoreload %autoreload 2

import numpy as np import time import pyhdfe from pyfixest.demean import demean

np.random.seed(1238) N = 10000000 x = np.random.normal(0, 1, 10*N).reshape((N,10)) f1 = np.random.choice(list(range(1000)), N).reshape((N,1)) f2 = np.random.choice(list(range(1000)), N).reshape((N,1))

flist = np.concatenate((f1, f2), axis = 1) weights = np.ones(N)

algorithm = pyhdfe.create(flist)

starttime = time.time() respyhdfe = algorithm.residualize(x) endtime = time.time() print(endtime - start_time)

26.04527711868286

starttime = time.time() respyfixest, success = demean(x, flist, weights, tol = 1e-10)

Calculate the execution time

endtime = time.time() print(endtime - start_time)

4.334428071975708

np.allclose(respyhdfe , respyfixest)

True

```

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.9.12

PyFixest finally supports poisson regression with iid errors! 🎉
Additionally, some bug fixes.

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.9.9

Updates since the last github release (PyFixest 0.9.6):

PyFixest `0.9.9`

Adds support for wildboottest for Python 3.11.

PyFixest `0.9.8`

Fixes a couple more bugs in the predict() and fixef() methods.
The predict() argument data is renamed to newdata.

PyFixest `0.9.7`

Fixes a bug in predict() that occurred when multicollinear variables are dropped in the estimation step.

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.9.7

Fixes bug in in fixef(). #147

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.9.6

Improved Collinearity handling. See #145

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.9.5

Moves plotting from matplotlib to lets-plot.
Fixes a few minor bugs in plotting and the fixef() method.

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.9.1

Breaking API changes

It is no longer required to initiate an object of type Fixest prior to running feols or fepois. Instead, you can now simply use feols() and fepois() as functions, just as in fixest. Both function can be found in an estimation module and need to obtain a pd.DataFrame as a function argument:

```py from pyfixest.estimation import fixest, fepois from pyfixest.utils import get_data

data = get_data() fit = feols("Y ~ X1 | f1", data = data, vcov = "iid") ```

Calling feols() will return an instance of class Feols, while calling fepois() will return an instance of class Fepois. Multiple estimation syntax will return an instance of class FixestMulti.

Post processing works as before via .summary(), .tidy() and other methods.

New Features

A summary function allows to compare multiple models:

py from pyfixest.summarize import summary fit2 = feols("Y ~ X1 + X2| f1", data = data, vcov = "iid") summary([fit, fit2])

Visualization is possible via custom methods (.iplot() & .coefplot()), but a new module allows to visualize a list of Feols and/or Fepois instances:

py from pyfixest.visualize import coefplot, iplot coefplot([fit, fit2])

The documentation has been improved (though there is still room for progress), and the code has been cleaned up a bit (also lots of room for improvements).

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.8.9

This release ...

provides more stringent unit testing
fixes a few bugs (most importantly, for separation tests with multiple fixed effects)
reimplements the IWLS Poisson algorithm (it now more closely follows naming conventions from the pplmhdfe paper)
drops Fepois special get_vcov methods, it is now integrated into Feols.get_vcov
installs PyHDFE directly from PyPi (as PyHDFE 0.2 now supports weights)
bases the convergence criterion of the Poisson on it's absolute deviance. The implementation now matches fixest and glm

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.8.0

New Features

This release adds ...

support for Poisson regression (via the algorithm suggested by Correia et al and implemented in their pplmhdfe package)
a predict() method
a fixef() method to retrieve fixed effects of estimated models (only for OLS)
some goodness-of-fit measures (only for OLS)

For example, you can now run a Poisson Regression as

```python import pyfixest as pf from pyfixest.utils import getpoissondata

pdata = getpoissondata() fixest = pf.Fixest(data = pdata) fixest.fepois("Y~X1", vcov = "hetero")

fixest.summary()

Model: Poisson

Dep. var.: Y

Inference: hetero

Observations: 1000

# Estimate Std. Error t value Pr(>|t|) cil ciu # 6.035479 0.080534 74.942848 0.0 5.877635 6.193324 # 0.771267 0.071402 10.801754 0.0 0.631322 0.911213

---

```

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.7.3

Fixes a bug in the computation of confidence intervals that lead to wildly incorrect CIs.
Introduces a confint() method for Fixest objects.

- Python
Published by s3alfisc over 2 years ago

pyfixest - PyFixest 0.7.0

Potentially Breaking Changes

for Fixest objects, the returned dict containing all estimated models is now called all_fitted_models instead of res_model.

Internal Refactoring

This release provides quite a bit of internal refactoring - overall, the code should now be much easier to read & hopefully be more maintainable.
Additionally, it cleans up the FixestFormulaParser class.

New Post-Processing Features

v 0.7.0 - adds a Fixest.fetch_model() method to retrieve individual models out of Fixest - adds post estimation routines for objects of type Feols: coef(), se(), confint,tidy(), etc

After estimating multiple models, it is now possible to fetch individual models (objects of type Feols) from an object of type Fixest via the fetch_model() method:

```py from pyfixest import Fixest from pyfixest.utils import getdata import pandas as pd data = getdata()

fixest = Fixest(data) fixest.feols('Y ~ X1 | csw(X2,X3)', vcov = 'iid')

mod = fixest.fetch_model(1)

Model: Y~X1|X2+X3

mod

mod.tidy()

Estimate Std. Error t value Pr(>|t|) confintlower confintupper

coefnames

X1 0.03975 0.120714 0.329288 0.741973 -0.03218 0.047319

```

- Python
Published by s3alfisc over 2 years ago

pyfixest - v0.6.6

adds support for Python 3.11
makes wildboottest.py optional in order to do so (wildboottest depends on numba, which does not support python 3.12)

- Python
Published by s3alfisc over 2 years ago

pyfixest - v0.6: IV Support

Version 0.6 introduces support for IV estimation via 2SLS.

Syntax for IV estimation unambiguously follows fixest' syntax: you can specify IV estimation via a formula with depvar ~ exog.vars | fixed effect vars | endog.var ~ instruments. If no fixed effects is specified, just drop the second part of the formula.
It is possible to estimate over-identified models, but not possible to estimate models with more than one endogenous variable.
It is also not (yet) possible to combine IV estimation with multiple estimation syntax.

```py from pyfixest import Fixest from pyfixest.utils import get_data

data = get_data() data.head()

fixest = Fixest(data = data) fixest.feols("Y ~ 1 | X2 | X1 ~ Z1 + Z2") ```

- Python
Published by s3alfisc almost 3 years ago

pyfixest - v0.5

IV Support

Includes very basic support for IV estimation with one endogenous variable and one instrument.
Inference: iid, HC1-3, CRV1.

Syntax for IV:

```python import pyfixest as pf import numpy as np from pyfixest.utils import get_data

data = get_data()

fixest = pf.Fixest(data = data) fixest.feols("Y~X1 | csw0(X2, X3) | X1 ~ Z1", vcov = {'CRV1':'group_id'}) fixest.summary()

Model: IV

Dep. var.: Y

Inference: {'CRV1': 'group_id'}

Observations: 1998

Estimate Std. Error t value Pr(>|t|)

Intercept -3.941293 0.221354 -17.805377 2.442491e-15

X1 -0.265817 0.261940 -1.014803 3.203217e-01

---

...

```

What's Changed

add codecov support by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/69
update docs + explicitly drop Intercept based on column name by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/71
update inference log in vcov method closing #61 by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/73
IV Functionality by @s3alfisc in https://github.com/s3alfisc/pyfixest/pull/74

Full Changelog: https://github.com/s3alfisc/pyfixest/compare/v0.4.0...v0.5

- Python
Published by s3alfisc almost 3 years ago

pyfixest - v0.4.0

introduces a ssc() function to control small sample corrections
by default, the small sample correction defaults for iid, HC1 and CRV1 inference now match fixest defaults
defaults for inference when the vcov argument is not specified now matches fixest as well. Prior, the vcov argument was required
multiple smaller bug fixes
implements CRV3 inference with and without fixed effects
implements wild (cluster) bootstrap inference via wildboottest

- Python
Published by s3alfisc almost 3 years ago

pyfixest - version 0.3.0

Supported Features:

Basic support for OLS.
HC and CRV inference
Multiple estimations via sw and csw syntax.
Regression interaction via i().
on-the-fly SEs
tidy, summary, iplot methods

Overview of Features: link

- Python
Published by s3alfisc almost 3 years ago

Recent Releases of pyfixest

pyfixest - v0.30.2a Release to re-trigger PyPi upload

pyfixest - v0.30.2 - Fix Type Error on Windows

pyfixest - Hotfix Release for JAX import error

pyfixest - v0.30.1

pyfixest - v0.30.0

What's Changed

New Features

Bug Fixes

Documentation

Infrastructure

Community

Full Changelog

New Contributors

pyfixest - v0.29.0

PyFixest 0.29

Highlights

All Changes

New Contributors

pyfixest - v0.28.0

Changes

New features and bug fixes

New experimental Features

All Changes

pyfixest - v0.27.0

PyFixest 0.27.0

Highlights

New Features

Documentation

Bug Fixes

Full Changelog

pyfixest - v0.26.2

pyfixest - v0.25.4

Highlights

Changes

pyfixest - v0.25.2

Highlights

What's Changed

pyfixest - v0.24.2

Changes

pyfixest - v0.24.1

Changes

pyfixest - v0.24.0

Changes

pyfixest - PyFixest 0.23.0

Hightlights

Breaking Changes

New Contributors

What's Changed

pyfixest - v0.22.2

Changes

Maintenance

pyfixest - v0.22.0

Bug Fixes 🐛

Changes

Infrastructure

pyfixest - PyFixest 0.21.0

Highlights

Full Changelog

pyfixest - v0.20.0

Summary

New Contributors

What's Changed

pyfixest - PyFixest 0.19.0

PyFixest 0.19.0

%%

convert dowf, vendorid, paymenttype to categorical

I am convering columns of type 'objects' to 'categories' and 'int'data types outside

of the regression, hence I am cheating a bit. This saves 7.0 seconds.

What's Changed

pyfixest - PyFixest 0.18.0

PyFixest 0.18.0

Coefficient

Intercept -0.164200

C(f1)[T.0.0]:X2 -0.254219

C(f1)[T.1.0]:X2 -0.118796

C(f1)[T.2.0]:X2 -0.193556

level '1' set as reference

Coefficient

Intercept -0.164029

Highlights of Version `0.17.0`

PyFixest `0.10.8.1`

| ATT | 2.135* (0.044) | 2.152* (0.048) |

Significance levels: * p < 0.05, p < 0.01, * p < 0.001

| Intercept | 2.349* (0.09) | 2.35* (0.09) | 2.587*** (0.056) |

| X1 | 0.221 (0.069) | 0.228 (0.068) | |

| X2 | | 0.071* (0.018) | 0.069* (0.018) |

Significance levels: * p < 0.05, p < 0.01, * p < 0.001

Updates since version `0.10.0`

PyFixest `0.10.1`

PyFixest `0.10.2`

PyFixest `0.10.3`

PyFixest `0.10.4`