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PyFixest 0.17.0

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@s3alfisc s3alfisc released this 03 Mar 16:39
· 448 commits to master since this release
b019672

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:

    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!

    fit.confint(joint = True)
  • ... adds support for the causal cluster variance estimator by Abadie et al. (QJE, 2023)
    for OLS via the .ccv() method.

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

Details

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

New Contributors

Full Changelog: v0.16.0...v0.17.0