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PyFixest 0.9.1

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@s3alfisc s3alfisc released this 10 Sep 11:34
· 578 commits to master since this release
99bf10c

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:

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:

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:

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).