Changelog

All notable changes to pyEconometrics will be documented in this file.

[0.1.0] - 2024-07-26

Core Regression Framework
- OLS (Ordinary Least Squares) regression with formula interface
- Robust standard errors (HC0, HC1, HC2, HC3)
- Clustered standard errors
- Weighted Least Squares (WLS) support
Causal Inference Module
- Causal Forest implementation inspired by Wager & Athey (2018)
- Honest estimation for unbiased treatment effect estimation
- Bootstrap confidence intervals for treatment effects
- Formula interface: "outcome ~ treatment | features | controls"
Output Management (outreg2)
- Excel export functionality similar to Stata's outreg2
- Support for multiple regression models in single output
- Customizable formatting options
- Professional table layout
Unified API Design
- Consistent reg() function interface
- Formula parsing: R/Stata-style syntax "y ~ x1 + x2"
- Type hints throughout the codebase
- Comprehensive documentation