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)

v0.26.2

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

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)

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

Full Changelog: v0.24.2...v0.25.2

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)

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)

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)

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 #514
• @asteves made their first contribution in #520
• @saidamir made their first contribution in #513
• @rafimikail made their first contribution in #528
• @greenguy33 made their first contribution in #527
• @b-knight made their first contribution in #551

What's Changed

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

Full Changelog: v0.22.2...v0.23.0

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)

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)