Pyfixest

- 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")

**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

- 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`

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](https://s3alfisc.github.io/pyfixest/tutorial/)