Pyfixest

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)

Highlights

- We have a new and improved [quickstart section](https://py-econometrics.github.io/pyfixest/quickstart.html), thanks to work by juanitorduz 🎉
- We add a `ritest` module for randomization inference:

python
import numpy as np
import pyfixest as pf
rng = np.random.default_rng(2332)

data = pf.get_data(N = 100_000, seed = 1432)
fit = pf.feols("Y ~ f3 + X1 | f1", data=data)

fit.ritest(resampvar = "f3", reps = 1000)


Full Changelog

* Fix small bugs with weights by s3alfisc in https://github.com/py-econometrics/pyfixest/pull/437
* [pre-commit.ci] pre-commit autoupdate by pre-commit-ci in https://github.com/py-econometrics/pyfixest/pull/438
* Fix weights r2 bug by s3alfisc in https://github.com/py-econometrics/pyfixest/pull/439
* Bump requests from 2.31.0 to 2.32.2 by dependabot in https://github.com/py-econometrics/pyfixest/pull/440
* Add more intro material quick start by juanitorduz in https://github.com/py-econometrics/pyfixest/pull/436
* Set default fig size per plot backend by juanitorduz in https://github.com/py-econometrics/pyfixest/pull/442
* Fix typos in quickstart by s3alfisc in https://github.com/py-econometrics/pyfixest/pull/443
* Add support for randomization inference by s3alfisc in https://github.com/py-econometrics/pyfixest/pull/431
* Ritest tweaks & bug fixes by s3alfisc in https://github.com/py-econometrics/pyfixest/pull/445
* bump version to 0.21.0 / release version 0.21.0 by s3alfisc in https://github.com/py-econometrics/pyfixest/pull/449


**Full Changelog**: https://github.com/py-econometrics/pyfixest/compare/v0.20.0...v0.21.0

Summary

This version introduces `MyPy` type checks to the entire `pyfixest` codebase. Thanks to juanitorduz for nudging me to get started with this =). It also fixes a handful of smaller bugs.

New Contributors
* juanitorduz made their first contribution in https://github.com/s3alfisc/pyfixest/pull/373
* allcontributors made their first contribution in https://github.com/s3alfisc/pyfixest/pull/389
* pre-commit-ci made their first contribution in https://github.com/s3alfisc/pyfixest/pull/417

What's Changed
* update readme by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/368
* update readme by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/372
* improve pre-commit by juanitorduz in https://github.com/s3alfisc/pyfixest/pull/373
* Add ruff checks on notebooks via nbqa by juanitorduz in https://github.com/s3alfisc/pyfixest/pull/374
* Add colors to tests and cov report by juanitorduz in https://github.com/s3alfisc/pyfixest/pull/376
* PNG -> SVG Badge by juanitorduz in https://github.com/s3alfisc/pyfixest/pull/377
* Add pre-commit-ci by juanitorduz in https://github.com/s3alfisc/pyfixest/pull/375
* Rename readme by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/385
* Rename readme to README in pyproject.toml by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/388
* docs: add NKeleher as a contributor for code, and infra by allcontributors in https://github.com/s3alfisc/pyfixest/pull/389
* docs: add styfenschaer as a contributor for code by allcontributors in https://github.com/s3alfisc/pyfixest/pull/386
* docs: add Wenzhi-Ding as a contributor for code by allcontributors in https://github.com/s3alfisc/pyfixest/pull/390
* docs: add apoorvalal as a contributor for code by allcontributors in https://github.com/s3alfisc/pyfixest/pull/391
* Fix contributors by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/392
* docs: add juanitorduz as a contributor for infra, and code by allcontributors in https://github.com/s3alfisc/pyfixest/pull/393
* Fix readme by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/394
* docs: add s3alfisc as a contributor for code, and infra by allcontributors in https://github.com/s3alfisc/pyfixest/pull/396
* Remove pre-commit from GitHub action by juanitorduz in https://github.com/s3alfisc/pyfixest/pull/397
* `matplotlib` (via `seaborn`) support for `coefplot` and `iplot` by juanitorduz in https://github.com/s3alfisc/pyfixest/pull/395
* Readme call contributions by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/399
* Add codecov config yml by juanitorduz in https://github.com/s3alfisc/pyfixest/pull/401
* docs: add apoorvalal as a contributor for bug by allcontributors in https://github.com/s3alfisc/pyfixest/pull/406
* Fix iplot bug by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/405
* docs: add aeturrell as a contributor for tutorial, doc, and promotion by allcontributors in https://github.com/s3alfisc/pyfixest/pull/408
* Pass `MyPy` Checks by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/402
* Mypy estimation by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/412
* Mypy ccv by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/413
* Mypy fepois by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/414
* Mypy feols by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/415
* Mypy fixest multi by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/416
* [pre-commit.ci] pre-commit autoupdate by pre-commit-ci in https://github.com/s3alfisc/pyfixest/pull/417
* Pass MyPy checks for model_matrix and formula parser by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/419
* Version info + documentation updates by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/420
* Update docs by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/421
* Fix several small issues by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/423
* Pass MyPy Checks for the DiD module by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/424
* Fix bug with negative fixef 425 by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/426
* [pre-commit.ci] pre-commit autoupdate by pre-commit-ci in https://github.com/s3alfisc/pyfixest/pull/432
* Bump jinja2 from 3.1.3 to 3.1.4 by dependabot in https://github.com/s3alfisc/pyfixest/pull/433
* PyFixest `0.20.0` by s3alfisc in https://github.com/s3alfisc/pyfixest/pull/434


**Full Changelog**: https://github.com/s3alfisc/pyfixest/compare/v0.19.0...v0.20.0

**Full Changelog**: https://github.com/s3alfisc/pyfixest/compare/v0.18.0...v0.19.0

- Large(ish) Refactoring of Interal Processing of Model Formulas, in particular `FixestFormulaParser` and `model_matrix_fixest`. As a results, the code should be cleaner and more robust.
- The `fml` argument of `model_matrix_fixest` is deprecated. Instead, `model_matrix_fixest` now asks for a `FixestFormula`, which is essentially a dictionary with information on model specifications like a first stage formula (if applicable), dependent variables, fixed effects, etc.
- Additionally, `model_matrix_fixest` now returns a dictionary instead of a tuple.
- Fixed effects reference setting via `i(var1, var2, ref)` syntax is back. The `i_ref1`, `i_ref2` function arguments are deprecated. It is again possible to run

python
import pyfixest as pf
data = pf.get_data()

fit1 = pf.feols("Y ~ i(f1, X2)", data=data)
fit2 = pf.feols("Y ~ i(f1, X2, ref = 1)", data=data)

fit1.coef()
Coefficient
Intercept -0.164200

- ... restructures the codebase and reorganizes how users can interact with the `pyfixest` API. It is now recommended to use `pyfixest` in the following way:

python
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](https://github.com/Wenzhi-Ding) for the PR!

- ... adds support for simultaneous confidence intervals via a multiplier bootstrap. Thanks to [apoorvalal](https://github.com/apoorvalal) for the contribution!

python
fit.confint(joint = True)


- ... adds support for the causal cluster variance estimator by [Abadie et al. (QJE, 2023)](https://academic.oup.com/qje/article/138/1/1/6750017)
for OLS via the `.ccv()` method.

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



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

New Contributors
* apoorvalal made their first contribution in https://github.com/s3alfisc/pyfixest/pull/286 🎉

**Full Changelog**: https://github.com/s3alfisc/pyfixest/compare/v0.16.0...v0.17.0