Changes
New features and bug fixes
- Adds a function argument `context`, that allows to pass information / context to the `formulaic.Formulaic.get_model_matrix()` call that creates the model matrix.
- Fix a bug that caused reindexing of `LPDID._coeftable` when calling `LPDID.iplot()`. As a result, a second call of `LPDID.iplot()` would fail.
- Bumps the required `formulaic` version to `1.1.0` and fixes errors that arose when a) the `ref` argument was used for `i()` syntax, which led to a silent failure under `formulaic >= 1.1.0`, and `fixef()` / `predict()` with fixed effects, which led to a loud error.
New experimental Features
Note: both features should be fully released in the upcoming pyfixest release.
- Adds a `pf.feglm()` function that supports GLMs with normal and binomial families (gaussian, logit, probit) without fixed effects. Fixed effects support is work in progress.
- Adds an options to run the demean function via `JAX`. This might speed up the model fit if GPU is available.
All Changes