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