- ... 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