**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
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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