Merge pull request #148 from s3alfisc/dev

PyFixest 0.9.7
py-econometrics · Sep 18, 2023 · 85a9d05 · 85a9d05
2 parents 1c60ef4 + a1710f3
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diff --git a/docs/news.md b/docs/news.md
@@ -1,5 +1,9 @@
 # News
 
+## PyFixest `0.9.7`
+
+Fixes a bug in `predict()` produced when multicollinear variables are dropped.
+
 ## PyFixest `0.9.6`
 
 Improved Collinearity handling. See [#145](https://github.com/s3alfisc/pyfixest/issues/145)

diff --git a/poetry.lock b/poetry.lock
diff --git a/pyfixest/__pycache__/feols.cpython-310.pyc b/pyfixest/__pycache__/feols.cpython-310.pyc
diff --git a/pyfixest/feols.py b/pyfixest/feols.py
@@ -702,7 +702,7 @@ def fixef(self) -> None:
 
         fml_linear = f"{depvars} ~ {covars}"
         Y, X = model_matrix(fml_linear, df)
-        X = X.drop("Intercept", axis=1)
+        X = X[self._coefnames] # drop intercept, potentially multicollinear vars
         Y = Y.to_numpy().flatten().astype(np.float64)
         X = X.to_numpy()
         uhat = csr_matrix(Y - X @ self._beta_hat).transpose()

diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyfixest"
-version = "0.9.6"
+version = "0.9.7"
 
 description = "Experimental draft package for high dimensional fixed effect estimation. Supports OLS and IV estimation."
 authors = ["Alexander Fischer <alexander-fischer1801@t-online.de>"]