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Mention self._vcov in docs (#527)
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* feols.vcov() returns covariance matrix

* changed self._vcov to self.vcov in feols.py

* Update quickstart.ipynb with vcov attribute

* Update lpdid.py

rename `self._vcov` to `self.vcov` in the `lpdid` class

* Update quickstart.ipynb

the vcov attribute is always available =)

* Update feols_.py

replacing .vcov with ._vcov

* Update quickstart.ipynb

.vcov to ._vcov

* .vcov to ._vcov

---------

Co-authored-by: Alexander Fischer <alexander-fischer1801@t-online.de>
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greenguy33 and s3alfisc authored Jul 6, 2024
1 parent 405ba73 commit f02b627
Showing 1 changed file with 8 additions and 1 deletion.
9 changes: 8 additions & 1 deletion docs/quickstart.ipynb
Original file line number Diff line number Diff line change
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"source": [
"# Getting Started with PyFixest\n",
"\n",
"## What is a fix effect model?\n",
"## What is a fixed effect model?\n",
"\n",
"A fixed effect model is a statistical model that includes fixed effects, which are parameters that are estimated to be constant across different groups. \n",
"\n",
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"fit.vcov({\"CRV3\": \"group_id\"}).summary()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The estimated covariance matrix is available as an attribute of the `Feols` object called `._vcov`."
]
},
{
"cell_type": "markdown",
"metadata": {},
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