From f02b6271763a70d1ea3864cb97187f16339040cc Mon Sep 17 00:00:00 2001 From: Hayden Freedman Date: Sat, 6 Jul 2024 09:17:25 -0600 Subject: [PATCH] Mention `self._vcov` in docs (#527) * 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 --- docs/quickstart.ipynb | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/docs/quickstart.ipynb b/docs/quickstart.ipynb index fbfa0d66..dd486674 100644 --- a/docs/quickstart.ipynb +++ b/docs/quickstart.ipynb @@ -6,7 +6,7 @@ "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", @@ -719,6 +719,13 @@ "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": {},