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Bug in i() interaction #211

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s3alfisc opened this issue Nov 7, 2023 · 2 comments · Fixed by #212
Closed

Bug in i() interaction #211

s3alfisc opened this issue Nov 7, 2023 · 2 comments · Fixed by #212
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s3alfisc commented Nov 7, 2023 •
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Somwhere somehow one level too much is dropped, see this figure where level 20 is missing:

image
@s3alfisc s3alfisc added the bug Something isn't working label Nov 7, 2023
s3alfisc added a commit that referenced this issue Nov 7, 2023
@s3alfisc
attempt to fix #211
4a15a5c
@s3alfisc s3alfisc mentioned this issue Nov 7, 2023
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s3alfisc commented Nov 7, 2023

Should be fixed by #212 , but I will have to add some tests tomorrow. Confirms my rule of thumb: I will regret every test that I don't write.

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s3alfisc commented Nov 8, 2023

It's likely best to do a larger refactoring and to use ~ C(X, contr.treatment("x")) syntax from formulaic + to drop levels 2, 3, ... manually.

s3alfisc added a commit that referenced this issue Nov 10, 2023
@s3alfisc
PyFixest 0.10.10 (#212)
c683dd2 
* attempt to fix #211

* cleanup

* clarification

* fix i() bug for i(var), not for i(var1, var2)

* add drop_intercept argument to feols, fepois

* fix error with did2s inference

* add error when 0 or -1 in first stage

* fix tests, output warning for i(var1, var2) syntax

* format code

* update figure + fix small bug

* no 0 in second stage did test

* bump version

* deprecate i(var1, var2) syntax, update news

* format

* bring back i(var1, var2)

* format
s3alfisc added a commit that referenced this issue Nov 18, 2023
@s3alfisc
Crv numba (#217)
6d81a19 
* PyFixest 0.10.7: Basic Did2s support (#194)

* initial commit

* reproduce did2s.r results

* add twfe estimator

* create treatment var internally

* some defensive input checks

* acknowledge kyle as copyright holder

* create experimental folder

* update docs

* update version

* add did2s function

* get event_study() did2s to work again

* delete did2s function

* add basic tests

* patch version

* delete pyaches

* update news

* update starting message

* update readme

* update pyproject.toml

* ci tests on mac as fixest already compiled

* test on windows

* back to testing on linux

* first install python, then R deps

* fix yaml syntax

* yaml is too hard

* fix typo

* PyFixest 0.10.8: More flexible DID2s support (#206)

* initial commit

* reproduce did2s.r results

* add twfe estimator

* create treatment var internally

* some defensive input checks

* acknowledge kyle as copyright holder

* create experimental folder

* update docs

* update version

* add did2s function

* get event_study() did2s to work again

* delete did2s function

* add basic tests

* patch version

* delete pyaches

* update news

* update starting message

* update readme

* update pyproject.toml

* ci tests on mac as fixest already compiled

* test on windows

* back to testing on linux

* first install python, then R deps

* fix yaml syntax

* yaml is too hard

* some work towards a more flexible API

* get did2s function prototype to run

* event_study() and did2s() both run through

* add examples to did2s() and event_study()

* more tests for did2s

* pass tests

* two reference levels

* fix small bug re _drop_ref

* get did2s() to run

* fix did2s vcov bug

* add tests

* update did example

* further updates

* update i-tests

* bump version and update readme

* readme tweaks

* update news

* update readme

* update readme

* dont gitignore figures folder

* PyFixest 0.8.10.1: add black workflow (#207)

* add black action

* run black

* revert notebook

* PyFixest 0.10.8.2: close #208 (#209)

* check for did2s if treatment is boolean

* update docs

* ci only when push to master

* bump version

* small fixes

* formatting

* PyFixest 0.10.9: Improve etable() (#210)

* first step to prettier etable

* add tabulate dependency, fix etable fixef bug

* fix bug with no fixed effects

* fix no model has fixef exception

* bump poetry version

* fix hline placement bug

* formatting

* make plot nicer

* add vcov info

* reformat

* reformat

* update news

* PyFixest 0.10.10  (#212)

* attempt to fix #211

* cleanup

* clarification

* fix i() bug for i(var), not for i(var1, var2)

* add drop_intercept argument to feols, fepois

* fix error with did2s inference

* add error when 0 or -1 in first stage

* fix tests, output warning for i(var1, var2) syntax

* format code

* update figure + fix small bug

* no 0 in second stage did test

* bump version

* deprecate i(var1, var2) syntax, update news

* format

* bring back i(var1, var2)

* format

* fix i(var1, var2) interaction - unit tests pass

* formatting

* bump version

* Fix poisson bug (#215)

* update docs

* add _depvar attribute to Feols object

* use _depvar attribute

* move separation checks out of Fepois to fix #138

* revert changes to performance method

* temporarily do not report r squared metrics

* fix separation bug  #138

* formatting

* update docs

* njit and parallelize crv1 inference #204

* formatting

* bump version
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PyFixest 0.10.10 py-econometrics/pyfixest
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