PyFixest 0.10.8: More flexible DID2s support #206
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Nov 18, 2023
* 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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Breaking changes
Reference levels for the
i()formula syntax can no longer be set within the formula, but need to be added via thei_ref1function argument to eitherfeols()andfepois().New feature
A
dids2()function is added, which implements the 2-stage difference-in-differences procedure à la Gardner and follows the syntax of @kylebutts did2s R package.