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implement update method for coef vector #567

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merged 4 commits into from
Jul 31, 2024

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apoorvalal
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@apoorvalal apoorvalal commented Jul 28, 2024

added simple update method to feols object to update coefficient vector in online-learning settings. Use demonstrated in quickstart notebook.
Also fleshed out confint section of quickstart notebook.

…lso link to sup-t reference paper for confint.
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codecov bot commented Jul 28, 2024

Codecov Report

Attention: Patch coverage is 97.05882% with 1 line in your changes missing coverage. Please review.

Files Coverage Δ
tests/test_others.py 100.00% <100.00%> (ø)
pyfixest/estimation/feols_.py 90.64% <93.75%> (ø)

... and 27 files with indirect coverage changes

@s3alfisc
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Thanks for adding the tests @apoorvalal - should I merge this as is & we can add inference for the update method in a separate PR?

@apoorvalal
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apoorvalal commented Jul 31, 2024 via email

@s3alfisc s3alfisc merged commit 3bc70e6 into py-econometrics:master Jul 31, 2024
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@apoorvalal apoorvalal deleted the onlineOLS branch August 23, 2024 22:41
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2 participants