Large Refactor to Clean Up FixestMulti class
#601
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Clean up the
FixestMulticlass to allow incorporation of compression strategy without producing a completely messy code base.FeolsFeivFepoisIn more detail, the
model_matrix()step is moved fromFixestMultito the estimation subclasses. They no longer accept matrix inputs but have an API close to the one offeols()- one has to provide aFormulaobject, apd.DataFrame, and other function arguments and no longer numpy arrays.The changes in the PR also make the
add_context()method superfluous.