v0.27.0

PyFixest 0.27.0

Highlights

New Features

• Adds support for Gelbach's (JoLe 2016) Regression Decomposition method by introducing a decompose() method for Feols.
• Adds support for the multiple hypothesis correction by Westfall & Young via the pf.wyoung() function.
• Input data frames to pf.feols() and pf.fepois() are now converted to pandas via narwhals.
  As a result, users can now provide duckdb or ibis tables as inputs, as well as pandas and polars data frames. polars and pyarrow
  are dropped as a dependencies.

Documentation

• Adds a vignette on multiple testing corrections: link
• Adds a vignette on Gelbach's regression decomposition: link

Bug Fixes

• Fixes a bug in the wildboottest method, which incorrectly used to run a regression on the demeaned dependend variable in case it was
  applied after a fixed effects regression. My apologies for that!
• Fixes a bug in the ritest method, which would use randomization inference coefficients instead of t-statistics whenever the "randomization-t" option would be selected, leading to incorrect results. This had consequences for the rwolf() function, which, in case of running ri-inference, would default to run the "randomization-t". My apolgies!

Full Changelog

• Release v0.27.0 @s3alfisc (#743)
• Tweak to decomposition notebook: add aggregation example @s3alfisc (#746)
• Update Decomposition Notebook @s3alfisc (#744)
• Improve Panelview Function @rafimikail (#736)
• Gelbach notebook @s3alfisc (#742)
• Multcomp Notebook @s3alfisc (#740)
• [pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#739)
• Adding westfall-young p-value adjustment for multiple tests @marcandre259 (#725)
• fix bug in ritest with randomization-t @s3alfisc (#730)
• [pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#729)
• Gelbach Decomposition @s3alfisc (#669)
• [pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#727)
• Update Examples in Docs @s3alfisc (#724)
• polars -> narwhals @s3alfisc (#714)
• [pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#722)
• docs: add RoyalTS as a contributor for doc @allcontributors (#723)
• fix docstring typos @RoyalTS (#721)
• Multiple Functions require lists of Feols/Feiv/Fepois object; reject FixestMulti #693 @IshwaraHegde97 (#715)
• docs: add IshwaraHegde97 as a contributor for code @allcontributors (#719)
• _narwhals_to_pandas @vincentarelbundock (#700)
• docs: add MarcoGorelli as a contributor for review @allcontributors (#712)
• docs: add vincentarelbundock as a contributor for code @allcontributors (#711)
• Adjust CI: do not run extended tests for push to main @s3alfisc (#710)
• [pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#708)
• Drop test runtime dependency on did2s and IVDiag @s3alfisc (#705)
• remove duplicate error classes @leostimpfle (#706)
• Add RUFF rules @juanitorduz (#697)
• Add bugbear to pre-commit and some code improvements @juanitorduz (#694)
• [pre-commit.ci] pre-commit autoupdate @pre-commit-ci (#696)
• Add the option to use analytical weights in 2-step diff-in-diff estimator @marcandre259 (#692)
• Adding literals to feols and fepois api's @marcandre259 (#680)
• Run all ci tests from ci-wfl @s3alfisc (#689)