Open droodman opened 5 months ago
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Thanks. the contract of `partial_out' is to return a dataframe with as many rows as the initial one, as long as align = true. Could you add a check that, when drop_singletons = true is specified, the function returns an error unless align is set to false? Thanks
Another thing is that adding a fourth argument to the function return is breaking. I don't mind, i could tag a new version, but at this point, it'd be better to create a return type for partial_out.
I understand you want to be careful in changing the interface of partial_out() in a breaking way. But I'm not sure what "contract" means here. This package is not fully documented; in particular, partial_out() is not documented. And in general I think a mature API will have a functional interface so the caller need not interact directly with, and make assumptions about, the structure of the return object. E.g., as far as I know the StatsAPI() interface is all functional.
So I would propose adding new return values onto the end of the currently returned tuple, to be minimally breaking; documenting this function an and any others that are conceived of as making contractual commitments; and implementing the commitments through functions.
partial_out is documented — have a look at all the documentation info at the top of the file.
Before handing things over to
ivreg2
,ivregdfe
partials out the FE and identifies and drops singletons. I'm makingreghdfejl
optionally do the same thing now--call partial_out() and then use ivreg2 instead of FixedEffectsModels.jl for the core IV work--since it offers a lot more diagnostics and estimation options. So it would be good ifpartial_out()
also optionally dropped singletons. I made the newdrop_singletons
option default to false so old results are not affected. Of course, this is inconsistent with the default fordrop_singletons
beingtrue
in fit().