lrberge / fixest

Fixed-effects estimations
https://lrberge.github.io/fixest/
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Common Pool Fitstat? #526

Open elskrstn opened 1 month ago

elskrstn commented 1 month ago

Hello,

first of all, thanks for the package @lrberge!

This is not an issue per se, but rahter a question/ suggestion: Would it be possible to establish a common pool for individual fitstat creations? (Or maybe if there exists something like that, please lead me towards it but I could not find anything.)

I am thinking of something like common thread on here or similar where people could share their functions for customized tests (using fitstat_register) so other people may be able to use them as well? For instance, I would be very interested in the code by @24thronin on the Sanderson and Windmeijer (2014) first stage F statistic. I think, in general, their lays potential benefit in offering a sort of institionalized way of sharing customized fitstat statistics!

Even better would be of course an easy way to make the command available publicaly directly through fitstat but I am guessing this will then often also lead to buggy results due to unique customizations and model kinds...

Is there anything like that planned by any chance?

Best wishes, Elias

lrberge commented 1 month ago

Hi Elias!

I must say that your comment strikes a chord. This is exactly what I wanted to do: establish a frameworks that makes user contributions seamless. I actually started some work on it two years ago (see here) but never had the time to finish, although the bulk of the work is done.

The steps were:

The most difficult steps were to define a design and the function telling which model is which (that was a pain), and this is done.

So this is definitely planned! When it will be done... that's another question however. My fixest to-do list is pretty big and the time I can devote to it is pretty slim. I think I will be able to get a couple of weeks of work on fixest at the beginning of next year, I hope I can code that up at that time.

Thanks for the reminder :-)