Alpha (confidence interval) not used in plotting functions

py-econometrics / pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax

https://py-econometrics.github.io/pyfixest/

MIT License

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Closed juanitorduz closed 3 months ago

juanitorduz commented 5 months ago

The alpha parameter in the plotting functions iplot and coefplot is not used

rafimikail commented 3 months ago

Hi @s3alfisc , i would like to work on this!

s3alfisc commented 3 months ago

Awesome, I've assigned this to you @rafimikail! =)

s3alfisc commented 3 months ago

Hi @rafimikail, very nice talking to you earlier! As discussed, here's one way to tackle the issue:

add a function argument alpha to Feols.tidy().
if alpha is not None, re-compute the confidence interval by reimplementing logic in self.get_inference()
update the CI level names in the series
pass the alpha argument to adjust iplot() and coefplot() (e.g. here for iplot)
adjust the CI levels in _coefplot (it always states 95%)
add some API tests here or here

And that's it! =)

rafimikail commented 3 months ago

Hi @s3alfisc , Thanks for wrapping it up, i will give a try!