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py-econometrics / pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
https://py-econometrics.github.io/pyfixest/pyfixest.html
MIT License
118 stars 27 forks source link

covariate decomposition methods #446

Open apoorvalal opened 1 month ago

apoorvalal commented 1 month ago

Gelbach's decomposition / linear baron-kenny mediation implementation. Shouldn't be too hard to add as a method in feols since it is all np.linalg.lstsq under the hood.

codecov[bot] commented 1 month ago

Codecov Report

Attention: Patch coverage is 0% with 37 lines in your changes missing coverage. Please review.

Files Coverage Δ
pyfixest/estimation/decomposition.py 0.00% <0.00%> (ø)

... and 29 files with indirect coverage changes