ritest: Add support for stratified sampling - Githubissues

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

ritest: Add support for stratified sampling #459

Open s3alfisc opened 1 month ago

s3alfisc commented 1 month ago

Context

Many experimental designs rely on stratified sampling. Both the R and Stata ritest packages implement options for stratification.

To do

add a strata function argument to .ritest() for stratified sampling.
adjust the _resample function https://github.com/py-econometrics/pyfixest/blob/734a21c34a56a88ba12b0fa26cd3ed0e8c24bd51/pyfixest/estimation/ritest.py#L247 to allow for stratified sampling.
implement tests against R's ritest by adding tests with stratification by adjusting https://github.com/py-econometrics/pyfixest/blob/734a21c34a56a88ba12b0fa26cd3ed0e8c24bd51/tests/r_test_comparisons.R#L13
add tests to tests/test_ritest.py

ryputtam commented 2 weeks ago

@s3alfisc I want to work on this

s3alfisc commented 2 weeks ago

Great, I'll assign this to you then! Please let me know if I can help you in any way =)