py-econometrics / pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
https://py-econometrics.github.io/pyfixest/pyfixest.html
MIT License
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numpy-api: Enable support of Feols methods with numpy-api #464

Open s3alfisc opened 1 month ago

s3alfisc commented 1 month ago

Context

Relates to #454. Currently, most post-estimation methods for inference require the input data frame to be stored within the model object.

Additionally, they might require context about the model formula, dropped columns etc.

When fitting a model via the OOP API, the Feols class will not have a _data, _fml, etc attribute. As a result, a range of methods need to be refactored.

To do

Refactor the following methods:

Additionally, the

methods all require information on the model formula.

s3alfisc commented 1 month ago

Looks like rather high efforts ...