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:
vcov() needs to get a "cluster" argument, where users can provide a numpy array for the cluster variable. This array needs to be converted to ints internally.
wildbootest() same as above, but no conversion to ints required
ccv(): "param" and "cluster" should be changed to arrays
[fixef()]() currently requires a formula on model inputs. need to convert fixef_array to one-hot encoded matrix without relying on fixed effects names.
predict() the newdata likely needs two new arguments - new_covars and new_fixef.
ritest(): resampvar, cluster should be allowed to be np.arrays
Additionally, the
summary()
etable()
coefplot()
iplot()
methods all require information on the model formula.
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.