Open s3alfisc opened 1 week ago
I'm making slow progress on this @apoorvalal:
%load_ext autoreload
%autoreload 2
from pyfixest.estimation.feols_ import Feols
#from pyfixest.estimation.fepois_ import Fepois
import pyfixest as pf
data = pf.get_data().dropna()
Y = data["Y"].to_numpy().reshape(-1, 1)
X = data[["X1", "X2"]].to_numpy()
f = data["f1"].to_numpy().reshape(-1, 1)
mod = Feols(Y=Y, X=X, fe=f, coefnames = ["X1", "X2"])
mod.fit()
mod.vcov("hetero")
mod.tidy()
produces
Provide a pure numpy API to
Feols
,Fepois
andFeiv
.