py-econometrics / pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
https://py-econometrics.github.io/pyfixest/
MIT License
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[Issue-400] Implementing dynamic alpha for coefplot and iplot #528

Closed rafimikail closed 3 months ago

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rafimikail commented 3 months ago

Hi @s3alfisc , this will be the merge request for implementing dynamic alpha for iplot and coefplot

I will re-do a sanity check, remove unnecessary files (used for testing), and put the proof of the test later

Thanks

rafimikail commented 3 months ago

Hi @s3alfisc , kindly need your review for this merge request, I've also included the test results. Let me know if there are any improvements or changes needed. Thanks!

Test proofs:

  1. Coefplot using default alpha value
  2. Coefplot using adjusted alpha value
  3. Iplot using adjusted alpha value
image image image
s3alfisc commented 3 months ago

Hi @rafimikail , I made minor adjustments. Will merge this after the CI tests pass =) Congrats 🎉 and thanks for your first contribution to pyfixest!

s3alfisc commented 3 months ago

@all-contributors please add @rafimikail for code

allcontributors[bot] commented 3 months ago

@s3alfisc

I've put up a pull request to add @rafimikail! :tada:

codecov[bot] commented 3 months ago

Codecov Report

Attention: Patch coverage is 92.85714% with 1 line in your changes missing coverage. Please review.

Files Coverage Δ
pyfixest/report/visualize.py 98.97% <100.00%> (ø)
pyfixest/estimation/feols_.py 87.60% <90.00%> (ø)

... and 29 files with indirect coverage changes

rafimikail commented 3 months ago

Hi @s3alfisc , I appreciate your help with the alpha consistency in get_inference, I was actually aware of it but I was concerned it might have dependencies with other functions, so i did not change it directly. Sorry could not address it myself immediately, it was quite late here in my country when you commented.

Also Big Thanks! I'm really pleased with my first contribution and I am interested to keep contributing!