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py-econometrics / pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
https://py-econometrics.github.io/pyfixest/pyfixest.html
MIT License
119 stars 27 forks source link

F-test in pyfixest #531

Closed ARCCer closed 3 days ago

ARCCer commented 4 days ago

I'm trying to do 2SLS regression with IVs, where in the first stage we need to do an F-test to show whether the IV is a weak IV. However, when I check the functions, where get_Ftest() is not launched/ developed, are there any methods for me to get F-test results in my first-stage regression?

Jayhyung commented 3 days ago

Thanks for letting us know. I'm actually working on this and trying to raise a new issue regarding this, as the diagnostic tools in the first stage regression are absent in the current package. Stay tuned for our next update!

s3alfisc commented 3 days ago

We actually already have an open issue for this #280 and @Vksingh306 has offered to pick it up =)

ARCCer commented 3 days ago

yes, that's great. I hope this package can be better to catch up STATA one day and really thanks to all the contributors for the priceless dedication