pyfixest 0.3.4

Draft package for high dimensional fixed effect OLS estimation

PyFixest

coverage coverage 88% 88%

This is a draft package (highly experimental!) for a Python clone of the excellent fixest package.

Fixed effects are projected out via the PyHDFE package.

For a quick introduction, see the tutorial.

from pyfixest import Fixest
from pyfixest.utils import get_data

data = get_data()

fixest = Fixest(data = data)
fixest.feols("Y~X1 | X2", vcov = "HC1")
fixest.summary()
# ### Fixed-effects: X2
# Dep. var.: Y
#
#     Estimate  Std. Error   t value  Pr(>|t|)
# X1 -0.103285    0.172956 -0.597172  0.550393

Support for more fixest formula-sugar is work in progress.