PyFixest 0.10.5: Fix IV bug #197 (#198)

py-econometrics · Oct 28, 2023 · 992865f · 992865f
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diff --git a/.gitignore b/.gitignore
@@ -5,4 +5,9 @@
 pyfixest/debug.py
 pyfixest/profile.py
 site
-dist
+dist
+.mypy_cache
+.pytest_cache
+.vscode
+*.pyc
+__pycache__/
diff --git a/docs/news.md b/docs/news.md
@@ -1,5 +1,14 @@
 # News
 
+## PyFixest `0.10.5`
+
+- Fixes a big in IV estimation that would trigger an error. See [here](https://github.com/s3alfisc/pyfixest/issues/197) for details. Thanks to @aeturrell for reporting!
+
+## PyFixest `0.10.4`
+
+- Implements a custom function to drop singleton fixed effects.
+- Additional small performance improvements.
+
 ## PyFixest `0.10.3`
 
 - Allows for white space in the multiway clustering formula.

diff --git a/poetry.lock b/poetry.lock
diff --git a/pyfixest/FormulaParser.py b/pyfixest/FormulaParser.py
@@ -96,9 +96,13 @@ def __init__(self, fml):
                 covars = f"{endogvars}+{covars}"
 
         if endogvars is not None:
-            if len(endogvars) > len(instruments):
+            if not isinstance(endogvars, list):
+                endogvars_list = endogvars.split("+")
+            if not isinstance(instruments, list):
+                instruments_list = instruments.split("+")
+            if len(endogvars_list) > len(instruments_list):
                 raise UnderDeterminedIVError(
-                    "The IV system is underdetermined. Only fully determined systems are allowed. Please provide as many instruments as endogenous variables."
+                    "The IV system is underdetermined. Please provide as many or more instruments as endogenous variables."
                 )
             else:
                 pass

diff --git a/pyfixest/__pycache__/FixestMulti.cpython-310.pyc b/pyfixest/__pycache__/FixestMulti.cpython-310.pyc
diff --git a/pyfixest/__pycache__/FormulaParser.cpython-310.pyc b/pyfixest/__pycache__/FormulaParser.cpython-310.pyc
diff --git a/pyfixest/__pycache__/__init__.cpython-310.pyc b/pyfixest/__pycache__/__init__.cpython-310.pyc
diff --git a/pyfixest/__pycache__/debug.cpython-310-pytest-7.3.1.pyc b/pyfixest/__pycache__/debug.cpython-310-pytest-7.3.1.pyc
diff --git a/pyfixest/__pycache__/demean.cpython-310.pyc b/pyfixest/__pycache__/demean.cpython-310.pyc
diff --git a/pyfixest/__pycache__/estimation.cpython-310.pyc b/pyfixest/__pycache__/estimation.cpython-310.pyc
diff --git a/pyfixest/__pycache__/exceptions.cpython-310.pyc b/pyfixest/__pycache__/exceptions.cpython-310.pyc
diff --git a/pyfixest/__pycache__/feiv.cpython-310.pyc b/pyfixest/__pycache__/feiv.cpython-310.pyc
diff --git a/pyfixest/__pycache__/feols.cpython-310.pyc b/pyfixest/__pycache__/feols.cpython-310.pyc
diff --git a/pyfixest/__pycache__/fepois.cpython-310.pyc b/pyfixest/__pycache__/fepois.cpython-310.pyc
diff --git a/pyfixest/__pycache__/fixest.cpython-310.pyc b/pyfixest/__pycache__/fixest.cpython-310.pyc
diff --git a/pyfixest/__pycache__/model_matrix_fixest.cpython-310.pyc b/pyfixest/__pycache__/model_matrix_fixest.cpython-310.pyc
diff --git a/pyfixest/__pycache__/ssc_utils.cpython-310.pyc b/pyfixest/__pycache__/ssc_utils.cpython-310.pyc
diff --git a/pyfixest/__pycache__/summarize.cpython-310.pyc b/pyfixest/__pycache__/summarize.cpython-310.pyc
diff --git a/pyfixest/__pycache__/utils.cpython-310.pyc b/pyfixest/__pycache__/utils.cpython-310.pyc
diff --git a/pyfixest/__pycache__/visualize.cpython-310.pyc b/pyfixest/__pycache__/visualize.cpython-310.pyc
diff --git a/pyfixest/summarize.py b/pyfixest/summarize.py
@@ -1,3 +1,4 @@
+from tkinter import N
 from pyfixest.feols import Feols
 from pyfixest.fepois import Fepois
 from pyfixest.feiv import Feiv

diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyfixest"
-version = "0.10.4"
+version = "0.10.5"
 
 
 description = "(Not so) experimental draft package for high dimensional fixed effect estimation. Supports OLS, IV and Poisson regression and a range of inference procedures."

diff --git a/tests/__pycache__/__init__.cpython-310.pyc b/tests/__pycache__/__init__.cpython-310.pyc
diff --git a/tests/__pycache__/test_custom_demean.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_custom_demean.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_demean.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_demean.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_errors.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_errors.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_formulas.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_formulas.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_multicollinearity.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_multicollinearity.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_plots.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_plots.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_poisson.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_poisson.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_predict_resid_fixef.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_predict_resid_fixef.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_predict_resid_fixef.cpython-310-pytest-7.3.1.pyc.20280 b/tests/__pycache__/test_predict_resid_fixef.cpython-310-pytest-7.3.1.pyc.20280
diff --git a/tests/__pycache__/test_ses.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_ses.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_ssc.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_ssc.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_vs_fixest.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_vs_fixest.cpython-310-pytest-7.3.1.pyc
diff --git a/tests/__pycache__/test_vs_fixest.cpython-310.pyc b/tests/__pycache__/test_vs_fixest.cpython-310.pyc
diff --git a/tests/__pycache__/test_wildboottest.cpython-310-pytest-7.3.1.pyc b/tests/__pycache__/test_wildboottest.cpython-310-pytest-7.3.1.pyc