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* update figures

* fix #103 and report unajdusted r squared values in summary

* update lock file

* update the docs

* update index for docs

* update index

* update news.md

* more elegant reindexing

* update readme

* add fixest_multi_context method and fixest_multi_flag method

* first lpdid prototype

* initial lpdid implementation

* add basic tests for lpdid

* tweaks

* more tweaks

* add type hints

* fix failing tests

* add r2 to etable output #227

* formatting

* small improvements towards F-test implementation

* reorganise DID methods, small tweaks to lpdid

* reorg did codebase, rename folder from experimental to did

* more cleanups

* test lpdid against stata

* small fixes, no wald tests

* test wald test against clubSandwich

* try r2u

* formatting

* run r2u via container

* run on windows latest

* fix windows latest

* no r2u

* back to ubuntu

* pass unit tests for tests of linear coefficients

* pass all test except p values for wald tests

* throw error if all variables are collinear #228

* update error message'

'

* add pooled estimate for lpdid

* bump version

* update news, add vignette for DiD estimation

* lint

* delete load_df_het

* add nobs info to lpdid output plus test

* fix did2s vcov spsolve csc warnings

* minor lpdid cleanups

* update docs

* wald test only in pyfixest 0.14.0

* update readme

* formatting
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@s3alfisc
s3alfisc authored Jan 1, 2024
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111 changes: 54 additions & 57 deletions docs/Replicating-the-Effect.ipynb
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"###\n",
"\n",
"Estimation: OLS\n",
"Dep. var.: lwg\n",
"Inference: iid\n",
"Observations: 428\n",
"\n",
"| Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5 % | 97.5 % |\n",
"|:--------------|-----------:|-------------:|----------:|-----------:|--------:|---------:|\n",
"| Intercept | 1.007 | 0.071 | 14.180 | 0.000 | 0.868 | 1.147 |\n",
"| inc | 0.010 | 0.003 | 2.947 | 0.003 | 0.003 | 0.016 |\n",
"---\n",
"RMSE: 0.715 Adj. R2: 0.015 Adj. R2 Within: 0.015\n",
"###\n",
"\n",
"Estimation: OLS\n",
"Dep. var.: lwg\n",
"Inference: iid\n",
"Observations: 428\n",
"\n",
"| Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5 % | 97.5 % |\n",
"|:--------------|-----------:|-------------:|----------:|-----------:|--------:|---------:|\n",
"| Intercept | 0.972 | 0.070 | 13.909 | 0.000 | 0.834 | 1.109 |\n",
"| inc | 0.005 | 0.003 | 1.640 | 0.102 | -0.001 | 0.012 |\n",
"| wc | 0.342 | 0.075 | 4.595 | 0.000 | 0.196 | 0.489 |\n",
"---\n",
"RMSE: 0.698 Adj. R2: 0.06 Adj. R2 Within: 0.06\n",
"###\n",
"\n",
"Estimation: OLS\n",
"Dep. var.: lwg\n",
"Inference: iid\n",
"Observations: 428\n",
"\n",
"| Coefficient | Estimate | Std. Error | t value | Pr(>|t|) | 2.5 % | 97.5 % |\n",
"|:--------------|-----------:|-------------:|----------:|-----------:|--------:|---------:|\n",
"| Intercept | 0.982 | 0.071 | 13.819 | 0.000 | 0.843 | 1.122 |\n",
"| inc | 0.005 | 0.003 | 1.590 | 0.113 | -0.001 | 0.012 |\n",
"| wc | 0.349 | 0.075 | 4.656 | 0.000 | 0.202 | 0.497 |\n",
"| k5 | -0.072 | 0.087 | -0.825 | 0.410 | -0.243 | 0.099 |\n",
"---\n",
"RMSE: 0.697 Adj. R2: 0.059 Adj. R2 Within: 0.059\n"
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