PyFixest 0.7.0

Potentially Breaking Changes

• for Fixest objects, the returned dict containing all estimated models is now called all_fitted_models instead of res_model.

Internal Refactoring

• This release provides quite a bit of internal refactoring - overall, the code should now be much easier to read & hopefully be more maintainable.
• Additionally, it cleans up the FixestFormulaParser class.

New Post-Processing Features

v 0.7.0

• adds a Fixest.fetch_model() method to retrieve individual models out of Fixest
• adds post estimation routines for objects of type Feols: coef(), se(), confint,tidy(), etc

After estimating multiple models, it is now possible to fetch individual models (objects of type Feols) from an object of type Fixest via the fetch_model() method:

from pyfixest import Fixest
from pyfixest.utils import get_data
import pandas as pd
data = get_data()

fixest = Fixest(data)
fixest.feols('Y ~ X1 | csw(X2,X3)', vcov = 'iid')

mod = fixest.fetch_model(1)
# Model:  Y~X1|X2+X3
mod
# <pyfixest.feols.Feols at 0x2da61c41b10>

mod.tidy()

#	        Estimate	Std. Error	t value	Pr(>|t|)	confint_lower	confint_upper
#coefnames						
# X1	        0.03975	   0.120714	0.329288	0.741973	-0.03218	0.047319