Move to PyFixest#117
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Hi @gbekes ,
Here is a very preliminary draft PR to move the regression / fixed effects notebooks from chapters 10 and 23 to
pyfixest. You should really think about this as a rough draft, with the only purpose for you to be able to take a look at pyfixest syntax / how output looks. For this purpose, I have deleted multiple notebook chunks, which I will bring back going forward.Generally, coefficients are matching LinearModels / StatsModels. SEs are slightly different - I don't know how small sample corrections are implemented in these packages. PyFixest generally mimics fixest behavior and should match exactly (I am testing this quite thoroughly ).
While updating the notebooks, I have encountered a few issues:
pyfixestdoes not support. To supportpyfixest, we'd have to move to a higher version of Python, which might have impacts on all other package dependencies.formulaicaccepts pandas functions as arguments.Other potential issues:
hoursetohours,hoursewas not available in the data set).