PyFixest Function Reference
Estimation Functions
User facing estimation functions
estimation.feols | Estimate a linear regression models with fixed effects using fixest formula syntax. |
estimation.fepois | Estimate Poisson regression model with fixed effects using the ppmlhdfe algorithm. |
did.estimation.did2s | Estimate a Difference-in-Differences model using Gardner’s two-step DID2S estimator. |
did.estimation.lpdid | Local projections approach to estimation. |
did.estimation.event_study | Estimate Event Study Model. |
estimation.bonferroni | Compute Bonferroni adjusted p-values for multiple hypothesis testing. |
estimation.rwolf | Compute Romano-Wolf adjusted p-values for multiple hypothesis testing. |
Estimation Classes
Details on Methods and Attributes
estimation.Feols | Non user-facing class to estimate a liner regression via OLS. |
estimation.Fepois | Estimate a Poisson regression model. |
estimation.Feiv | Non user-facing class to estimate an IV model using a 2SLS estimator. |
Summarize and Visualize
Post-Processing of Estimation Results
report.summary | Print a summary of estimation results for each estimated model. |
report.etable | Create an esttab-like table from a list of models. |
report.coefplot | Plot model coefficients with confidence intervals. |
report.iplot | Plot model coefficients for variables interacted via “i()” syntax, with |
Misc / Utilities
PyFixest internals and utilities
estimation.demean | Demean an array. |
estimation.detect_singletons | Detect singleton fixed effects in a dataset. |
estimation.model_matrix_fixest | Create model matrices for fixed effects estimation. |