PyFixest Function Reference
Estimation Functions
User facing estimation functions
| estimation.estimation.feols | Estimate a linear regression models with fixed effects using fixest formula syntax. |
| estimation.estimation.fepois | Estimate Poisson regression model with fixed effects using the ppmlhdfe algorithm. |
| estimation.estimation.feglm | Estimate GLM regression models (currently without fixed effects, this is work in progress). |
| 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_.Feols | Non user-facing class to estimate a linear regression via OLS. |
| estimation.fepois_.Fepois | Estimate a Poisson regression model. |
| estimation.feiv_.Feiv | Non user-facing class to estimate an IV model using a 2SLS estimator. |
| estimation.feglm_.Feglm | Abstract base class for the estimation of a fixed-effects GLM model. |
| estimation.felogit_.Felogit | Class for the estimation of a fixed-effects logit model. |
| estimation.feprobit_.Feprobit | Class for the estimation of a fixed-effects probit model. |
| estimation.fegaussian_.Fegaussian | Class for the estimation of a fixed-effects GLM with normal errors. |
| estimation.feols_compressed_.FeolsCompressed | Non-user-facing class for compressed regression with fixed effects. |
Summarize and Visualize
Post-Processing of Estimation Results
| did.visualize.panelview | Generate a panel view of the treatment variable over time for each unit. |
| 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.dtable | Generate descriptive statistics tables and create a booktab style table in |
| report.coefplot | Plot model coefficients with confidence intervals. |
| report.iplot | Plot model coefficients for variables interacted via “i()” syntax, with |
| did.visualize.panelview | Generate a panel view of the treatment variable over time for each unit. |
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. |