PyFixest Function Reference

Estimation Functions

User facing estimation functions

estimation.api.feols
estimation.api.fepois
estimation.api.feglm
estimation.api.quantreg
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	Generate a table summarizing the results of multiple regression 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.