Tutorials

Guides on PyFixest - mostly using examples from economics and tech (as this is what we know well). Please suggest other interesting applications of fixed effects / PyFixest from other areas of applied statistics!

All tutorials are self-contained. If you’re new to PyFixest and fixed effects estimation, we recommend that you start with OLS with Fixed Effects, else just jump to any topic that fits your problem.

OLS with Fixed Effects

Core Estimation

Twin studies and ‘AKM’ regressions in worker-firm panels: two cases studies in controlling for unobserved heterogeneity with fixed effects.

Formula Syntax

Core Estimation

In this tutorial, we showcase all of PyFixest formulas syntax; including syntax for fitting models with fixed effects, interactions, and multiple-estimation operators.

Standard Errors & Inference

Core Estimation

HC-robust, cluster-robust, wild bootstrap, randomization inference, and the causal cluster variance estimator.

Instrumental Variables

Core Estimation

IV estimation with fixed effects, first-stage diagnostics, and the effective F-statistic.

Poisson & GLMs

Core Estimation

Poisson for nonnegative outcomes, DiD with counts, and logit/probit for propensity-score based AB testing.

Difference-in-Differences Estimation

Causal Inference

TWFE, Gardner’s two-stage DID2S, local projections, and event study designs with heterogeneous treatment effects.

Quantile Regression

Specialized Methods

Quantile regression for modeling the full conditional distribution, not just the mean.

Regression Tables

Workflow

Publication-ready tables with Great Tables or LaTeX booktabs — customize labels, significance stars, and output formats.

Categories

OLS with Fixed Effects

Formula Syntax

Standard Errors & Inference

Instrumental Variables

Poisson & GLMs

Difference-in-Differences Estimation

Quantile Regression

Regression Tables