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Provide a OOP numpy API #515

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a83e6ad
delete _m suffix for methods
s3alfisc Jun 17, 2024
0b32b21
set default args for Feols class
s3alfisc Jun 18, 2024
1523d1f
add fe arg
s3alfisc Jun 18, 2024
7d2d41d
fit method to work
s3alfisc Jun 18, 2024
b8b2c3e
numpy api
s3alfisc Jun 18, 2024
f882d5d
first attempt Fepois
s3alfisc Jun 18, 2024
acedb12
move demean into fit (required for Fepois)
s3alfisc Jun 18, 2024
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4 changes: 2 additions & 2 deletions pyfixest/did/estimation.py
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Original file line number Diff line number Diff line change
Expand Up @@ -131,7 +131,7 @@ def event_study(
raise NotImplementedError("Estimator not supported")

# update inference with vcov matrix
fit.get_inference()
fit.inference()

return fit

Expand Down Expand Up @@ -253,7 +253,7 @@ def did2s(

fit._vcov = vcov
fit._G = _G
fit.get_inference() # update inference with correct vcov matrix
fit.inference() # update inference with correct vcov matrix

fit._vcov_type = "CRV1"
fit._vcov_type_detail = "CRV1 (GMM)"
Expand Down
2 changes: 1 addition & 1 deletion pyfixest/did/event_study.py
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Expand Up @@ -118,6 +118,6 @@ def event_study(
raise NotImplementedError("Estimator not supported")

# update inference with vcov matrix
fit.get_inference()
fit.inference()

return fit
11 changes: 6 additions & 5 deletions pyfixest/estimation/FixestMulti_.py
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Original file line number Diff line number Diff line change
Expand Up @@ -311,6 +311,7 @@ def _estimate_all_models(
FIT = Feols(
Y=Yd_array,
X=Xd_array,
fe=None, # hack, demeaning happens outside!
weights=weights,
coefnames=coefnames,
collin_tol=collin_tol,
Expand All @@ -325,7 +326,7 @@ def _estimate_all_models(
if FIT._X_is_empty:
FIT._u_hat = Y.to_numpy() - Yd_array
else:
FIT.get_fit()
FIT.fit()

elif _method == "fepois":
# check for separation and drop separated variables
Expand Down Expand Up @@ -368,7 +369,7 @@ def _estimate_all_models(
weights_type=_weights_type,
)

FIT.get_fit()
FIT.fit()

FIT.na_index = na_index
if na_separation:
Expand Down Expand Up @@ -402,11 +403,11 @@ def _estimate_all_models(
# inference
vcov_type = _get_vcov_type(vcov, fval)
FIT.vcov(vcov=vcov_type, data=_data_clean)
FIT.get_inference()
FIT.inference()

# other regression stats
if _method == "feols" and not FIT._is_iv:
FIT.get_performance()
FIT.performance()
if _icovars is not None:
FIT._icovars = _icovars
else:
Expand Down Expand Up @@ -489,7 +490,7 @@ def vcov(self, vcov: Union[str, dict[str, str]]):
) = _deparse_vcov_input(vcov, False, False)

fxst.vcov(vcov=vcov)
fxst.get_inference()
fxst.inference()

return self

Expand Down
2 changes: 1 addition & 1 deletion pyfixest/estimation/feiv_.py
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Expand Up @@ -127,7 +127,7 @@ def __init__(
self._support_iid_inference = True
self._supports_cluster_causal_variance = False

def get_fit(self) -> None:
def fit(self) -> None:
"""Fit a IV model using a 2SLS estimator."""
_X = self._X
_Z = self._Z
Expand Down
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