From e3f37b5b96126384be46f88a696f45759e80b3f7 Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sat, 17 May 2025 11:09:26 +0900 Subject: [PATCH 01/27] Update project toml with conda-forge available R packages --- pyproject.toml | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/pyproject.toml b/pyproject.toml index a5dc8396b..0542d9061 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -25,6 +25,10 @@ dependencies = [ [tool.pixi.feature.dev.dependencies] rpy2 = ">=3.5.11,<4" +r = "*" +r-fixest = ">=0.12.1,<0.13" +r-sandwich = ">=3.0_2,<4" +r-broom = ">=1.0.5,<2" [project.optional-dependencies] dev = [ From 19e6411af795ce132ed138525d8e8b5cb4475747 Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sat, 17 May 2025 18:23:11 +0900 Subject: [PATCH 02/27] Added new pytest marks for r_against_core and r_against_extended --- pyfixest/utils/check_r_install.py | 21 +++++++++++++++++++++ tests/test_did.py | 8 ++++++-- tests/test_feols_compressed.py | 3 --- tests/test_i.py | 6 +++--- tests/test_iv.py | 11 ++++------- tests/test_multcomp.py | 8 ++++++-- tests/test_poisson.py | 5 +---- tests/test_predict_resid_fixef.py | 6 +++--- tests/test_vs_fixest.py | 27 ++++++++++++--------------- tests/test_wald_test.py | 9 +++++++-- 10 files changed, 63 insertions(+), 41 deletions(-) create mode 100644 pyfixest/utils/check_r_install.py diff --git a/pyfixest/utils/check_r_install.py b/pyfixest/utils/check_r_install.py new file mode 100644 index 000000000..63fc4f186 --- /dev/null +++ b/pyfixest/utils/check_r_install.py @@ -0,0 +1,21 @@ +from rpy2.robjects.packages import importr + + +def _catch_import_issue(name: str, strict: bool) -> None: + if strict: + raise ImportError( + f"{name} package not found. Make sure the extended R environment is installed." + ) + else: + print(f"Warning: {name} is not installed. Extended R tests will be unable to run.") + + +def check_r_install(package_names: str | list[str], strict: bool = False) -> None: + "Catch R import issues for package_names and raise ImportError if strict is True." + utils = importr("utils") + package_list = package_names if isinstance(package_names, list) else [package_names] + installed_packages = utils.installed_packages() + + for package in package_list: + if package not in installed_packages: + _catch_import_issue(package, strict) diff --git a/tests/test_did.py b/tests/test_did.py index 97ce3d4c6..6f37cb8f0 100644 --- a/tests/test_did.py +++ b/tests/test_did.py @@ -12,9 +12,9 @@ import pyfixest as pf from pyfixest.did.estimation import did2s as did2s_pyfixest from pyfixest.did.estimation import event_study, lpdid -from pyfixest.utils.set_rpy2_path import update_r_paths +from pyfixest.utils.check_r_install import check_r_install -update_r_paths() +check_r_install("did2s", strict=True) pandas2ri.activate() did2s = importr("did2s") @@ -33,6 +33,7 @@ def data(): return df_het +@pytest.mark.against_r_extended def test_event_study(data): """Test the event_study() function.""" fit_did2s = event_study( @@ -73,6 +74,7 @@ def test_event_study(data): np.testing.assert_allclose(fit_did2s.se(), float(r_df[2]), atol=1e-05, rtol=1e-05) +@pytest.mark.against_r_extended @pytest.mark.parametrize("weights", [None, "weights"]) def test_did2s(data, weights): """Test the did2s() function.""" @@ -279,6 +281,7 @@ def test_lpdid(): fit.tidy() +@pytest.mark.against_r_core @pytest.mark.parametrize("unit", ["unit"]) @pytest.mark.parametrize("cluster", ["unit", "unit2"]) def test_fully_interacted(unit, cluster): @@ -355,6 +358,7 @@ def test_fully_interacted(unit, cluster): ) +@pytest.mark.against_r_core @pytest.mark.skip("mpdata not available online as csv, only run test locally.") @pytest.mark.parametrize( "mpdata_path", [r"C:/Users/alexa/Documents/pyfixest-zalando-talk/mpdta.csv"] diff --git a/tests/test_feols_compressed.py b/tests/test_feols_compressed.py index a16141bc7..a89c064e6 100644 --- a/tests/test_feols_compressed.py +++ b/tests/test_feols_compressed.py @@ -40,7 +40,6 @@ def data(): ] -@pytest.mark.against_r @pytest.mark.parametrize("fml", fmls) @pytest.mark.parametrize("vcov", ["iid", "hetero"]) @pytest.mark.parametrize( @@ -140,7 +139,6 @@ def test_feols_compressed(data, fml, vcov, ssc, dropna): ), "Error in pvalue" -@pytest.mark.against_r def test_identical_seed(): data = pf.get_data() @@ -153,7 +151,6 @@ def test_identical_seed(): assert np.allclose(fit1.pvalue().xs("f1"), fit2.pvalue().xs("f1")), "Error in seed" -@pytest.mark.against_r def test_different_seed(): data = pf.get_data() diff --git a/tests/test_i.py b/tests/test_i.py index f24258497..ed883625d 100644 --- a/tests/test_i.py +++ b/tests/test_i.py @@ -8,9 +8,6 @@ from rpy2.robjects.packages import importr from pyfixest.estimation.estimation import feols -from pyfixest.utils.set_rpy2_path import update_r_paths - -update_r_paths() pandas2ri.activate() @@ -19,6 +16,7 @@ broom = importr("broom") +@pytest.mark.against_r_core def test_i(): df_het = pd.read_csv("pyfixest/did/data/df_het.csv") df_het["X"] = np.random.normal(size=len(df_het)) @@ -53,6 +51,7 @@ def test_i(): feols("dep_var~i(rel_year, ref = [1.0, 'a'])", df_het) +@pytest.mark.against_r_core def test_i_vs_fixest(): df_het = pd.read_csv("pyfixest/did/data/df_het.csv") df_het = df_het[df_het["year"] >= 2010] @@ -115,6 +114,7 @@ def test_i_vs_fixest(): ) +@pytest.mark.against_r_core @pytest.mark.parametrize( "fml", [ diff --git a/tests/test_iv.py b/tests/test_iv.py index 9355a9378..ea19c59b7 100644 --- a/tests/test_iv.py +++ b/tests/test_iv.py @@ -6,22 +6,18 @@ from rpy2.robjects.packages import importr from pyfixest.estimation.estimation import feols -from pyfixest.utils.set_rpy2_path import update_r_paths +from pyfixest.utils.check_r_install import check_r_install from pyfixest.utils.utils import get_data -update_r_paths() +check_r_install("ivDiag", strict=True) -# Activate pandas2ri to enable conversion between pandas DataFrames and R DataFrames +# Enable the automatic conversion between pandas DataFrame and R DataFrame pandas2ri.activate() # Import the ivDiag package ivDiag = importr("ivDiag") -# Enable the automatic conversion between pandas DataFrame and R DataFrame -pandas2ri.activate() - - @pytest.fixture(scope="module") def r_results(): np.random.seed(1) @@ -120,6 +116,7 @@ def r_results(): } +@pytest.mark.against_r_extended @pytest.mark.parametrize("has_weight", [False, True]) @pytest.mark.parametrize("adj_vcov", ["iid", "hetero", {"CRV1": "cluster"}]) def test_iv_Fstat_ivDiag(has_weight, adj_vcov, r_results): diff --git a/tests/test_multcomp.py b/tests/test_multcomp.py index d041e9c83..e404cb7c3 100644 --- a/tests/test_multcomp.py +++ b/tests/test_multcomp.py @@ -8,10 +8,10 @@ import pyfixest as pf from pyfixest.estimation.estimation import feols from pyfixest.estimation.multcomp import _get_rwolf_pval, bonferroni, rwolf -from pyfixest.utils.set_rpy2_path import update_r_paths +from pyfixest.utils.check_r_install import check_r_install from pyfixest.utils.utils import get_data -update_r_paths() +check_r_install("wildrwolf", strict=True) pandas2ri.activate() @@ -21,6 +21,7 @@ broom = importr("broom") +@pytest.mark.against_r_core @pytest.mark.extended def test_bonferroni(): data = get_data().dropna() @@ -56,6 +57,7 @@ def test_bonferroni(): ) +@pytest.mark.against_r_extended @pytest.mark.extended @pytest.mark.parametrize("seed", [293, 912, 831]) @pytest.mark.parametrize("sd", [0.5, 1.0, 1.5]) @@ -96,6 +98,7 @@ def test_wildrwolf_hc(seed, sd): ) +@pytest.mark.against_r_extended @pytest.mark.extended @pytest.mark.parametrize("seed", [9391]) @pytest.mark.parametrize("sd", [0.5, 1.5]) @@ -138,6 +141,7 @@ def test_wildrwolf_crv(seed, sd): ) +@pytest.mark.against_r_extended @pytest.mark.extended def test_stepwise_function(): B = 1000 diff --git a/tests/test_poisson.py b/tests/test_poisson.py index 907b4e580..95a4fd7b0 100644 --- a/tests/test_poisson.py +++ b/tests/test_poisson.py @@ -12,14 +12,10 @@ import pyfixest as pf from pyfixest.estimation.estimation import fepois -from pyfixest.utils.set_rpy2_path import update_r_paths - -update_r_paths() pandas2ri.activate() fixest = importr("fixest") -stats = importr("stats") def test_separation(): @@ -101,6 +97,7 @@ def test_separation(): assert len(record) == 0 +@pytest.mark.against_r_core @pytest.mark.parametrize("fml", ["Y ~ X1", "Y ~ X1 | f1"]) def test_against_fixest(fml): data = pf.get_data(model="Fepois") diff --git a/tests/test_predict_resid_fixef.py b/tests/test_predict_resid_fixef.py index 178d537ee..b4f80f797 100644 --- a/tests/test_predict_resid_fixef.py +++ b/tests/test_predict_resid_fixef.py @@ -9,9 +9,6 @@ import pyfixest as pf from pyfixest.utils.dev_utils import _extract_variable_level -from pyfixest.utils.set_rpy2_path import update_r_paths - -update_r_paths() pandas2ri.activate() @@ -73,6 +70,7 @@ def test_poisson_prediction_internally(data, weights, fml): fit.predict() +@pytest.mark.against_r_core @pytest.mark.parametrize( "fml", [ @@ -167,6 +165,7 @@ def test_vs_fixest(data, fml): # test with missing fixed effects +@pytest.mark.against_r_core def test_predict_nas(): # tests to fix #246: https://github.com/py-econometrics/pyfixest/issues/246 @@ -214,6 +213,7 @@ def test_predict_nas(): assert len(res) == len(res_r) +@pytest.mark.against_r_core @pytest.mark.parametrize( "fml", [ diff --git a/tests/test_vs_fixest.py b/tests/test_vs_fixest.py index a467def8f..8b14b48dc 100644 --- a/tests/test_vs_fixest.py +++ b/tests/test_vs_fixest.py @@ -12,11 +12,8 @@ import pyfixest as pf from pyfixest.estimation.estimation import feols from pyfixest.estimation.FixestMulti_ import FixestMulti -from pyfixest.utils.set_rpy2_path import update_r_paths from pyfixest.utils.utils import get_data, ssc -update_r_paths() - pandas2ri.activate() fixest = importr("fixest") @@ -191,7 +188,7 @@ def check_relative_diff(x1, x2, tol, msg=None): # - cluster_adj: True -@pytest.mark.against_r +@pytest.mark.against_r_core @pytest.mark.parametrize("dropna", [False, True]) @pytest.mark.parametrize("inference", ["iid", "hetero", {"CRV1": "group_id"}]) @pytest.mark.parametrize("weights", [None, "weights"]) @@ -428,7 +425,7 @@ def test_single_fit_feols( ) -@pytest.mark.against_r +@pytest.mark.against_r_core @pytest.mark.parametrize("dropna", [False, True]) @pytest.mark.parametrize("weights", [None, "weights"]) @pytest.mark.parametrize("f3_type", ["str", "object", "int", "categorical", "float"]) @@ -486,7 +483,7 @@ def test_single_fit_feols_empty( assert mod._beta_hat.size == 0 -@pytest.mark.against_r +@pytest.mark.against_r_core @pytest.mark.parametrize("dropna", [False]) @pytest.mark.parametrize("inference", ["iid", "hetero", {"CRV1": "group_id"}]) @pytest.mark.parametrize("f3_type", ["str"]) @@ -611,7 +608,7 @@ def test_single_fit_fepois( ) -@pytest.mark.against_r +@pytest.mark.against_r_core @pytest.mark.parametrize("dropna", [False]) @pytest.mark.parametrize("weights", [None, "weights"]) @pytest.mark.parametrize("inference", ["iid", "hetero", {"CRV1": "group_id"}]) @@ -707,7 +704,7 @@ def test_single_fit_iv( check_absolute_diff(py_confint, r_confint, 1e-06, "py_confint != r_confint") -@pytest.mark.against_r +@pytest.mark.against_r_core @pytest.mark.parametrize("N", [100]) @pytest.mark.parametrize("seed", [172]) @pytest.mark.parametrize("dropna", [True, False]) @@ -871,7 +868,7 @@ def test_glm_vs_fixest(N, seed, dropna, fml, inference, family): ) -@pytest.mark.against_r +@pytest.mark.against_r_core @pytest.mark.parametrize("N", [100]) @pytest.mark.parametrize("seed", [17021]) @pytest.mark.parametrize("beta_type", ["1"]) @@ -978,7 +975,7 @@ def test_multi_fit(N, seed, beta_type, error_type, dropna, fml_multi): ) -@pytest.mark.against_r +@pytest.mark.against_r_core @pytest.mark.parametrize("N", [100]) @pytest.mark.parametrize("seed", [31]) @pytest.mark.parametrize("beta_type", ["1"]) @@ -1054,7 +1051,7 @@ def test_split_fit(N, seed, beta_type, error_type, dropna, fml_multi, split, fsp ) -@pytest.mark.against_r +@pytest.mark.against_r_core def test_twoway_clustering(): data = get_data(N=500, seed=17021, beta_type="1", error_type="1").dropna() @@ -1111,7 +1108,7 @@ def test_twoway_clustering(): ) -@pytest.mark.against_r +@pytest.mark.against_r_core def test_wls_na(): """Special tests for WLS and NA values.""" data = get_data() @@ -1229,7 +1226,7 @@ def get_data_r(fml, data): return data_r -@pytest.mark.against_r +@pytest.mark.against_r_core @pytest.mark.parametrize( "fml", [ @@ -1260,7 +1257,7 @@ def test_wald_test(fml, data): # np.testing.assert_allclose(fit1._f_statistic_pvalue, wald_pval_r) -@pytest.mark.against_r +@pytest.mark.against_r_core def test_singleton_dropping(): data = get_data() # create a singleton fixed effect @@ -1320,7 +1317,7 @@ def test_singleton_dropping(): ] -@pytest.mark.against_r +@pytest.mark.against_r_core @pytest.mark.parametrize("fml", ssc_fmls) @pytest.mark.parametrize("dropna", [True, False]) @pytest.mark.parametrize("weights", [None, "weights"]) diff --git a/tests/test_wald_test.py b/tests/test_wald_test.py index 1041adef0..6da4e555b 100644 --- a/tests/test_wald_test.py +++ b/tests/test_wald_test.py @@ -9,10 +9,10 @@ import pyfixest as pf from pyfixest.estimation.estimation import feols -from pyfixest.utils.set_rpy2_path import update_r_paths +from pyfixest.utils.check_r_install import check_r_install from pyfixest.utils.utils import ssc -update_r_paths() +check_r_install("car", strict=True) pandas2ri.activate() @@ -23,6 +23,7 @@ base = importr("base") +@pytest.mark.against_r_extended @pytest.mark.parametrize( "R", [ @@ -67,6 +68,7 @@ def test_F_test_single_equation_no_clustering(R): np.testing.assert_allclose(p_stat, r_pvalue, rtol=1e-03, atol=1e-02) +@pytest.mark.against_r_extended @pytest.mark.parametrize( "R", [ @@ -103,6 +105,7 @@ def test_F_test_single_equation(R): np.testing.assert_allclose(p_value, r_pvalue, rtol=1e-03, atol=1e-03) +@pytest.mark.against_r_extended @pytest.mark.parametrize( "seedn", [ @@ -152,6 +155,7 @@ def test_F_test_multiple_equation(seedn): np.testing.assert_allclose(p_value, r_pvalue, rtol=1e-03, atol=1e-03) +@pytest.mark.against_r_extended @pytest.mark.parametrize( "R, fml", [ @@ -211,6 +215,7 @@ def test_F_test_multiple_equations_pvalue(R, fml): np.testing.assert_allclose(f_stat, r_fstat, rtol=1e-02, atol=1e-02) +@pytest.mark.against_r_extended @pytest.mark.parametrize( "R, q, fml", [ From 992d289c95840e34cf1711b4becb7b259f42170c Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sat, 17 May 2025 18:24:18 +0900 Subject: [PATCH 03/27] Updated packages to install for extended R environment --- r_test_requirements.R | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/r_test_requirements.R b/r_test_requirements.R index 4e4b3846f..6786df4d8 100644 --- a/r_test_requirements.R +++ b/r_test_requirements.R @@ -1,6 +1,6 @@ -# note: fixest and broom are installed via conda +# note: R, fixest, sandwich, broom are installed via conda install.packages( - c('fixest', 'broom','clubSandwich', 'did2s', 'wildrwolf', 'reticulate', 'ivDiag', 'stats', 'base', 'car'), + c('did2s', 'wildrwolf', 'reticulate', 'ivDiag', 'car'), repos='https://cran.rstudio.com' ); install.packages( From 3fa3f8a80f82e9cbfc55fa65e3f41803df1a97db Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sat, 17 May 2025 18:25:42 +0900 Subject: [PATCH 04/27] Added test markers in pytest init and related pixi dev tasks --- pyproject.toml | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/pyproject.toml b/pyproject.toml index 0542d9061..6e4104e82 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -95,8 +95,9 @@ plots = { features = ["plots"], solve-group = "default" } [tool.pixi.feature.dev.tasks] tests = "pytest -n 4 --cov-report=term tests" -tests-against-r = "pytest tests -n 4 -m \"against_r\" --cov=pyfixest --cov-report=xml" -tests-regular = "pytest tests -n 4 -m \"not (extended or against_r or plots)\" --cov=pyfixest --cov-report=xml" +tests-against-r-core = "pytest tests -n 4 -m \"against_r_core\" --cov=pyfixest --cov-report=xml" +tests-against-r-extended = "pytest tests -n 4 -m \"against_r_extended\" --cov=pyfixest --cov-report=xml" +tests-regular = "pytest tests -n 4 -m \"not (extended or against_r_core or against_r_extended or plots)\" --cov=pyfixest --cov-report=xml" tests-extended = "pytest tests -n 4 -m \"extended\" --cov=pyfixest --cov-report=xml" tests-fixest = "pytest tests/test_vs_fixest.py -n 4 --cov=pyfixest --cov-report=xml" tests-plots-dev = "pixi run --environment dev pytest tests/test_plots.py -n 4" @@ -105,7 +106,7 @@ tests-rerun = "pytest --lf -n 4" debug = "python pyfixest/debug.py" lint = "pre-commit run ruff --all-files" update-test-data = "Rscript tests/r_test_comparisons.R" -install-r = "Rscript r_test_requirements.R" +install-r-extended = "Rscript r_test_requirements.R" render-notebooks = "python scripts/run_notebooks.py" [tool.pixi.feature.build.tasks] @@ -132,7 +133,8 @@ addopts = [ ] markers = [ - "against_r: mark test to be part of the test suite that depends on R", + "against_r_core: mark test to be part of the test suite that depends on conda available R modules", + "against_r_extended: mark test to be part of the test suite that depends on other R modules", "extended: mark test to be part of the extended test suite", "plots: marks all tests for plotting functionality, tests only triggered when using tag in github issue", ] From 8ed74df39374c491d12ec0402cb8b14d45a01bfb Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sun, 18 May 2025 10:34:55 +0900 Subject: [PATCH 05/27] Moved the extended mark of a fixture to the relevant function so pytest stops complaining --- tests/test_ccv.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/test_ccv.py b/tests/test_ccv.py index 6d7f0cc71..6e563a864 100644 --- a/tests/test_ccv.py +++ b/tests/test_ccv.py @@ -7,7 +7,6 @@ @pytest.fixture -@pytest.mark.extended def data(local=False): """Load the census data used in the tests.""" if local: @@ -17,6 +16,7 @@ def data(local=False): # function retrieved from Harvard Dataverse +@pytest.mark.extended def compute_CCV_AAIW(data, depvar, cluster, seed, nmx, pk): """ Compute the CCV variance using a slight variation of AAIW's code. From b2d206aac94a0536fd08911da959426f1ebff249 Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sun, 18 May 2025 13:01:45 +0900 Subject: [PATCH 06/27] Adjusted extended R test scripts to skip over modules not properly installed --- pyfixest/utils/check_r_install.py | 13 +++++++++---- tests/test_did.py | 9 ++++++--- tests/test_iv.py | 8 ++++---- tests/test_multcomp.py | 11 ++++++++--- tests/test_wald_test.py | 14 ++++++++++---- 5 files changed, 37 insertions(+), 18 deletions(-) diff --git a/pyfixest/utils/check_r_install.py b/pyfixest/utils/check_r_install.py index 63fc4f186..055eb06b2 100644 --- a/pyfixest/utils/check_r_install.py +++ b/pyfixest/utils/check_r_install.py @@ -1,21 +1,26 @@ from rpy2.robjects.packages import importr -def _catch_import_issue(name: str, strict: bool) -> None: +def _catch_import_issue(name: str, strict: bool) -> None | bool: if strict: raise ImportError( f"{name} package not found. Make sure the extended R environment is installed." ) else: print(f"Warning: {name} is not installed. Extended R tests will be unable to run.") + return False -def check_r_install(package_names: str | list[str], strict: bool = False) -> None: - "Catch R import issues for package_names and raise ImportError if strict is True." +def check_r_install(package_names: str | list[str], strict: bool = False) -> bool: + "Catch R import issues for package_names and raise ImportError if strict is True, otherwise pass a bool for passing check." utils = importr("utils") package_list = package_names if isinstance(package_names, list) else [package_names] installed_packages = utils.installed_packages() + package_status = [] for package in package_list: if package not in installed_packages: - _catch_import_issue(package, strict) + package_status.append(_catch_import_issue(package, strict)) + else: + package_status.append(True) + return all(package_status) diff --git a/tests/test_did.py b/tests/test_did.py index 6f37cb8f0..c86df8c5b 100644 --- a/tests/test_did.py +++ b/tests/test_did.py @@ -14,13 +14,14 @@ from pyfixest.did.estimation import event_study, lpdid from pyfixest.utils.check_r_install import check_r_install -check_r_install("did2s", strict=True) - pandas2ri.activate() -did2s = importr("did2s") +# Core Packages stats = importr("stats") broom = importr("broom") fixest = importr("fixest") +# Extended Packages +if (import_check := check_r_install("did2s", strict=False)): + did2s = importr("did2s") @pytest.fixture @@ -33,6 +34,7 @@ def data(): return df_het +@pytest.mark.skipif(import_check is False, reason="R package did2s not installed.") @pytest.mark.against_r_extended def test_event_study(data): """Test the event_study() function.""" @@ -74,6 +76,7 @@ def test_event_study(data): np.testing.assert_allclose(fit_did2s.se(), float(r_df[2]), atol=1e-05, rtol=1e-05) +@pytest.mark.skipif(import_check is False, reason="R package did2s not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize("weights", [None, "weights"]) def test_did2s(data, weights): diff --git a/tests/test_iv.py b/tests/test_iv.py index ea19c59b7..92fc19e7f 100644 --- a/tests/test_iv.py +++ b/tests/test_iv.py @@ -9,13 +9,12 @@ from pyfixest.utils.check_r_install import check_r_install from pyfixest.utils.utils import get_data -check_r_install("ivDiag", strict=True) - # Enable the automatic conversion between pandas DataFrame and R DataFrame pandas2ri.activate() -# Import the ivDiag package -ivDiag = importr("ivDiag") +# Extend R packages +if (import_check := check_r_install("ivDiag", strict=False)): + ivDiag = importr("ivDiag") @pytest.fixture(scope="module") @@ -116,6 +115,7 @@ def r_results(): } +@pytest.mark.skipif(import_check is False, reason="R package ivDiag not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize("has_weight", [False, True]) @pytest.mark.parametrize("adj_vcov", ["iid", "hetero", {"CRV1": "cluster"}]) diff --git a/tests/test_multcomp.py b/tests/test_multcomp.py index e404cb7c3..f67b406d6 100644 --- a/tests/test_multcomp.py +++ b/tests/test_multcomp.py @@ -11,14 +11,16 @@ from pyfixest.utils.check_r_install import check_r_install from pyfixest.utils.utils import get_data -check_r_install("wildrwolf", strict=True) - pandas2ri.activate() +# Core R packages fixest = importr("fixest") -wildrwolf = importr("wildrwolf") stats = importr("stats") broom = importr("broom") +# Extended R packages +if (import_check := check_r_install("wildrwolf", strict=False)): + wildrwolf = importr("wildrwolf") + @pytest.mark.against_r_core @@ -57,6 +59,7 @@ def test_bonferroni(): ) +@pytest.mark.skipif(import_check is False, reason="R package wildrwolf not installed.") @pytest.mark.against_r_extended @pytest.mark.extended @pytest.mark.parametrize("seed", [293, 912, 831]) @@ -98,6 +101,7 @@ def test_wildrwolf_hc(seed, sd): ) +@pytest.mark.skipif(import_check is False, reason="R package wildrwolf not installed.") @pytest.mark.against_r_extended @pytest.mark.extended @pytest.mark.parametrize("seed", [9391]) @@ -141,6 +145,7 @@ def test_wildrwolf_crv(seed, sd): ) +@pytest.mark.skipif(import_check is False, reason="R package wildrwolf not installed.") @pytest.mark.against_r_extended @pytest.mark.extended def test_stepwise_function(): diff --git a/tests/test_wald_test.py b/tests/test_wald_test.py index 6da4e555b..50890b2f0 100644 --- a/tests/test_wald_test.py +++ b/tests/test_wald_test.py @@ -12,17 +12,19 @@ from pyfixest.utils.check_r_install import check_r_install from pyfixest.utils.utils import ssc -check_r_install("car", strict=True) - pandas2ri.activate() +# Core R packages fixest = importr("fixest") stats = importr("stats") -broom = importr("broom") -car = importr("car") base = importr("base") +broom = importr("broom") +# Extended R packages +if (import_check := check_r_install("car", strict=False)): + car = importr("car") +@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "R", @@ -68,6 +70,7 @@ def test_F_test_single_equation_no_clustering(R): np.testing.assert_allclose(p_stat, r_pvalue, rtol=1e-03, atol=1e-02) +@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "R", @@ -105,6 +108,7 @@ def test_F_test_single_equation(R): np.testing.assert_allclose(p_value, r_pvalue, rtol=1e-03, atol=1e-03) +@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "seedn", @@ -155,6 +159,7 @@ def test_F_test_multiple_equation(seedn): np.testing.assert_allclose(p_value, r_pvalue, rtol=1e-03, atol=1e-03) +@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "R, fml", @@ -215,6 +220,7 @@ def test_F_test_multiple_equations_pvalue(R, fml): np.testing.assert_allclose(f_stat, r_fstat, rtol=1e-02, atol=1e-02) +@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "R, q, fml", From 20ae811e2aca521dd77d6089d24df2fabd123eed Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sun, 18 May 2025 13:03:08 +0900 Subject: [PATCH 07/27] Updated R requirements to correct install issues. --- r_test_requirements.R | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/r_test_requirements.R b/r_test_requirements.R index 6786df4d8..b6b85be1a 100644 --- a/r_test_requirements.R +++ b/r_test_requirements.R @@ -1,8 +1,12 @@ # note: R, fixest, sandwich, broom are installed via conda install.packages( - c('did2s', 'wildrwolf', 'reticulate', 'ivDiag', 'car'), + c('did2s', 'reticulate', 'ivDiag', 'car'), repos='https://cran.rstudio.com' ); +install.packages( + c('collapse', 'summclust', 'wildrwolf'), + repos = c('https://s3alfisc.r-universe.dev', 'https://cloud.r-project.org', 'https://fastverse.r-universe.dev') +); install.packages( 'ritest', repos = c('https://grantmcdermott.r-universe.dev', 'https://cloud.r-project.org') From 2c1de9a4ca10e87011f17a14048a13ffe146408e Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sun, 18 May 2025 13:43:24 +0900 Subject: [PATCH 08/27] Added skip summary on tasks that may cover R tests --- pyproject.toml | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/pyproject.toml b/pyproject.toml index 6e4104e82..f5d233459 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -94,12 +94,12 @@ jax = { features = ["jax"], solve-group = "default" } plots = { features = ["plots"], solve-group = "default" } [tool.pixi.feature.dev.tasks] -tests = "pytest -n 4 --cov-report=term tests" -tests-against-r-core = "pytest tests -n 4 -m \"against_r_core\" --cov=pyfixest --cov-report=xml" -tests-against-r-extended = "pytest tests -n 4 -m \"against_r_extended\" --cov=pyfixest --cov-report=xml" +tests = "pytest -rs -n 4 --cov-report=term tests" +tests-against-r-core = "pytest -rs tests -n 4 -m \"against_r_core\" --cov=pyfixest --cov-report=xml" +tests-against-r-extended = "pytest -rs tests -n 4 -m \"against_r_extended\" --cov=pyfixest --cov-report=xml" tests-regular = "pytest tests -n 4 -m \"not (extended or against_r_core or against_r_extended or plots)\" --cov=pyfixest --cov-report=xml" tests-extended = "pytest tests -n 4 -m \"extended\" --cov=pyfixest --cov-report=xml" -tests-fixest = "pytest tests/test_vs_fixest.py -n 4 --cov=pyfixest --cov-report=xml" +tests-fixest = "pytest -rs tests/test_vs_fixest.py -n 4 --cov=pyfixest --cov-report=xml" tests-plots-dev = "pixi run --environment dev pytest tests/test_plots.py -n 4" tests-plots = "pixi run --environment plots pytest tests/test_plots.py -n 4" tests-rerun = "pytest --lf -n 4" From fa50b3d32899bab4c996d6614c83e3a05434521d Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sun, 18 May 2025 15:01:16 +0900 Subject: [PATCH 09/27] Updated the documentation around changes to R tests. --- docs/contributing.qmd | 33 ++++++++++----------------------- 1 file changed, 10 insertions(+), 23 deletions(-) diff --git a/docs/contributing.qmd b/docs/contributing.qmd index 5868f8fa3..26c5460b8 100644 --- a/docs/contributing.qmd +++ b/docs/contributing.qmd @@ -90,14 +90,17 @@ pixi run lint and you're ready to go! After installation, the task will run all linting rules via `ruff`. -We’ve included other tasks to help install the necessary R packages for running unit tests or to run different sets of tests: +We’ve included other tasks to help with testing. Almost all the necessary dependencies to run tests are included in the dev environment, +except for R packages unavailable through conda-forge. ```{.bash .code-copy} -# install all R development dependencies -pixi run install-r +# attempt to install non-conda R dependencies +pixi run install-r-extended # run all tests via pytest pixi run tests -# run all tests excluding very computationally demanding tests +# run all tests excluding very computationally demanding tests or R-based tests pixi run tests-regular +# run all tests that depend on the extra R dependencies +pixi run tests-against-r-extended # rerun failed tests pixi run tests-rerun ``` @@ -132,26 +135,10 @@ winget install -e --id Python.Python.3.11 ### Installing R -Note that installing R and the R packages listed below is only necessary if you want to test against R in your local installation. -You can also test against R by using github actions. +Note that R and R dependencies available through conda-forge are installed by pixi to the local project if you use the dev environment. +Some extra R dependencies may require additional development tools not included in the environment, for example: -On Mac/Linux: -```{.bash .code-copy} -brew install r -``` - -Depending on your local set up, you may need to install additional libraries, for -example: - -```{.bash .code-copy} -sudo apt install gcc-11 cmake -``` - -On Windows using [Winget](https://winget.run/pkg/RProject/R): - -```{.bash .code-copy} -winget install -e --id RProject.R -``` +Depending on your local set up, you may need to install additional libraries to compile those extra dependencies, like a version of `gcc` and `cmake`. ### Installing Quarto From e0e2d06c7860093e7cbc2e1c06d96136fe824460 Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sun, 18 May 2025 15:07:30 +0900 Subject: [PATCH 10/27] Added R as dependency to docs as well to avoid need for global install --- pyproject.toml | 1 + 1 file changed, 1 insertion(+) diff --git a/pyproject.toml b/pyproject.toml index f5d233459..566955bcc 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -119,6 +119,7 @@ docs-preview = "quarto preview docs" [tool.pixi.feature.docs.dependencies] rpy2 = ">=3.5.11,<4" +r = "*" r-fixest = ">=0.12.1,<0.13" r-broom = ">=1.0.5,<2" From 234412a67f3978d1e4f1c0424099cd86d27e760f Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Sun, 18 May 2025 15:24:48 +0900 Subject: [PATCH 11/27] UNTESTED: Updated git workflow actions to reflect new R install? --- .github/workflows/ci-tests.yaml | 7 ++++--- .github/workflows/extended_tests.yaml | 4 ++-- 2 files changed, 6 insertions(+), 5 deletions(-) diff --git a/.github/workflows/ci-tests.yaml b/.github/workflows/ci-tests.yaml index 011e196b7..8165b5337 100644 --- a/.github/workflows/ci-tests.yaml +++ b/.github/workflows/ci-tests.yaml @@ -46,7 +46,7 @@ jobs: run: | R_LIB_PATH="${{ github.workspace }}/.pixi/envs/dev/lib/R/library" mkdir -p $R_LIB_PATH - Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('fixest', 'broom','did2s', 'wildrwolf', 'ivDiag', 'car'), lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library')" + Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('did2s', 'wildrwolf', 'ivDiag', 'car'), lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://cran.rstudio.com', 'https://s3alfisc.r-universe.dev'))" Rscript -e ".libPaths('$R_LIB_PATH'); install.packages('ritest', lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://grantmcdermott.r-universe.dev'))" - name: Run 'regular' tests run: | @@ -94,11 +94,12 @@ jobs: run: | R_LIB_PATH="${{ github.workspace }}/.pixi/envs/dev/lib/R/library" mkdir -p $R_LIB_PATH - Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('fixest', 'broom','did2s', 'wildrwolf', 'ivDiag', 'car'), lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library')" + Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('did2s', 'wildrwolf', 'ivDiag', 'car'), lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://cran.rstudio.com', 'https://s3alfisc.r-universe.dev'))" Rscript -e ".libPaths('$R_LIB_PATH'); install.packages('ritest', lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://grantmcdermott.r-universe.dev'))" - name: Run tests against r run: | - pixi run tests-against-r + pixi run tests-against-r-core + pixi run tests-against-r-extended - name: Upload coverage to Codecov (partial) uses: codecov/codecov-action@v4 diff --git a/.github/workflows/extended_tests.yaml b/.github/workflows/extended_tests.yaml index 9d9a42202..4c48199f6 100644 --- a/.github/workflows/extended_tests.yaml +++ b/.github/workflows/extended_tests.yaml @@ -44,10 +44,10 @@ jobs: run: | R_LIB_PATH="${{ github.workspace }}/.pixi/envs/dev/lib/R/library" mkdir -p $R_LIB_PATH - Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('fixest', 'broom','did2s', 'wildrwolf', 'ivDiag', 'car'), lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library')" + Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('did2s', 'wildrwolf', 'ivDiag', 'car'), lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://cran.rstudio.com', 'https://s3alfisc.r-universe.dev'))" Rscript -e ".libPaths('$R_LIB_PATH'); install.packages('ritest', lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://grantmcdermott.r-universe.dev'))" - name: Run long tests with coverage - run: pixi r tests-extended + run: pixi run tests-extended - name: Upload coverage to Codecov (partial) uses: codecov/codecov-action@v4 From 836a696e61b802a027afdddda196200c66d3f58c Mon Sep 17 00:00:00 2001 From: "pre-commit-ci[bot]" <66853113+pre-commit-ci[bot]@users.noreply.github.com> Date: Sun, 18 May 2025 19:06:04 +0000 Subject: [PATCH 12/27] [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci --- docs/contributing.qmd | 6 +++--- pyfixest/utils/check_r_install.py | 4 +++- tests/test_did.py | 2 +- tests/test_iv.py | 2 +- tests/test_multcomp.py | 3 +-- tests/test_wald_test.py | 2 +- 6 files changed, 10 insertions(+), 9 deletions(-) diff --git a/docs/contributing.qmd b/docs/contributing.qmd index 26c5460b8..985c8a6b5 100644 --- a/docs/contributing.qmd +++ b/docs/contributing.qmd @@ -90,7 +90,7 @@ pixi run lint and you're ready to go! After installation, the task will run all linting rules via `ruff`. -We’ve included other tasks to help with testing. Almost all the necessary dependencies to run tests are included in the dev environment, +We’ve included other tasks to help with testing. Almost all the necessary dependencies to run tests are included in the dev environment, except for R packages unavailable through conda-forge. ```{.bash .code-copy} # attempt to install non-conda R dependencies @@ -135,8 +135,8 @@ winget install -e --id Python.Python.3.11 ### Installing R -Note that R and R dependencies available through conda-forge are installed by pixi to the local project if you use the dev environment. -Some extra R dependencies may require additional development tools not included in the environment, for example: +Note that R and R dependencies available through conda-forge are installed by pixi to the local project if you use the dev environment. +Some extra R dependencies may require additional development tools not included in the environment, for example: Depending on your local set up, you may need to install additional libraries to compile those extra dependencies, like a version of `gcc` and `cmake`. diff --git a/pyfixest/utils/check_r_install.py b/pyfixest/utils/check_r_install.py index 055eb06b2..903800ee7 100644 --- a/pyfixest/utils/check_r_install.py +++ b/pyfixest/utils/check_r_install.py @@ -7,7 +7,9 @@ def _catch_import_issue(name: str, strict: bool) -> None | bool: f"{name} package not found. Make sure the extended R environment is installed." ) else: - print(f"Warning: {name} is not installed. Extended R tests will be unable to run.") + print( + f"Warning: {name} is not installed. Extended R tests will be unable to run." + ) return False diff --git a/tests/test_did.py b/tests/test_did.py index c86df8c5b..ba677841f 100644 --- a/tests/test_did.py +++ b/tests/test_did.py @@ -20,7 +20,7 @@ broom = importr("broom") fixest = importr("fixest") # Extended Packages -if (import_check := check_r_install("did2s", strict=False)): +if import_check := check_r_install("did2s", strict=False): did2s = importr("did2s") diff --git a/tests/test_iv.py b/tests/test_iv.py index 92fc19e7f..627893547 100644 --- a/tests/test_iv.py +++ b/tests/test_iv.py @@ -13,7 +13,7 @@ pandas2ri.activate() # Extend R packages -if (import_check := check_r_install("ivDiag", strict=False)): +if import_check := check_r_install("ivDiag", strict=False): ivDiag = importr("ivDiag") diff --git a/tests/test_multcomp.py b/tests/test_multcomp.py index f67b406d6..17f19b26a 100644 --- a/tests/test_multcomp.py +++ b/tests/test_multcomp.py @@ -18,11 +18,10 @@ stats = importr("stats") broom = importr("broom") # Extended R packages -if (import_check := check_r_install("wildrwolf", strict=False)): +if import_check := check_r_install("wildrwolf", strict=False): wildrwolf = importr("wildrwolf") - @pytest.mark.against_r_core @pytest.mark.extended def test_bonferroni(): diff --git a/tests/test_wald_test.py b/tests/test_wald_test.py index 50890b2f0..6fd6a3de7 100644 --- a/tests/test_wald_test.py +++ b/tests/test_wald_test.py @@ -20,7 +20,7 @@ base = importr("base") broom = importr("broom") # Extended R packages -if (import_check := check_r_install("car", strict=False)): +if import_check := check_r_install("car", strict=False): car = importr("car") From 8baa1e697db519907543cdaf6c14bf28beba7bc8 Mon Sep 17 00:00:00 2001 From: Alexander Fischer Date: Mon, 19 May 2025 21:58:40 +0200 Subject: [PATCH 13/27] pixi lock --- pixi.lock | 862 +++++++++++++++++++++++++++++++++++++++++++++++++++++- 1 file changed, 861 insertions(+), 1 deletion(-) diff --git a/pixi.lock b/pixi.lock index a2746cd82..b37f43691 100644 --- a/pixi.lock +++ b/pixi.lock @@ -541,7 +541,66 @@ environments: - conda: https://conda.anaconda.org/conda-forge/linux-64/python-3.12.8-h9e4cc4f_1_cpython.conda - conda: https://conda.anaconda.org/conda-forge/linux-64/python_abi-3.12-5_cp312.conda - 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name: Run 'regular' tests run: | @@ -94,7 +94,7 @@ jobs: run: | R_LIB_PATH="${{ github.workspace }}/.pixi/envs/dev/lib/R/library" mkdir -p $R_LIB_PATH - Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('did2s', 'wildrwolf', 'ivDiag', 'car'), lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://cran.rstudio.com', 'https://s3alfisc.r-universe.dev'))" + Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('did2s', 'wildrwolf', 'ivDiag'), lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://cran.rstudio.com', 'https://s3alfisc.r-universe.dev'))" Rscript -e ".libPaths('$R_LIB_PATH'); install.packages('ritest', lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://grantmcdermott.r-universe.dev'))" - name: Run tests against r run: | diff --git a/.github/workflows/extended_tests.yaml b/.github/workflows/extended_tests.yaml index 4c48199f6..0eb8b84bf 100644 --- a/.github/workflows/extended_tests.yaml +++ b/.github/workflows/extended_tests.yaml @@ -44,7 +44,7 @@ jobs: run: | R_LIB_PATH="${{ github.workspace }}/.pixi/envs/dev/lib/R/library" mkdir -p $R_LIB_PATH - 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pytest-timeout ; extra == 'dev' diff --git a/pyproject.toml b/pyproject.toml index 566955bcc..e720deca8 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -29,6 +29,7 @@ r = "*" r-fixest = ">=0.12.1,<0.13" r-sandwich = ">=3.0_2,<4" r-broom = ">=1.0.5,<2" +r-car = ">=3.1_2,<4" [project.optional-dependencies] dev = [ diff --git a/r_test_requirements.R b/r_test_requirements.R index b6b85be1a..771d0cec8 100644 --- a/r_test_requirements.R +++ b/r_test_requirements.R @@ -1,6 +1,6 @@ # note: R, fixest, sandwich, broom are installed via conda install.packages( - c('did2s', 'reticulate', 'ivDiag', 'car'), + c('did2s', 'reticulate', 'ivDiag'), repos='https://cran.rstudio.com' ); install.packages( diff --git a/tests/test_wald_test.py b/tests/test_wald_test.py index 6fd6a3de7..1d3bafb1b 100644 --- a/tests/test_wald_test.py +++ b/tests/test_wald_test.py @@ -19,12 +19,9 @@ stats = importr("stats") base = importr("base") broom = importr("broom") -# Extended R packages -if import_check := check_r_install("car", strict=False): - car = importr("car") +car = importr("car") -@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "R", @@ -70,7 +67,6 @@ def test_F_test_single_equation_no_clustering(R): np.testing.assert_allclose(p_stat, r_pvalue, rtol=1e-03, atol=1e-02) -@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "R", @@ -108,7 +104,6 @@ def test_F_test_single_equation(R): np.testing.assert_allclose(p_value, r_pvalue, rtol=1e-03, atol=1e-03) -@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "seedn", @@ -159,7 +154,6 @@ def test_F_test_multiple_equation(seedn): np.testing.assert_allclose(p_value, r_pvalue, rtol=1e-03, atol=1e-03) -@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "R, fml", @@ -220,7 +214,6 @@ def test_F_test_multiple_equations_pvalue(R, fml): np.testing.assert_allclose(f_stat, r_fstat, rtol=1e-02, atol=1e-02) -@pytest.mark.skipif(import_check is False, reason="R package car not installed.") @pytest.mark.against_r_extended @pytest.mark.parametrize( "R, q, fml", From 96e3363c167d2b7644782aa55a6decac19765c8f Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Tue, 20 May 2025 22:40:40 +0800 Subject: [PATCH 15/27] Added check on mpdata availability --- pixi.lock | 2 +- tests/test_did.py | 8 ++++++-- 2 files changed, 7 insertions(+), 3 deletions(-) diff --git a/pixi.lock b/pixi.lock index f926e7b83..7c10ced3c 100644 --- a/pixi.lock +++ b/pixi.lock @@ -10098,7 +10098,7 @@ packages: - pypi: ./ name: pyfixest version: 0.29.0 - sha256: 51ec4b84fe2035483ba10a708f81cd98c87d8e164111b846638b34c631b49198 + sha256: e8bacad57eaddef2231e3be50c53f3b72817d0b6580526868753fcee00ce672b requires_dist: - scipy>=1.6 - formulaic>=1.1.0 diff --git a/tests/test_did.py b/tests/test_did.py index ba677841f..fc3654078 100644 --- a/tests/test_did.py +++ b/tests/test_did.py @@ -1,4 +1,5 @@ from importlib import resources +from pathlib import Path import numpy as np import pandas as pd @@ -22,6 +23,9 @@ # Extended Packages if import_check := check_r_install("did2s", strict=False): did2s = importr("did2s") +# Check mpdata avaialibility +MPDATA_LOC = "C:/Users/alexa/Documents/pyfixest-zalando-talk/mpdta.csv" +mpdata_check = Path(MPDATA_LOC).is_file() @pytest.fixture @@ -362,9 +366,9 @@ def test_fully_interacted(unit, cluster): @pytest.mark.against_r_core -@pytest.mark.skip("mpdata not available online as csv, only run test locally.") +@pytest.mark.skipif(mpdata_check is False, reason="mpdata not available online as csv, only run test locally.") @pytest.mark.parametrize( - "mpdata_path", [r"C:/Users/alexa/Documents/pyfixest-zalando-talk/mpdta.csv"] + "mpdata_path", [MPDATA_LOC] ) def test_fully_interacted_mpdata(mpdata_path): mpdata = pd.read_csv(mpdata_path) From 86e58675dfc38a93a6bdcf98e866c92d1a8ef522 Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Tue, 20 May 2025 22:43:11 +0800 Subject: [PATCH 16/27] Fix: forgot to label car tests as core instead of extended --- tests/test_wald_test.py | 11 +++++------ 1 file changed, 5 insertions(+), 6 deletions(-) diff --git a/tests/test_wald_test.py b/tests/test_wald_test.py index 1d3bafb1b..cf9e76c19 100644 --- a/tests/test_wald_test.py +++ b/tests/test_wald_test.py @@ -9,7 +9,6 @@ import pyfixest as pf from pyfixest.estimation.estimation import feols -from pyfixest.utils.check_r_install import check_r_install from pyfixest.utils.utils import ssc pandas2ri.activate() @@ -22,7 +21,7 @@ car = importr("car") -@pytest.mark.against_r_extended +@pytest.mark.against_r_core @pytest.mark.parametrize( "R", [ @@ -67,7 +66,7 @@ def test_F_test_single_equation_no_clustering(R): np.testing.assert_allclose(p_stat, r_pvalue, rtol=1e-03, atol=1e-02) -@pytest.mark.against_r_extended +@pytest.mark.against_r_core @pytest.mark.parametrize( "R", [ @@ -104,7 +103,7 @@ def test_F_test_single_equation(R): np.testing.assert_allclose(p_value, r_pvalue, rtol=1e-03, atol=1e-03) -@pytest.mark.against_r_extended +@pytest.mark.against_r_core @pytest.mark.parametrize( "seedn", [ @@ -154,7 +153,7 @@ def test_F_test_multiple_equation(seedn): np.testing.assert_allclose(p_value, r_pvalue, rtol=1e-03, atol=1e-03) -@pytest.mark.against_r_extended +@pytest.mark.against_r_core @pytest.mark.parametrize( "R, fml", [ @@ -214,7 +213,7 @@ def test_F_test_multiple_equations_pvalue(R, fml): np.testing.assert_allclose(f_stat, r_fstat, rtol=1e-02, atol=1e-02) -@pytest.mark.against_r_extended +@pytest.mark.against_r_core @pytest.mark.parametrize( "R, q, fml", [ From 6e234e5431bfd3e06db0399e3d0abd8aeb6392c3 Mon Sep 17 00:00:00 2001 From: "pre-commit-ci[bot]" <66853113+pre-commit-ci[bot]@users.noreply.github.com> Date: Tue, 20 May 2025 18:24:15 +0000 Subject: [PATCH 17/27] [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci --- tests/test_did.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/tests/test_did.py b/tests/test_did.py index fc3654078..bff62b13d 100644 --- a/tests/test_did.py +++ b/tests/test_did.py @@ -366,10 +366,11 @@ def test_fully_interacted(unit, cluster): @pytest.mark.against_r_core -@pytest.mark.skipif(mpdata_check is False, reason="mpdata not available online as csv, only run test locally.") -@pytest.mark.parametrize( - "mpdata_path", [MPDATA_LOC] +@pytest.mark.skipif( + mpdata_check is False, + reason="mpdata not available online as csv, only run test locally.", ) +@pytest.mark.parametrize("mpdata_path", [MPDATA_LOC]) def test_fully_interacted_mpdata(mpdata_path): mpdata = pd.read_csv(mpdata_path) mpdata["first_treat"] = mpdata["first.treat"] From 4f935ab085236ce0cc6789b29b043337189f0894 Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Tue, 27 May 2025 22:44:00 +0900 Subject: [PATCH 18/27] Quick fix for saturated event study invoking summary() error --- pyfixest/report/summarize.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/pyfixest/report/summarize.py b/pyfixest/report/summarize.py index c9fb8ad0a..56c9f438a 100644 --- a/pyfixest/report/summarize.py +++ b/pyfixest/report/summarize.py @@ -568,6 +568,8 @@ def summary(models: ModelInputType, digits: int = 3) -> None: estimation_method = "TWFE" elif fxst._method == "did2s": estimation_method = "DID2S" + elif fxst._method == "saturated": + estimation_method = "Saturated Event Study" else: raise ValueError("Unknown estimation method.") print("###") From 01885ff62748b8eeccee94dc53281a37fb736ea3 Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Wed, 28 May 2025 23:03:07 +0900 Subject: [PATCH 19/27] Updated event study methods to take an aweights argument. --- pyfixest/did/did.py | 18 ++++--- pyfixest/did/did2s.py | 34 ++++++------ pyfixest/did/estimation.py | 36 ++++++++----- pyfixest/did/saturated_twfe.py | 90 ++++++++++++++++++++++--------- pyfixest/did/twfe.py | 28 +++++++--- pyfixest/estimation/estimation.py | 2 +- 6 files changed, 139 insertions(+), 69 deletions(-) diff --git a/pyfixest/did/did.py b/pyfixest/did/did.py index 1269a34bd..824898248 100644 --- a/pyfixest/did/did.py +++ b/pyfixest/did/did.py @@ -26,13 +26,17 @@ class DID(ABC): YYYYMMDDHHMMSS, i.e. it must be possible to compare two dates via '>'. Datetime variables are currently not accepted. Never treated units must have a value of 0. - xfml : str + cluster : Optional[str] + The name of the cluster variable. + weights : Optional[str] + Default is None. Weights for WLS estimation. If None, all observations + are weighted equally. If a string, the name of the column in `data` that + contains the weights. Must be analytic weights for now. + xfml : Optional[str] The formula for the covariates. - att : str + att : Optional[bool], default=True Whether to estimate the average treatment effect on the treated (ATT) or the canonical event study design with all leads and lags. Default is True. - cluster : str - The name of the cluster variable. """ @abstractmethod @@ -44,8 +48,9 @@ def __init__( tname: str, gname: str, cluster: Optional[str] = None, + weights: Optional[str] = None, xfml: Optional[str] = None, - att: bool = True, + att: Optional[bool] = True, ): # do some checks here @@ -57,9 +62,10 @@ def __init__( self._xfml = xfml self._att = att self._cluster = cluster + self._weights = weights + self._weights_type = "aweights" # check if tname and gname are of type int (either int 64, 32, 8) - for var in [self._tname, self._gname]: if self._data[var].dtype not in [ "int64", diff --git a/pyfixest/did/did2s.py b/pyfixest/did/did2s.py index 0ba81aabd..d07a0316e 100644 --- a/pyfixest/did/did2s.py +++ b/pyfixest/did/did2s.py @@ -36,18 +36,18 @@ class DID2S(DID): YYYYMMDDHHMMSS, i.e. it must be possible to compare two dates via '>'. Datetime variables are currently not accepted. Never treated units must have a value of 0. - xfml : str - The formula for the covariates. - att : str - Whether to estimate the pooled average treatment effect on the treated - (ATT) or the canonical event study design with all leads and lags / the - ATT for each period. Default is True. cluster : str The name of the cluster variable. - weights : Optional[str]. + weights : Optional[str] Default is None. Weights for WLS estimation. If None, all observations are weighted equally. If a string, the name of the column in `data` that - contains the weights. + contains the weights. Must be analytic weights for now. + xfml : Optional[str] + The formula for the covariates. + att : Optional[bool], default=True + Whether to estimate the pooled average treatment effect on the treated + (ATT) or the canonical event study design with all leads and lags / the + ATT for each period. Default is True. """ def __init__( @@ -59,8 +59,8 @@ def __init__( gname: str, cluster: str, weights: Optional[str] = None, - att: bool = True, xfml: Optional[str] = None, + att: Optional[bool] = True, ): super().__init__( data=data, @@ -71,6 +71,7 @@ def __init__( xfml=xfml, att=att, cluster=cluster, + weights=weights, ) self._estimator = "did2s" @@ -86,9 +87,6 @@ def __init__( self._first_u = np.array([]) self._second_u = np.array([]) - # column name with weights. None by default - self._weights_name = weights - def estimate(self): """Estimate the two-step DID2S model.""" return _did2s_estimate( @@ -96,7 +94,7 @@ def estimate(self): yname=self._yname, _first_stage=self._fml1, _second_stage=self._fml2, - weights=self._weights_name, + weights=self._weights, treatment="is_treated", ) # returns triple Feols, first_u, second_u @@ -121,7 +119,7 @@ def vcov(self): first_u=self._first_u, second_u=self._second_u, cluster=self._cluster, - weights=self._weights_name, + weights=self._weights, ) def iplot( @@ -175,10 +173,10 @@ def _did2s_estimate( The formula for the second stage. treatment: str The name of the treatment variable. Must be boolean. - weights : Optional[str]. + weights : Optional[str] Default is None. Weights for WLS estimation. If None, all observations are weighted equally. If a string, the name of the column in `data` that - contains the weights. + contains the weights. Must be analytic weights for now. Returns ------- @@ -283,10 +281,10 @@ def _did2s_vcov( The second stage residuals. cluster: str The name of the cluster variable. - weights : Optional[str]. + weights : Optional[str] Default is None. Weights for WLS estimation. If None, all observations are weighted equally. If a string, the name of the column in `data` that - contains the weights. + contains the weights. Must be analytic weights for now. Returns ------- diff --git a/pyfixest/did/estimation.py b/pyfixest/did/estimation.py index 8edeff79a..72c80cc49 100644 --- a/pyfixest/did/estimation.py +++ b/pyfixest/did/estimation.py @@ -1,4 +1,4 @@ -from typing import Optional, Union +from typing import Literal, Optional, Union import pandas as pd @@ -15,17 +15,19 @@ def event_study( idname: str, tname: str, gname: str, - xfml: Optional[str] = None, cluster: Optional[str] = None, - estimator: Optional[str] = "twfe", + weights: Optional[str] = None, + xfml: Optional[str] = None, att: Optional[bool] = True, + estimator: Optional[Literal["did2s", "twfe", "saturated"]] = "twfe", ): """ Estimate Event Study Model. This function allows for the estimation of treatment effects using different estimators. Currently, it supports "twfe" for the two-way fixed effects - estimator and "did2s" for Gardner's two-step DID2S estimator. Other estimators + estimator, "did2s" for Gardner's two-step DID2S estimator, and "saturated" for + a Sun & Abraham staggered event study estimator. Other estimators are in development. Parameters @@ -42,14 +44,18 @@ def event_study( Unit-specific time of initial treatment. cluster: Optional[str] The name of the cluster variable. If None, defaults to idname. - xfml : str + weights : Optional[str] + Default is None. Weights for WLS estimation. If None, all observations + are weighted equally. If a string, the name of the column in `data` that + contains the weights. Must be analytic weights for now. + xfml : Optional[str] The formula for the covariates. - estimator : str - The estimator to use. Options are "did2s", "twfe", and "saturated". - att : bool, optional + att : Optional[bool] If True, estimates the average treatment effect on the treated (ATT). If False, estimates the canonical event study design with all leads and lags. Default is True. + estimator : Optional[str], default="twfe" + The estimator to use. Options are "did2s", "twfe", and "saturated". Returns ------- @@ -96,10 +102,11 @@ def event_study( assert isinstance(idname, str), "idname must be a string" assert isinstance(tname, str), "tname must be a string" assert isinstance(gname, str), "gname must be a string" + assert isinstance(cluster, str) or cluster is None, "cluster must be a string" + assert isinstance(weights, str) or weights is None, "weights must be a string" assert isinstance(xfml, str) or xfml is None, "xfml must be a string or None" - assert isinstance(estimator, str), "estimator must be a string" assert isinstance(att, bool), "att must be a boolean" - assert isinstance(cluster, str) or cluster is None, "cluster must be a string" + assert isinstance(estimator, str), "estimator must be a string" cluster = idname if cluster is None else cluster @@ -110,9 +117,10 @@ def event_study( idname=idname, tname=tname, gname=gname, + cluster=cluster, + weights=weights, xfml=xfml, att=att, - cluster=cluster, ) fit, did2s._first_u, did2s._second_u = did2s.estimate() @@ -130,9 +138,10 @@ def event_study( idname=idname, tname=tname, gname=gname, + cluster=cluster, + weights=weights, xfml=xfml, att=att, - cluster=cluster, ) fit = twfe.estimate() fit._yname = twfe._yname @@ -151,9 +160,10 @@ def event_study( idname=idname, tname=tname, gname=gname, + cluster=cluster, + weights=weights, xfml=xfml, att=att, - cluster=cluster, ) fit = saturated.estimate() vcov = fit.vcov(vcov={"CRV1": cluster}) diff --git a/pyfixest/did/saturated_twfe.py b/pyfixest/did/saturated_twfe.py index a5b9194a9..5f9f6258d 100644 --- a/pyfixest/did/saturated_twfe.py +++ b/pyfixest/did/saturated_twfe.py @@ -31,6 +31,10 @@ class SaturatedEventStudy(DID): Name of the treatment variable. cluster : str The name of the cluster variable. + weights : Optional[str] + Default is None. Weights for WLS estimation. If None, all observations + are weighted equally. If a string, the name of the column in `data` that + contains the weights. Must be analytic weights for now. xfml : str Additional covariates to include in the model. att : bool @@ -47,10 +51,11 @@ def __init__( idname: str, tname: str, gname: str, - att: bool = True, cluster: Optional[str] = None, + weights: Optional[str] = None, xfml: Optional[str] = None, - display_warning: bool = True, + att: Optional[bool] = True, + display_warning: Optional[bool] = True, ): super().__init__( data=data, @@ -61,6 +66,7 @@ def __init__( cluster=cluster, xfml=xfml, att=att, + weights=weights, ) self._estimator = "Saturated Event Study" @@ -83,6 +89,7 @@ def estimate(self) -> Feols: outcome=self._yname, time_id=self._tname, unit_id=self._idname, + weights=self._weights, cluster=self._cluster, ) @@ -151,23 +158,28 @@ def test_treatment_heterogeneity(self) -> pd.Series: ) def aggregate( - self, agg="period", weighting: Optional[str] = "shares" + self, agg="period", use_weights: bool = True, weighting: Optional[str] = "shares" ) -> pd.DataFrame: """ Aggregate the fully interacted event study estimates by relative time, cohort, and time. Parameters ---------- - agg : str, optional + agg : str + The type of aggregation to perform. Currently only "period" is supported. - The type of aggregation to perform. Can be either "att" or "cohort" or "period". - Default is "att". If "att", computes the average treatment effect on the treated. - If "cohort", computes the average treatment effect by cohort. If "period", - computes the average treatment effect by period. + Unimplemented: Can be either "att" or "cohort" or "period". + Default is "att". If "att", computes the average treatment effect on the treated. + If "cohort", computes the average treatment effect by cohort. If "period", + computes the average treatment effect by period. + use_weights : bool, default=True + Whether to use analytic weights in the aggregation. + If True, uses the weights provided in the model set up. + weighting : str, optional - - The type of weighting to use. Can be either 'shares' or 'variance'. + The type of weighting to use. Can be either 'shares' or 'variance'. + Returns ------- @@ -198,6 +210,8 @@ def aggregate( cohort=model._gname, period="rel_time", treatment="is_treated", + weights=model._weights_name, + use_weights=use_weights, ).set_index([self._gname, "rel_time"]) treated_periods = list(period_set) @@ -317,6 +331,7 @@ def _saturated_event_study( outcome: str, time_id: str, unit_id: str, + weights: Optional[str] = None, cluster: Optional[str] = None, ): cohort_dummies = pd.get_dummies( @@ -329,7 +344,7 @@ def _saturated_event_study( {"+".join([f"i(rel_time, {x}, ref = -1.0)" for x in cohort_dummies.columns.tolist()])} | {unit_id} + {time_id} """ - m = feols(fml=ff, data=df_int, vcov={"CRV1": cluster}) # type: ignore + m = feols(fml=ff, data=df_int, weights=weights, vcov={"CRV1": cluster}) res = m.tidy() # create a dict with cohort specific effect curves res_cohort_eventtime_dict: dict[str, dict[str, pd.DataFrame | np.ndarray]] = {} @@ -389,6 +404,8 @@ def compute_period_weights( period: str = "rel_time", treatment: str = "treatment", include_grid: bool = True, + weights: Optional[str] = None, + use_weights: bool = True, ) -> pd.DataFrame: """ Compute Sun & Abraham interaction weights for all relative times. @@ -411,6 +428,11 @@ def compute_period_weights( Column name of treatment indicator (0/1). include_grid : bool, default True If True, returns a full (cohort x period) grid with zero-filled weights. + weights : Optional[str], default None + If provided, the name of the column in `data` that contains weights. + use_weights : bool, default True + If True, uses the analytic weights provided in the `weights` column for aggregation. + If False, uses simple counts. Returns ------- @@ -418,28 +440,48 @@ def compute_period_weights( Columns [cohort, period, weight]. If `include_grid`, every combination appears (with weight=0 where not defined). """ - df = data[[cohort, period, treatment]].copy() + columns = [cohort, period, treatment] + if weights is not None: + columns.append(weights) + + df = data[columns].copy() ever_treated = df.loc[df[treatment] == 1, cohort].unique() # post-treatment cells (l > 0) - post = ( - df[df[treatment] == 1] - .groupby([cohort, period]) - .size() - .reset_index(name="n_grel") - ) + if weights is not None and use_weights: + post = ( + df[df[treatment] == 1] + .groupby([cohort, period]) + [weights].sum() + .reset_index(name="n_grel") + ) + else: + post = ( + df[df[treatment] == 1] + .groupby([cohort, period]) + .size() + .reset_index(name="n_grel") + ) post = post[post[period] >= 0] denom_post = post.groupby(period)["n_grel"].sum().reset_index(name="n_rel") post = post.merge(denom_post, on=period) post["weight"] = post["n_grel"] / post["n_rel"] # pre-treatment cells (l < 0) - pre = ( - df[(df[treatment] == 0) & (df[cohort].isin(ever_treated))] - .groupby([cohort, period]) - .size() - .reset_index(name="n_grel") - ) + if weights is not None and use_weights: + pre = ( + df[(df[treatment] == 0) & (df[cohort].isin(ever_treated))] + .groupby([cohort, period]) + [weights].sum() + .reset_index(name="n_grel") + ) + else: + pre = ( + df[(df[treatment] == 0) & (df[cohort].isin(ever_treated))] + .groupby([cohort, period]) + .size() + .reset_index(name="n_grel") + ) pre = pre[pre[period] < 0] denom_pre = pre.groupby(period)["n_grel"].sum().reset_index(name="n_rel") pre = pre.merge(denom_pre, on=period) diff --git a/pyfixest/did/twfe.py b/pyfixest/did/twfe.py index 45a7a960a..d79031444 100644 --- a/pyfixest/did/twfe.py +++ b/pyfixest/did/twfe.py @@ -31,13 +31,17 @@ class TWFE(DID): YYYYMMDDHHMMSS, i.e. it must be possible to compare two dates via '>'. Datetime variables are currently not accepted. Never treated units must have a value of 0. - xfml: str + cluster: Optional[str], default="idname" + The name of the cluster variable. + weights : Optional[str] + Default is None. Weights for WLS estimation. If None, all observations + are weighted equally. If a string, the name of the column in `data` that + contains the weights. Must be analytic weights for now. + xfml: Optional[str] The formula for the covariates. - att: bool + att: Optional[bool], default=True Whether to estimate the average treatment effect on the treated (ATT) or the canonical event study design with all leads and lags. Default is True. - cluster: Optional[str] - The name of the cluster variable. """ def __init__( @@ -47,9 +51,10 @@ def __init__( idname: str, tname: str, gname: str, - xfml: Optional[str] = None, - att: bool = True, cluster: Optional[str] = "idname", + weights: Optional[str] = None, + xfml: Optional[str] = None, + att: Optional[bool] = True, ) -> None: super().__init__( data=data, @@ -60,6 +65,7 @@ def __init__( xfml=xfml, att=att, cluster=cluster, + weights=weights, ) self._estimator = "twfe" @@ -74,7 +80,15 @@ def estimate(self): _fml = self._fml _data = self._data - fit = cast(Feols, feols(fml=_fml, data=_data)) + fit = cast( + Feols, + feols( + fml=_fml, + data=_data, + weights=self._weights, + weights_type=self._weights_type + ) + ) self._fit = fit return fit diff --git a/pyfixest/estimation/estimation.py b/pyfixest/estimation/estimation.py index 559654ca0..8bbdaa106 100644 --- a/pyfixest/estimation/estimation.py +++ b/pyfixest/estimation/estimation.py @@ -23,7 +23,7 @@ def feols( fml: str, data: DataFrameType, # type: ignore vcov: Optional[Union[VcovTypeOptions, dict[str, str]]] = None, - weights: Union[None, str] = None, + weights: Optional[str] = None, ssc: Optional[dict[str, Union[str, bool]]] = None, fixef_rm: FixedRmOptions = "none", fixef_tol=1e-08, From 0552263cf24b6381e3bb1bfe616132450cc02bce Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Thu, 29 May 2025 00:27:40 +0900 Subject: [PATCH 20/27] Added saturated and twfe weight tests --- tests/test_did.py | 18 ++++++++++-------- tests/test_event_study.py | 13 ++++++++++--- 2 files changed, 20 insertions(+), 11 deletions(-) diff --git a/tests/test_did.py b/tests/test_did.py index bff62b13d..3d1455cca 100644 --- a/tests/test_did.py +++ b/tests/test_did.py @@ -291,29 +291,30 @@ def test_lpdid(): @pytest.mark.against_r_core @pytest.mark.parametrize("unit", ["unit"]) @pytest.mark.parametrize("cluster", ["unit", "unit2"]) -def test_fully_interacted(unit, cluster): - df_multi_cohort = pd.read_csv( - resources.files("pyfixest.did.data").joinpath("df_het.csv") - ) +@pytest.mark.parametrize("weights", [None, "weights"]) +def test_fully_interacted(data, unit, cluster, weights): if cluster == "unit2": rng = np.random.default_rng(21) - df_multi_cohort["unit2"] = rng.choice(range(100), size=len(df_multi_cohort)) + data["unit2"] = rng.choice(range(100), size=len(data)) + extra_fixest_args = {"weights": data[weights]} if weights is not None else {} saturated_py = pf.event_study( - data=df_multi_cohort, + data=data, yname="dep_var", idname=unit, tname="year", gname="g", estimator="saturated", cluster=cluster, + weights=weights, ) saturated_py.test_treatment_heterogeneity() saturated_r = fixest.feols( ro.Formula("dep_var ~ 1 + sunab(g, year, no_agg = TRUE) | unit + year"), - data=df_multi_cohort, + data=data, vcov=ro.Formula(f"~{cluster}"), + **extra_fixest_args, ) r_tidy = pd.DataFrame(broom.tidy_fixest(saturated_r)).T @@ -341,8 +342,9 @@ def test_fully_interacted(unit, cluster): saturated_agg_r = fixest.feols( ro.Formula("dep_var ~ 1 + sunab(g, year, no_agg = FALSE) | unit + year"), - data=df_multi_cohort, + data=data, vcov=ro.Formula(f"~{cluster}"), + **extra_fixest_args, ) r_agg_tidy = pd.DataFrame(broom.tidy_fixest(saturated_agg_r)).T diff --git a/tests/test_event_study.py b/tests/test_event_study.py index ee2a101c5..8552c0510 100644 --- a/tests/test_event_study.py +++ b/tests/test_event_study.py @@ -8,11 +8,14 @@ @pytest.fixture def data(): + rng = np.random.default_rng(1243) df_het = pd.read_csv("pyfixest/did/data/df_het.csv") + df_het["weights"] = rng.uniform(0, 10, size=len(df_het)) return df_het -def test_event_study_twfe(data): +@pytest.mark.parametrize("weights", [None, "weights"]) +def test_event_study_twfe(data, weights): twfe = event_study( data=data, yname="dep_var", @@ -21,9 +24,10 @@ def test_event_study_twfe(data): gname="g", att=True, estimator="twfe", + weights=weights, ) - twfe_feols = pf.feols("dep_var ~ treat | state + year", data=data) + twfe_feols = pf.feols("dep_var ~ treat | state + year", data=data, weights=weights) assert np.allclose(twfe.coef().values, twfe_feols.coef().values), ( "TWFE coefficients are not the same." @@ -43,7 +47,8 @@ def test_event_study_twfe(data): # ), "TWFE confidence intervals are not the same." -def test_event_study_did2s(data): +@pytest.mark.parametrize("weights", [None, "weights"]) +def test_event_study_did2s(data, weights): event_study_did2s = event_study( data=data, yname="dep_var", @@ -52,6 +57,7 @@ def test_event_study_did2s(data): gname="g", att=True, estimator="did2s", + weights=weights, ) fit_did2s = did2s( @@ -61,6 +67,7 @@ def test_event_study_did2s(data): second_stage="~treat", treatment="treat", cluster="state", + weights=weights, ) assert np.allclose(event_study_did2s.coef().values, fit_did2s.coef().values), ( From 6e1d3be28d3d4be0828def6397b2acd8f3c2c56e Mon Sep 17 00:00:00 2001 From: Matthew Shapiro Date: Thu, 29 May 2025 00:33:12 +0900 Subject: [PATCH 21/27] Fixed a linter complaint --- pyfixest/did/saturated_twfe.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/pyfixest/did/saturated_twfe.py b/pyfixest/did/saturated_twfe.py index 5f9f6258d..2c74f8597 100644 --- a/pyfixest/did/saturated_twfe.py +++ b/pyfixest/did/saturated_twfe.py @@ -176,10 +176,10 @@ def aggregate( use_weights : bool, default=True Whether to use analytic weights in the aggregation. If True, uses the weights provided in the model set up. - + weighting : str, optional The type of weighting to use. Can be either 'shares' or 'variance'. - + Returns ------- From 7f934512ff734169a5e5fe5660e0a10675baa919 Mon Sep 17 00:00:00 2001 From: "pre-commit-ci[bot]" <66853113+pre-commit-ci[bot]@users.noreply.github.com> Date: Wed, 28 May 2025 20:13:55 +0000 Subject: [PATCH 22/27] [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci --- pyfixest/did/saturated_twfe.py | 13 ++++++++----- pyfixest/did/twfe.py | 4 ++-- tests/test_did.py | 1 - 3 files changed, 10 insertions(+), 8 deletions(-) diff --git a/pyfixest/did/saturated_twfe.py b/pyfixest/did/saturated_twfe.py index 2c74f8597..623df812d 100644 --- a/pyfixest/did/saturated_twfe.py +++ b/pyfixest/did/saturated_twfe.py @@ -158,7 +158,10 @@ def test_treatment_heterogeneity(self) -> pd.Series: ) def aggregate( - self, agg="period", use_weights: bool = True, weighting: Optional[str] = "shares" + self, + agg="period", + use_weights: bool = True, + weighting: Optional[str] = "shares", ) -> pd.DataFrame: """ Aggregate the fully interacted event study estimates by relative time, cohort, and time. @@ -451,8 +454,8 @@ def compute_period_weights( if weights is not None and use_weights: post = ( df[df[treatment] == 1] - .groupby([cohort, period]) - [weights].sum() + .groupby([cohort, period])[weights] + .sum() .reset_index(name="n_grel") ) else: @@ -471,8 +474,8 @@ def compute_period_weights( if weights is not None and use_weights: pre = ( df[(df[treatment] == 0) & (df[cohort].isin(ever_treated))] - .groupby([cohort, period]) - [weights].sum() + .groupby([cohort, period])[weights] + .sum() .reset_index(name="n_grel") ) else: diff --git a/pyfixest/did/twfe.py b/pyfixest/did/twfe.py index d79031444..7bbb5b075 100644 --- a/pyfixest/did/twfe.py +++ b/pyfixest/did/twfe.py @@ -86,8 +86,8 @@ def estimate(self): fml=_fml, data=_data, weights=self._weights, - weights_type=self._weights_type - ) + weights_type=self._weights_type, + ), ) self._fit = fit diff --git a/tests/test_did.py b/tests/test_did.py index 3d1455cca..8a73a4a9d 100644 --- a/tests/test_did.py +++ b/tests/test_did.py @@ -1,4 +1,3 @@ -from importlib import resources from pathlib import Path import numpy as np From de75f8dba830ebacfc641d7749b2c5249fb233af Mon Sep 17 00:00:00 2001 From: Matt Shapiro Date: Thu, 29 May 2025 20:31:18 +0900 Subject: [PATCH 23/27] Update pyfixest/did/saturated_twfe.py Co-authored-by: Alexander Fischer --- pyfixest/did/saturated_twfe.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pyfixest/did/saturated_twfe.py b/pyfixest/did/saturated_twfe.py index 623df812d..fb9ce318b 100644 --- a/pyfixest/did/saturated_twfe.py +++ b/pyfixest/did/saturated_twfe.py @@ -347,7 +347,7 @@ def _saturated_event_study( {"+".join([f"i(rel_time, {x}, ref = -1.0)" for x in cohort_dummies.columns.tolist()])} | {unit_id} + {time_id} """ - 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- quantities ; extra == 'all' - - matplotlib ; extra == 'all' - - numpy ; extra == 'all' - - black ; extra == 'all' - - coverage ; extra == 'all' - - pytest-cov ; extra == 'all' - - isort ; extra == 'all' - - twine ; extra == 'all' - pypi: https://files.pythonhosted.org/packages/1c/a7/c8a2d361bf89c0d9577c934ebb7421b25dc84bf3a8e3ac0a40aed9acc547/pyparsing-3.2.1-py3-none-any.whl name: pyparsing version: 3.2.1 @@ -17085,7 +17085,7 @@ packages: version: 4.67.1 sha256: 26445eca388f82e72884e0d580d5464cd801a3ea01e63e5601bdff9ba6a48de2 requires_dist: - - colorama ; sys_platform == 'win32' + - colorama ; platform_system == 'Windows' - pytest>=6 ; extra == 'dev' - pytest-cov ; extra == 'dev' - pytest-timeout ; extra == 'dev' diff --git a/pyproject.toml b/pyproject.toml index e720deca8..417e77338 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -96,13 +96,14 @@ plots = { features = ["plots"], solve-group = "default" } [tool.pixi.feature.dev.tasks] tests = "pytest -rs -n 4 --cov-report=term tests" -tests-against-r-core = "pytest -rs tests -n 4 -m \"against_r_core\" --cov=pyfixest --cov-report=xml" -tests-against-r-extended = "pytest -rs tests -n 4 -m \"against_r_extended\" --cov=pyfixest --cov-report=xml" -tests-regular = "pytest tests -n 4 -m \"not (extended or against_r_core or against_r_extended or plots)\" --cov=pyfixest --cov-report=xml" -tests-extended = "pytest tests -n 4 -m \"extended\" --cov=pyfixest --cov-report=xml" -tests-fixest = "pytest -rs tests/test_vs_fixest.py -n 4 --cov=pyfixest --cov-report=xml" +tests-against-r-core = "pytest -rs tests -n 4 -m 'against_r_core' --cov=pyfixest --cov-append --cov-report=term-missing" +tests-against-r-extended = "pytest -rs tests -n 4 -m 'against_r_extended' --cov=pyfixest --cov-append --cov-report=term-missing" +tests-regular = "pytest tests -n 4 -m 'not (extended or against_r_core or against_r_extended or plots)' --cov=pyfixest --cov-append --cov-report=term-missing" +tests-extended = "pytest tests -n 4 -m 'extended' --cov=pyfixest --cov-append --cov-report=term-missing" +tests-fixest = "pytest -rs tests/test_vs_fixest.py -n 4 --cov=pyfixest --cov-append --cov-report=term-missing" tests-plots-dev = "pixi run --environment dev pytest tests/test_plots.py -n 4" tests-plots = "pixi run --environment plots pytest tests/test_plots.py -n 4" +coverage-report = "coverage xml -i" tests-rerun = "pytest --lf -n 4" debug = "python pyfixest/debug.py" lint = "pre-commit run ruff --all-files" From eb10ec7142579bc1c239143a874321378e7ff025 Mon Sep 17 00:00:00 2001 From: Alexander Fischer Date: Fri, 30 May 2025 23:46:42 +0200 Subject: [PATCH 26/27] pixi lock --- pixi.lock | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pixi.lock b/pixi.lock index 4f578f871..9f1050ad5 100644 --- a/pixi.lock +++ b/pixi.lock @@ -10414,7 +10414,7 @@ packages: - pypi: . name: pyfixest version: 0.29.0 - sha256: 3087b2666f2411dc4852329da6202c50a12bc623deccb74ec2b82f0ff4fc723b + sha256: 10e69f2d47ed0032f3aa67573cbdc9b8948586be0352b0270d48bf4159f678d1 requires_dist: - scipy>=1.6 - formulaic>=1.1.0 From 0d1f698db53f2ddbf06695cc2883a12e266c90bd Mon Sep 17 00:00:00 2001 From: "pre-commit-ci[bot]" <66853113+pre-commit-ci[bot]@users.noreply.github.com> Date: Fri, 30 May 2025 22:04:49 +0000 Subject: [PATCH 27/27] [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci --- pyfixest/did/saturated_twfe.py | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/pyfixest/did/saturated_twfe.py b/pyfixest/did/saturated_twfe.py index fb9ce318b..bc29cea6e 100644 --- a/pyfixest/did/saturated_twfe.py +++ b/pyfixest/did/saturated_twfe.py @@ -347,7 +347,13 @@ def _saturated_event_study( {"+".join([f"i(rel_time, {x}, ref = -1.0)" for x in cohort_dummies.columns.tolist()])} | {unit_id} + {time_id} """ - m = feols(fml=ff, data=df_int, weights=weights, vcov={"CRV1": cluster}, weights_type = "aweights") # type: ignore + m = feols( + fml=ff, + data=df_int, + weights=weights, + vcov={"CRV1": cluster}, + weights_type="aweights", + ) # type: ignore res = m.tidy() # create a dict with cohort specific effect curves res_cohort_eventtime_dict: dict[str, dict[str, pd.DataFrame | np.ndarray]] = {}