Metadata-Version: 2.1
Name: pyfixest
Version: 0.3.4
Summary: Draft package for high dimensional fixed effect OLS estimation
License: MIT
Author: Alexander Fischer
Author-email: alexander-fischer1801@t-online.de
Requires-Python: >=3.8,<3.11
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Requires-Dist: PyHDFE (>=0.1.1,<0.2.0)
Requires-Dist: formulaic (>=0.3.0,<0.4.0)
Requires-Dist: matplotlib (>=3.7,<4.0)
Requires-Dist: numpy (>=1.2,<2.0)
Requires-Dist: pandas (>=1.5.1,<2.0.0)
Requires-Dist: pytest (>=7.2.0,<8.0.0)
Requires-Dist: scipy (>=1.9.0,<2.0.0)
Description-Content-Type: text/markdown

## PyFixest

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This is a draft package (highly experimental!) for a Python clone of the excellent [fixest](https://github.com/lrberge/fixest) package.

Fixed effects are projected out via the [PyHDFE](https://github.com/jeffgortmaker/pyhdfe) package.

For a quick introduction, see the [tutorial](https://s3alfisc.github.io/pyfixest/tutorial/).

```python
from pyfixest import Fixest
from pyfixest.utils import get_data

data = get_data()

fixest = Fixest(data = data)
fixest.feols("Y~X1 | X2", vcov = "HC1")
fixest.summary()
# ### Fixed-effects: X2
# Dep. var.: Y
#
#     Estimate  Std. Error   t value  Pr(>|t|)
# X1 -0.103285    0.172956 -0.597172  0.550393
```

Support for more [fixest formula-sugar](https://cran.r-project.org/web/packages/fixest/vignettes/multiple_estimations.html) is work in progress.


