-
Notifications
You must be signed in to change notification settings - Fork 28
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
IV support #58
Comments
Some design considerations for internal processing: Assume the following model formula: Currently, information on model variables is e.g. encoded in >>> self.var_dict
{'0': ['Y', 'Y2', 'X1'], 'X3': ['Y', 'Y2', 'X1'], 'X3+X4': ['Y', 'Y2', 'X1']} and in >>> self.fml_dict
{'0': ['Y~X1', 'Y2~X1'], 'X3': ['Y~X1', 'Y2~X1'], 'X3+X4': ['Y~X1', 'Y2~X1']} With instruments, the formula might look as
|
Status:
Also, formula syntax currently deviates from fixest. For models without covariates, fixest syntax is
while pyfixest is
After tackling all points above, I will merge the PR and implement the 2SLS estimator in a separate PR. |
Basic IV support added with version 0.5. |
2SLS estimator now implemented in the dev branch. |
To do:
|
Required Steps:
summary()
andtidy()
methods. Fortidy()
, simply add index "stage1" and "stage2". Split summary() into two parts. Check out what fixest does.Nice to have's (for now):
In Practice:
The text was updated successfully, but these errors were encountered: