Alex
Data Science, open source and economics. Developing pyfixest.
github.com/s3alfisc
- Strong agree. And do read the paper! It illustrates very nicely how much thought and creativity has gone into designing fixest's API and performance optimizations which are really the two things that make fixest as great.
- To point out just a few innovations on the API side that imo set the standard for regression packages. You get - separation of estimation and inference - and you can adjust inference post-estimation "on the fly" - a lot of handy post-estimation processing: coef, se, iplot, predict, and much more ..
- - Then of course you get regression tables out of the box with etable. - And you can "bring your own vcov's" functionality with easy plug ins. - We get a new operator for interacting variables with i(var1, var2) (very under appreciated imo!) - Last, my favorite feature: multiple estimation syntax!
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View full thread(Ok, FixedEffectsModels.jl does pretty awesome as well. And we still have quite some catchup work to do with pyfixest =) )
