Code

Add GLM Support#763

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Merged

s3alfisc merged 53 commits intomasterpy-econometrics/pyfixest:masterfrom glmpy-econometrics/pyfixest:glmCopy head branch name to clipboardJan 4, 2025

+3,665-2,049

Commits

Commits on Dec 21, 2024

• initial commit

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Commits on Dec 22, 2024

• method for step halfing

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• cleanups and replace Stamann eta update; works now without fixed effects

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• Logit without fixed effects works

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• add probit class

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• delete Fepois

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• type hints

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• type hints

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• rename to get_fit

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• add some tests

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Commits on Dec 23, 2024

• add gaussian, fix crit bug

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• no coefficient crit

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• more tests

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• test run N = 100

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Commits on Dec 25, 2024

• inherit from Feols, add predict method

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• vcov reorg

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Commits on Dec 26, 2024

• add depvar checks

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• update weights

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• gaussian gives identical results

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• gaussian works except iid

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• fix irls_weights, add to tests

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Commits on Dec 27, 2024

• update tests

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• test cleanup

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• iid hetero match

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Commits on Dec 28, 2024

• work with scores vor crv1

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• crv1 inference passes for glms

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• error when glms with fixed effects

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• dones test scores for gaussian vs fixest

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• mention GLMs in quickstart

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• mention GLMs in quickstart

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• add bug in bread for IV

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• custom iid method for poisson

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• compare deviance in tests

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• fix probit deviance -> no more convergence problems

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• avg_slopes to docs

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• pyarrow to docs dependencies

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• fix error in docs

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• update changelog

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• another docs bug

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Commits on Dec 30, 2024

• adress Juan's comments

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Commits on Jan 1, 2025

• udate readmes

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• update lock file

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• align pyproject toml and lock with main

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• Merge branch 'master' into glm

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• update lock file

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• small cleanups

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Commits on Jan 2, 2025

• Merge branch 'master' into glm

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Commits on Jan 4, 2025

• merge with master

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• enable context for glms

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• enable context for glms

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• enforce formulaic < 1.1.0

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• Merge branch 'master' into glm

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• add pyarrow to docs deps, required by marginaleffects

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