Skip to content

Crv numba#217

Merged
s3alfisc merged 18 commits intobenchmarksfrom
crv-numba
Nov 18, 2023
Merged

Crv numba#217
s3alfisc merged 18 commits intobenchmarksfrom
crv-numba

Conversation

@s3alfisc
Copy link
Copy Markdown
Member

Increases the performance of CRV1 inference by jit compiling and parallelizing via numba.

* initial commit

* reproduce did2s.r results

* add twfe estimator

* create treatment var internally

* some defensive input checks

* acknowledge kyle as copyright holder

* create experimental folder

* update docs

* update version

* add did2s function

* get event_study() did2s to work again

* delete did2s function

* add basic tests

* patch version

* delete pyaches

* update news

* update starting message

* update readme

* update pyproject.toml

* ci tests on mac as fixest already compiled

* test on windows

* back to testing on linux

* first install python, then R deps

* fix yaml syntax

* yaml is too hard
* initial commit

* reproduce did2s.r results

* add twfe estimator

* create treatment var internally

* some defensive input checks

* acknowledge kyle as copyright holder

* create experimental folder

* update docs

* update version

* add did2s function

* get event_study() did2s to work again

* delete did2s function

* add basic tests

* patch version

* delete pyaches

* update news

* update starting message

* update readme

* update pyproject.toml

* ci tests on mac as fixest already compiled

* test on windows

* back to testing on linux

* first install python, then R deps

* fix yaml syntax

* yaml is too hard

* some work towards a more flexible API

* get did2s function prototype to run

* event_study() and did2s() both run through

* add examples to did2s() and event_study()

* more tests for did2s

* pass tests

* two reference levels

* fix small bug re _drop_ref

* get did2s() to run

* fix did2s vcov bug

* add tests

* update did example

* further updates

* update i-tests

* bump version and update readme

* readme tweaks

* update news

* update readme
* add black action

* run black

* revert notebook
* check for did2s if treatment is boolean

* update docs

* ci only when push to master

* bump version

* small fixes

* formatting
* first step to prettier etable

* add tabulate dependency, fix etable fixef bug

* fix bug with no fixed effects

* fix no model has fixef exception

* bump poetry version

* fix hline placement bug

* formatting

* make plot nicer

* add vcov info

* reformat

* reformat
* attempt to fix #211

* cleanup

* clarification

* fix i() bug for i(var), not for i(var1, var2)

* add drop_intercept argument to feols, fepois

* fix error with did2s inference

* add error when 0 or -1 in first stage

* fix tests, output warning for i(var1, var2) syntax

* format code

* update figure + fix small bug

* no 0 in second stage did test

* bump version

* deprecate i(var1, var2) syntax, update news

* format

* bring back i(var1, var2)

* format
* update docs

* add _depvar attribute to Feols object

* use _depvar attribute

* move separation checks out of Fepois to fix #138

* revert changes to performance method

* temporarily do not report r squared metrics

* fix separation bug  #138

* formatting

* update docs
@s3alfisc s3alfisc merged commit 6d81a19 into benchmarks Nov 18, 2023
@s3alfisc s3alfisc deleted the crv-numba branch November 18, 2023 16:29
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant