We have a new how-to guide on anytime valid inference in the pyfixest docs: pyfixest.org/how-to/anyti... SAVI following Lindon et al will follow in the next release =)

🎉 Announcing Calepin 🎉 A new tool to create computational notebooks and static websites, built on Typst. Write code and prose directly in your .typ files, then publish them as documents or as a full website. vincentarelbundock.github.io/calepin/ 1/6 🧵 #Rstats #Pydata #Typst

On panelView, and why we should always look at our data first.. yiqingxu.substack.com/p/plot-your-...

Please look at your (panel) data

Many of the most egregious issues can be avoided by simply looking at the data.

yiqingxu.substack.com

Python implementation of `rdrobust` that is significantly faster! github.com/leostimpfle/... These runtimes are in logscale!!

been trying to get my claw to teach me Lean - send PRs cuz misery loves company github.com/apoorvalal/l...

GitHub - apoorvalal/lean-hansen-econometrics: formalizing econometrics

formalizing econometrics. Contribute to apoorvalal/lean-hansen-econometrics development by creating an account on GitHub.

github.com

sbi v.0.26.1 is out 🎉. We initially planned this release for January, but then the Grenoble Hackathon and GSoC applications happened. Now we have three new methods, better neural nets, cleaner internals, better docs, and 9 new contributors 🤗. Highlights below 🧵

I am very excited that PyFixest 0.50.0 is on PyPi, including a new graph-based solver for demeaning that makes fixed effects estimation in PyFixest significantly faster for "sparse" fixed effects structures.

PyFixest Sprint We will be doing a 3-day PyFixest sprint in two weeks - are there any features / regression-based methods widely useful to applied researchers you'd like us to explore/ add?

@jacobtomlinson.dev has been working on sphinx llm - core idea: provide a .md file for each page of your docs. Does this really help LLMs navigate the documentation? And what about an llms.txt? If yes, what are best practices? github.com/NVIDIA/sphin...

GitHub - NVIDIA/sphinx-llm: LLM extensions for Sphinx Documentation

LLM extensions for Sphinx Documentation. Contribute to NVIDIA/sphinx-llm development by creating an account on GitHub.

github.com

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.

Paul Goldsmith-Pinkham@paulgp.com · 6mo ago

One of the most important statistical packages made in Econ in the last decade

Things are grim. But in more frivolous news... @jamesbrandecon.bsky.social and I have been chipping away at `dbreg`, a 📦 for running big regression models on database backends. For the right kinds of problems, the speed-ups are near magical. Website: grantmcdermott.com/dbreg/ #rstats [1/2]

Very flattering (and exciting!) to see that Claude Code, even though prompted to use other packages, decided that it was a good choice to fit a TWFE regression in Python via PyFixest =)

Ben Recht@beenwrekt.bsky.social · 7mo ago

Social science has been solved: Write 1600 lines of instructions to Claude Code to generate a publishable paper based exclusively on silicon samples. Econ Nobel Prize here I come.

There is a new-ish Python package, moderndid, that implements almost all of the "modern" DiD estimators: github.com/jordandekler...

GitHub - jordandeklerk/moderndid: Python package implementing modern DiD estimators with diagnostic tools and sensitivity analysis.

Python package implementing modern DiD estimators with diagnostic tools and sensitivity analysis. - jordandeklerk/moderndid

github.com

TIL that `maketables` already supports regression tables via `typst`: py-econometrics.github.io/maketables/d... Happy holidays everyone! =)

Btw, I think there is a great IO / market structure research question there based on GitHub data - has the incumbency effect of established OSS projects increased due to greater prominence in LLM training data?

Alex@s3alfisc.bsky.social · 8mo ago

As everyone is querying LLMs for research these days, sometimes I check PyFixest's SEO game by asking "How can I estimate fixed effects regression problems in Python?". GTP: a) linearmodels b) statsmodels c) hand rolled d) call Julia / R from Python. Pf not (yet) recommended for arcane reasons.

As everyone is querying LLMs for research these days, sometimes I check PyFixest's SEO game by asking "How can I estimate fixed effects regression problems in Python?". GTP: a) linearmodels b) statsmodels c) hand rolled d) call Julia / R from Python. Pf not (yet) recommended for arcane reasons.

github.com/grantmcdermo... 👀

Clustered standard errors by grantmcdermott · Pull Request #29 · grantmcdermott/dbreg

Closes #11 This PR adds support for analytic clustered standard errors. MWE NYC taxi example, taken from the (updated) README: dbreg( tip_amount ~ fare_amount + passenger_count | month + vendor_...

github.com

Very quick support for CausalPy @benvincent.bsky.social. Draft PR will follow in a bit

Alex@s3alfisc.bsky.social · 8mo ago

`maketables` now has plug-in tooling - this means you can support maketables with your library without changing the maketables code base. This will hopefully be pretty useful for package developers, but also researchers developing their own estimators / in their own codebase.

`maketables` now has plug-in tooling - this means you can support maketables with your library without changing the maketables code base. This will hopefully be pretty useful for package developers, but also researchers developing their own estimators / in their own codebase.

Here is the recording of my talk PyData Berlin 2025: Introduction to Stochastic Variational Inference with NumPyro Notebook: juanitorduz.github.io/intro_svi/ youtu.be/wG0no-mUMf0?... #pydata #berlin #bayes

Scaling Probabilistic Models with Variational Inference

YouTube video by PyData

youtu.be

#rstats Please welcome Jarl, a new R linter. Jarl is a CLI tool with extensions in VS Code, Positron, and Zed. It can check thousands of lines of R code in milliseconds. Jarl provides several output formats, a Github Actions workflow, and more. Blog post: www.etiennebacher.com/posts/2025-1...

Quickly added support for @apoorvalal.com 's duckreg - took approximately 60 minutes! github.com/py-econometr...

Alex@s3alfisc.bsky.social · 9mo ago

Our py-econometrics org has a new package: `maketables` is now installable from PyPi! You can create regression tables for PyFixest, statsmodels, linearmodels, and save them as html, latex, or word. github: github.com/py-econometr... docs: py-econometrics.github.io/maketables/

Our py-econometrics org has a new package: `maketables` is now installable from PyPi! You can create regression tables for PyFixest, statsmodels, linearmodels, and save them as html, latex, or word. github: github.com/py-econometr... docs: py-econometrics.github.io/maketables/

Trying to learn more about fixed effects. I wrote this for me, maybe this is useful for you too dpananos.github.io/posts/2025-1...

I am very happy that 𝗣𝘆𝗙𝗶𝘅𝗲𝘀𝘁 𝟬.𝟰𝟬.𝟬/𝟬.𝟰𝟬.𝟭 is now available on PyPi! The release includes a few technical changes and exciting new features =)

Got a new PC and getting back to pyfixest dev is a breeze with pixi (via conda-forge, which seems to get too little love?). This just works: clone pf, install pixi, type pixi r tests in the shell, and then pixi installs Python, R, all Python and R deps, all R deps, and then starts running tests.

#rstats #econsky fixest v0.13.0 is finally out! It's still about making OLS and GLM estimations easy. Some major changes: - *default* VCOV becomes iid always! - singletons are removed by default! See all the changes here: github.com/lrberge/fixe...

fixest: Fast Fixed-Effects Estimations

Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), generalized linear models (GLM) and the negative binomial. The core of the p...

cran.r-project.org

#rstats #econsky PSA: The next release of `fixest` will include some important changes (plus cool new features). E.g. Fixed-effects regs will now default to 'iid' SEs rather than clustered. github.com/lrberge/fixe... You can install and test drive the dev version from R-universe; see the README.

Vis method for decomposition now merged to main, feedback welcome!

CJ Libassi@clibassi.bsky.social · last yr.

I think these look great! Very logical way to put things together. The challenge in my mind is how to handle many vars? One thing I have toyed with for this is trying to plot the top N vars decomposition results. Something like this toy example I just had Claude code whip up on simulated data.

Love to see this, of course =)

Gábor Békés@gaborbekes.bsky.social · 12mo ago

I believe we can teach data analysis/ econometrics with Python. From OLS to machine learning and event studies. Scripts for 42 case studies. #pyfixest for regressions. (With Stata and R to compare) Check out the revised Github.com/gabors-data-analysis/da_case_studies