From ba15e1af87dfc808d2a14e9e72f1d9f3ddb7ba06 Mon Sep 17 00:00:00 2001 From: Alexander Fischer Date: Tue, 23 Jul 2024 21:16:12 +0200 Subject: [PATCH 1/3] add statsmodels support for stargazer --- poetry.lock | 2 +- pyfixest/estimation/feols_.py | 23 +++++++++++++++++------ pyfixest/estimation/fepois_.py | 15 +++++++++++++-- pyfixest/report/summarize.py | 16 ++++++++++++++++ pyproject.toml | 1 + tests/test_summarise.py | 11 +++++++++++ 6 files changed, 59 insertions(+), 9 deletions(-) diff --git a/poetry.lock b/poetry.lock index a1504f986..ffee23c83 100644 --- a/poetry.lock +++ b/poetry.lock @@ -4802,4 +4802,4 @@ test = ["big-O", "importlib-resources", "jaraco.functools", "jaraco.itertools", [metadata] lock-version = "2.0" python-versions = ">=3.9,<4.0" -content-hash = "60661d6a47f79e921cdb3ab1584749237360e7344be84eeb7fad1117d86f977c" +content-hash = "dcce4a56be4996c4e5b2c47d6f104efc52ebb4226236383248b4f4edf4c4dd31" diff --git a/pyfixest/estimation/feols_.py b/pyfixest/estimation/feols_.py index 7f8b30e15..73b198512 100644 --- a/pyfixest/estimation/feols_.py +++ b/pyfixest/estimation/feols_.py @@ -8,8 +8,7 @@ import pandas as pd import polars as pl from formulaic import Formula -from scipy.sparse import csr_matrix -from scipy.sparse.linalg import lsqr, spsolve +from scipy.sparse.linalg import lsqr from scipy.stats import chi2, f, norm, t from pyfixest.errors import VcovTypeNotSupportedError @@ -1358,7 +1357,9 @@ def ccv( n_splits=n_splits, ) - def fixef(self, atol : float = 1e-06, btol : float = 1e-06) -> dict[str, dict[str, float]]: + def fixef( + self, atol: float = 1e-06, btol: float = 1e-06 + ) -> dict[str, dict[str, float]]: """ Compute the coefficients of (swept out) fixed effects for a regression model. @@ -1410,7 +1411,7 @@ def fixef(self, atol : float = 1e-06, btol : float = 1e-06) -> dict[str, dict[st cols = D2.model_spec.column_names alpha = lsqr(D2, uhat, atol=atol, btol=btol)[0] - + res: dict[str, dict[str, float]] = {} for i, col in enumerate(cols): variable, level = _extract_variable_level(col) @@ -1429,7 +1430,13 @@ def fixef(self, atol : float = 1e-06, btol : float = 1e-06) -> dict[str, dict[st return self._fixef_dict - def predict(self, newdata: Optional[DataFrameType] = None, atol: float = 1e-6, btol: float = 1e-6) -> np.ndarray: + def predict( + self, + newdata: Optional[DataFrameType] = None, + type: str = "link", + atol: float = 1e-6, + btol: float = 1e-6, + ) -> np.ndarray: """ Predict values of the model on new data. @@ -1442,8 +1449,12 @@ def predict(self, newdata: Optional[DataFrameType] = None, atol: float = 1e-6, b newdata : Optional[DataFrameType], optional A pd.DataFrame or pl.DataFrame with the data to be used for prediction. If None (default), the data used for fitting the model is used. + type : str, optional + The type of prediction to be computed. + Can be either "response" (default) or "link". For linear models, both are + identical. atol : Float, default 1e-6 - Stopping tolerance for scipy.sparse.linalg.lsqr(). + Stopping tolerance for scipy.sparse.linalg.lsqr(). See https://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.linalg.lsqr.html btol : Float, default 1e-6 Another stopping tolerance for scipy.sparse.linalg.lsqr(). diff --git a/pyfixest/estimation/fepois_.py b/pyfixest/estimation/fepois_.py index 9ba44092d..efb3a9eb7 100644 --- a/pyfixest/estimation/fepois_.py +++ b/pyfixest/estimation/fepois_.py @@ -270,7 +270,11 @@ def compute_deviance(_Y: np.ndarray, mu: np.ndarray): self._convergence = True def predict( - self, newdata: Optional[DataFrameType] = None, type: str = "link" + self, + newdata: Optional[DataFrameType] = None, + type: str = "link", + atol: float = 1e-06, + btol: float = 1e-06, ) -> np.ndarray: """ Return predicted values from regression model. @@ -292,6 +296,13 @@ def predict( i.e., it is the expected predictor E(Y|X). If "link", the output is at the level of the explanatory variables, i.e., the linear predictor X @ beta. + atol : Float, default 1e-6 + Stopping tolerance for scipy.sparse.linalg.lsqr(). + See https://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.linalg.lsqr.html + btol : Float, default 1e-6 + Another stopping tolerance for scipy.sparse.linalg.lsqr(). + See https://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.linalg.lsqr.html + Returns ------- @@ -313,7 +324,7 @@ def predict( if type not in ["response", "link"]: raise ValueError("type must be one of 'response' or 'link'.") - y_hat = super().predict(newdata=newdata) + y_hat = super().predict(newdata=newdata, type=type, atol=atol, btol=btol) if type == "link": y_hat = np.exp(y_hat) diff --git a/pyfixest/report/summarize.py b/pyfixest/report/summarize.py index 45a470598..b3e83d4b5 100644 --- a/pyfixest/report/summarize.py +++ b/pyfixest/report/summarize.py @@ -37,9 +37,25 @@ def __init__(self, models): A list of regression model objects to be included in the table. """ super().__init__(models) + + # temporarily add the _fixef attribute to the models if not present + for x in self.models: + if not hasattr(x, "_fixef"): + x._fixef = None + if any([x._fixef is not None for x in self.models]): self.add_fixef() + # delete the _fixef attribute from the models if + # not of type Feols, Feiv, Fepois + for x in self.models: + if ( + not isinstance(x, Feols) + or not isinstance(x, Fepois) + or not isinstance(x, Feiv) + ): + del x._fixef + def add_fixef(self): """ Add information on fixed effects to the regression table. diff --git a/pyproject.toml b/pyproject.toml index 630f08d0e..095cadd9d 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -34,6 +34,7 @@ pre-commit = "^3.6.0" doubleml = "^0.7.1" marginaleffects = "^0.0.10" stargazer = ">=0.0.7" +statsmodels = "^0.14.2" [tool.poetry.group.docs.dependencies] quartodoc = ">=0.7.2" diff --git a/tests/test_summarise.py b/tests/test_summarise.py index 4afd803b8..60e1283c9 100644 --- a/tests/test_summarise.py +++ b/tests/test_summarise.py @@ -1,5 +1,7 @@ import pandas as pd +import statsmodels.formula.api as smf +import pyfixest as pf from pyfixest.estimation.estimation import feols, fepois from pyfixest.report.summarize import _select_order_coefs, etable, summary from pyfixest.utils.utils import get_data @@ -94,3 +96,12 @@ def test_summary(): "x11", "x21", ] + + +def test_stargazer(): + data = pf.get_data() + + fit = pf.feols("Y ~ X1", data=data) + fit_smf = smf.ols("Y ~ X1", data=data).fit() + + pf.Stargazer([fit, fit_smf]) From ce52cb81a31808a57efba2b6963d49c526fa10d9 Mon Sep 17 00:00:00 2001 From: Alexander Fischer Date: Tue, 23 Jul 2024 21:27:22 +0200 Subject: [PATCH 2/3] rebuild lock file --- poetry.lock | 284 +++++++++++++++++++++++++++------------------------- 1 file changed, 146 insertions(+), 138 deletions(-) diff --git a/poetry.lock b/poetry.lock index ffee23c83..2e60c49f0 100644 --- a/poetry.lock +++ b/poetry.lock @@ -185,6 +185,17 @@ files = [ [package.extras] dev = ["freezegun 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{file = "jupyterlab_server-2.27.2-py3-none-any.whl", hash = "sha256:54aa2d64fd86383b5438d9f0c032f043c4d8c0264b8af9f60bd061157466ea43"}, - {file = "jupyterlab_server-2.27.2.tar.gz", hash = "sha256:15cbb349dc45e954e09bacf81b9f9bcb10815ff660fb2034ecd7417db3a7ea27"}, + {file = "jupyterlab_server-2.27.3-py3-none-any.whl", hash = "sha256:e697488f66c3db49df675158a77b3b017520d772c6e1548c7d9bcc5df7944ee4"}, + {file = "jupyterlab_server-2.27.3.tar.gz", hash = "sha256:eb36caca59e74471988f0ae25c77945610b887f777255aa21f8065def9e51ed4"}, ] [package.dependencies] @@ -1688,13 +1695,13 @@ test = ["hatch", "ipykernel", "openapi-core (>=0.18.0,<0.19.0)", "openapi-spec-v [[package]] name = "jupytext" -version = "1.16.2" +version = "1.16.3" description = "Jupyter notebooks as Markdown documents, Julia, Python or R scripts" optional = false python-versions = ">=3.8" files = [ - {file = "jupytext-1.16.2-py3-none-any.whl", hash = "sha256:197a43fef31dca612b68b311e01b8abd54441c7e637810b16b6cb8f2ab66065e"}, - {file = "jupytext-1.16.2.tar.gz", hash = "sha256:8627dd9becbbebd79cc4a4ed4727d89d78e606b4b464eab72357b3b029023a14"}, + {file = "jupytext-1.16.3-py3-none-any.whl", hash = "sha256:870e0d7a716dcb1303df6ad1cec65e3315a20daedd808a55cb3dae2d56e4ed20"}, + {file = "jupytext-1.16.3.tar.gz", hash = "sha256:1ebac990461dd9f477ff7feec9e3003fa1acc89f3c16ba01b73f79fd76f01a98"}, ] [package.dependencies] @@ -1706,11 +1713,11 @@ pyyaml = "*" tomli = {version = "*", markers = "python_version < \"3.11\""} [package.extras] -dev = ["autopep8", "black", "flake8", "gitpython", "ipykernel", "isort", "jupyter-fs (<0.4.0)", "jupyter-server (!=2.11)", "nbconvert", "pre-commit", "pytest", "pytest-cov (>=2.6.1)", "pytest-randomly", "pytest-xdist", "sphinx-gallery (<0.8)"] +dev = ["autopep8", "black", "flake8", "gitpython", "ipykernel", "isort", "jupyter-fs (>=1.0)", "jupyter-server (!=2.11)", "nbconvert", "pre-commit", "pytest", "pytest-cov (>=2.6.1)", "pytest-randomly", "pytest-xdist", "sphinx-gallery (<0.8)"] docs = ["myst-parser", "sphinx", "sphinx-copybutton", "sphinx-rtd-theme"] test = ["pytest", "pytest-randomly", "pytest-xdist"] test-cov = ["ipykernel", "jupyter-server (!=2.11)", "nbconvert", "pytest", "pytest-cov (>=2.6.1)", "pytest-randomly", "pytest-xdist"] -test-external = ["autopep8", "black", "flake8", "gitpython", "ipykernel", "isort", "jupyter-fs (<0.4.0)", "jupyter-server (!=2.11)", "nbconvert", "pre-commit", "pytest", "pytest-randomly", "pytest-xdist", "sphinx-gallery (<0.8)"] +test-external = ["autopep8", "black", "flake8", "gitpython", "ipykernel", "isort", "jupyter-fs (>=1.0)", "jupyter-server (!=2.11)", "nbconvert", "pre-commit", "pytest", "pytest-randomly", "pytest-xdist", "sphinx-gallery (<0.8)"] test-functional = ["pytest", "pytest-randomly", "pytest-xdist"] test-integration = ["ipykernel", "jupyter-server (!=2.11)", "nbconvert", "pytest", "pytest-randomly", "pytest-xdist"] test-ui = ["calysto-bash"] @@ -2733,13 +2740,13 @@ type = ["mypy (>=1.8)"] [[package]] name = "plotly" -version = "5.22.0" +version = "5.23.0" description = "An open-source, interactive data visualization library for Python" optional = false python-versions = ">=3.8" files = [ - 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{file = "pure_eval-0.2.2-py3-none-any.whl", hash = "sha256:01eaab343580944bc56080ebe0a674b39ec44a945e6d09ba7db3cb8cec289350"}, - {file = "pure_eval-0.2.2.tar.gz", hash = "sha256:2b45320af6dfaa1750f543d714b6d1c520a1688dec6fd24d339063ce0aaa9ac3"}, + {file = "pure_eval-0.2.3-py3-none-any.whl", hash = "sha256:1db8e35b67b3d218d818ae653e27f06c3aa420901fa7b081ca98cbedc874e0d0"}, + {file = "pure_eval-0.2.3.tar.gz", hash = "sha256:5f4e983f40564c576c7c8635ae88db5956bb2229d7e9237d03b3c0b0190eaf42"}, ] [package.extras] @@ -4080,18 +4087,19 @@ win32 = ["pywin32"] [[package]] name = "setuptools" -version = "70.2.0" +version = "71.1.0" description = "Easily download, build, install, upgrade, and uninstall Python packages" optional = false python-versions = ">=3.8" files = [ - {file = "setuptools-70.2.0-py3-none-any.whl", hash = "sha256:b8b8060bb426838fbe942479c90296ce976249451118ef566a5a0b7d8b78fb05"}, - {file = "setuptools-70.2.0.tar.gz", hash = "sha256:bd63e505105011b25c3c11f753f7e3b8465ea739efddaccef8f0efac2137bac1"}, + {file = "setuptools-71.1.0-py3-none-any.whl", hash = "sha256:33874fdc59b3188304b2e7c80d9029097ea31627180896fb549c578ceb8a0855"}, + {file = "setuptools-71.1.0.tar.gz", hash = "sha256:032d42ee9fb536e33087fb66cac5f840eb9391ed05637b3f2a76a7c8fb477936"}, ] [package.extras] +core = ["importlib-metadata (>=6)", "importlib-resources (>=5.10.2)", "jaraco.text (>=3.7)", "more-itertools (>=8.8)", "ordered-set (>=3.1.1)", "packaging (>=24)", "platformdirs (>=2.6.2)", "tomli (>=2.0.1)", "wheel (>=0.43.0)"] doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "pygments-github-lexers (==0.0.5)", "pyproject-hooks (!=1.1)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-favicon", "sphinx-inline-tabs", "sphinx-lint", "sphinx-notfound-page (>=1,<2)", "sphinx-reredirects", "sphinxcontrib-towncrier"] -test = ["build[virtualenv] (>=1.0.3)", "filelock (>=3.4.0)", "importlib-metadata", "ini2toml[lite] (>=0.14)", "jaraco.develop (>=7.21)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "jaraco.test", "mypy (==1.10.0)", "packaging (>=23.2)", "pip (>=19.1)", "pyproject-hooks (!=1.1)", "pytest (>=6,!=8.1.*)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-home (>=0.5)", "pytest-mypy", "pytest-perf", "pytest-ruff (>=0.3.2)", "pytest-subprocess", "pytest-timeout", "pytest-xdist (>=3)", "tomli", "tomli-w (>=1.0.0)", "virtualenv (>=13.0.0)", "wheel"] +test = ["build[virtualenv] (>=1.0.3)", "filelock (>=3.4.0)", "importlib-metadata", "ini2toml[lite] (>=0.14)", "jaraco.develop (>=7.21)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "jaraco.test", "mypy (==1.11.*)", "packaging (>=23.2)", "pip (>=19.1)", "pyproject-hooks (!=1.1)", "pytest (>=6,!=8.1.*)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-home (>=0.5)", "pytest-mypy", "pytest-perf", "pytest-ruff (<0.4)", "pytest-ruff (>=0.2.1)", "pytest-ruff (>=0.3.2)", "pytest-subprocess", "pytest-timeout", "pytest-xdist (>=3)", "tomli", "tomli-w (>=1.0.0)", "virtualenv (>=13.0.0)", "wheel"] [[package]] name = "shellingham" @@ -4320,13 +4328,13 @@ files = [ [[package]] name = "tomlkit" -version = "0.12.5" +version = "0.13.0" description = "Style preserving TOML library" optional = false -python-versions = ">=3.7" +python-versions = ">=3.8" files = [ - {file = "tomlkit-0.12.5-py3-none-any.whl", hash = "sha256:af914f5a9c59ed9d0762c7b64d3b5d5df007448eb9cd2edc8a46b1eafead172f"}, - {file = "tomlkit-0.12.5.tar.gz", hash = "sha256:eef34fba39834d4d6b73c9ba7f3e4d1c417a4e56f89a7e96e090dd0d24b8fb3c"}, + {file = "tomlkit-0.13.0-py3-none-any.whl", hash = "sha256:7075d3042d03b80f603482d69bf0c8f345c2b30e41699fd8883227f89972b264"}, + {file = "tomlkit-0.13.0.tar.gz", hash = "sha256:08ad192699734149f5b97b45f1f18dad7eb1b6d16bc72ad0c2335772650d7b72"}, ] [[package]] @@ -4802,4 +4810,4 @@ test = ["big-O", "importlib-resources", "jaraco.functools", "jaraco.itertools", [metadata] lock-version = "2.0" python-versions = ">=3.9,<4.0" -content-hash = "dcce4a56be4996c4e5b2c47d6f104efc52ebb4226236383248b4f4edf4c4dd31" +content-hash = "314475b7e36dd02377fb2a3dce856d1f610657e6d3329faef17bc3fb9a8c7cd0" From b7d50796f6fd8cb62e4ec848d5740da194acebdd Mon Sep 17 00:00:00 2001 From: Alexander Fischer Date: Tue, 23 Jul 2024 22:51:24 +0200 Subject: [PATCH 3/3] dontrun stargazer test --- .coverage | Bin 53248 -> 53248 bytes tests/test_summarise.py | 2 ++ 2 files changed, 2 insertions(+) diff --git a/.coverage b/.coverage index be8ff7c9159461e55b4238254b01b8c1ca5d1bcd..dc7a0a89db11778a5992a0501b2992398a4985eb 100644 GIT binary patch delta 1193 zcmYjQZA=_x5T5-%1F(fKhmd1hzk znVEgHAf*MVugzRy^C>qiQwr0mGu{GA3Uig|9CFCdG2}KyAKhL|ICV#9uHIC}>AQSZ zt0#+w!<3%AbE9tfXh(DXfrI-R>ffr(X=>e?NkMBOGIYfEHdCxHT_BxjFGwA17hA!~ zwo5j@?L}Lvw2fQfYQ-q?t2ivyifgz*;X3c-lI%YVy+Wz|1ADO@1cvG2JNTavnG#07 zQdvwWx?Jr}FtIqjG$Jxq<(B_XA}gP2#o*A9sgCfL`PyX05u|LG?WyU0`LJCPXd@bcqbV^ z+y0cznnDw-n9`A%jBG*jFoLl}s0S8lUHSMS^?2dRggN!evxi8~R-NV{gtIi*K!FRQ z!XN`sP8!+ZZV#>_rjx<2>~~qi7x9yo7mS z(Ogaw`%}Y@Au~7r_eG$j=*!3QHl9OMYq)@-|K7Prb=lBx?YnK?g}mOLL^iGvmp{#S z8jq<9Kla6Ldv^Vyn-&Nb83UKletW|C>e2}qw|qW${{$*m9@6YMWp1Q8(2pH2R-m9; zo#{7`XWXbvfbqx!MQJg~UzAQN9)D5VRwfZyPB>lzU3l^A?BpY9p#2c`*vmCi4#wAy zK56tGa2s`&pox;V$Ow=jSm8hx4>(Rzfc`EmoN6o{1!M4i0&V)+TSODvQ^DYiu4QI# zn@+#~(I+%81D-EtOlP7kE&+??($HLKY=m@uI?j>=VYi|sr&)KRgXja@X@sVq@7~1Q l37TcoX`7XR(NjINn^L42oiRM5RD)lkWT6xa1iki3-@gl|V+8;J delta 1042 zcmYjQU2GIp6h5;vyEC)%bEot#C1qy{LFK3IVh9Cn*s0XemZmgdu!xZ+x=DSIRzntv z))`Ghs7Tx8iVYI%8YRX=ZDo`CK-76KcCD7J5v8$JHex|V0@^mA?e1RhP}=al+k&Fv$Wsl$=nu77pruGNR zEI?D}1{z1BXaIeH_NW_`Ipufd7o}f`Doygg@|gUbyju228EH_mXw97xu0OsJITrI+ zzLybS^XEtUh$mVVctC|kEbL78$SuSeK96HWEpH`_TINs-TT(T!~${a92d#dRwoBoTXwbPMy zmqBPQa+m2}XL9Lcw}!m{>mh{zj8Yax4=gC^$vDj0oWWT1%{^f)MSKlCCCL81`SBFU zo@WUcI}1Rnhm$w2k{_i}>(J9{fqw`D09BDBf=WY=u)jv6y zbtSeQpmOdZMwUd=NVHz@Bv7;}{}FTX0iEy?YCXWuMk>}Mp_o$ipHT4wCx-5Cb>zpoP% zjh2+#K$6Lp+52@Fb|w^(`u-sKjURn|($F-&kNR5RYp8#*3J-J_Fg