Create DID: Prettier and Unified Coefficient Names for DiD Methods

[asteves]

PR to fix #407

• Creates a utility function for renaming coefficients
• Updates tidy() and summary() methods in DiD class methods

[codecov]

Codecov Report

Attention: Patch coverage is 64.91228% with 20 lines in your changes missing coverage. Please review.

Files with missing lines	Patch %	Lines
pyfixest/did/did2s.py	14.28%	6 Missing ⚠️
pyfixest/did/twfe.py	14.28%	6 Missing ⚠️
pyfixest/utils/utils.py	87.87%	4 Missing ⚠️
pyfixest/did/lpdid.py	57.14%	3 Missing ⚠️
pyfixest/estimation/feols_.py	66.66%	1 Missing ⚠️

Flag	Coverage Δ
core-tests	80.28% <64.91%> (-0.11%)	⬇️
tests-extended	?
tests-vs-r	47.88% <19.29%> (-0.28%)	⬇️

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Files with missing lines	Coverage Δ
pyfixest/estimation/feols_.py	83.31% <66.66%> (-6.98%)	⬇️
pyfixest/did/lpdid.py	92.85% <57.14%> (-1.77%)	⬇️
pyfixest/utils/utils.py	91.24% <87.87%> (-1.07%)	⬇️
pyfixest/did/did2s.py	87.38% <14.28%> (-3.18%)	⬇️
pyfixest/did/twfe.py	70.96% <14.28%> (-9.81%)	⬇️

... and 5 files with indirect coverage changes

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[s3alfisc]

Hi @asteves , thanks for taking a stab at this! Somewhere down in the codebase I had a rename_event_study_coefficients function but it seems no longer functional, so this PR is super welcome =) Is it ready for me to take a first look?

The above returns

but the coef names should be var::time as in the lpdid method.

[asteves]

About a year late from when I grabbed it. @s3alfisc I think it's good for a first look.

[s3alfisc]

Hi @asteves , I unfortunately will not manage to take a look tonight, will try my best tomorrow evening!

[apoorvalal]

Related issue and patch #929

[s3alfisc]

Closing as fixed with #929.