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vcov() method does not update summary info #61

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s3alfisc opened this issue Apr 27, 2023 · 0 comments · Fixed by #73
Closed

vcov() method does not update summary info #61

s3alfisc opened this issue Apr 27, 2023 · 0 comments · Fixed by #73
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@s3alfisc
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Example:

import pyfixest as pf
import numpy as np
from pyfixest.utils import get_data

fixest = pf.Fixest(data = data)
fixest.feols("Y~X1 | csw0(X2, X3)", vcov = {'CRV1':'id'})
fixest.summary()
# ###
# 
# ---
# ###
# 
# Dep. var.:  Y 
# Inference:  {'CRV1': 'id'}
# Observations:  998
# 
#            Estimate  Std. Error   t value  Pr(>|t|)
# Intercept  6.648203    0.220649 30.130262   0.00000
#        X1 -0.141200    0.211081 -0.668937   0.50369
# ---
# ###
# 
# Fixed effects:  X2
# Dep. var.:  Y 
# Inference:  {'CRV1': 'id'}
# Observations:  998
# 
#     Estimate  Std. Error   t value  Pr(>|t|)
# X1 -0.142274    0.210556 -0.675707  0.499383
# ---
# ###
# 
# Fixed effects:  X2+X3
# Dep. var.:  Y 
# Inference:  {'CRV1': 'id'}
# Observations:  998
# 
#     Estimate  Std. Error   t value  Pr(>|t|)
# X1 -0.096317    0.204801 -0.470296  0.638247
fixest.vcov({'CRV3':'group_id'}).summary()
>>> fixest.vcov({'CRV3':'group_id'}).summary()
# ###
# 
# ---
# ###
# 
# Dep. var.:  Y 
# Inference:  {'CRV1': 'id'}
# Observations:  998
# 
#            Estimate  Std. Error   t value  Pr(>|t|)
# Intercept  6.648203    0.229614 28.953831  0.000000
#        X1 -0.141200    0.207516 -0.680428  0.502745
# ---
# ###
# 
# Fixed effects:  X2
# Dep. var.:  Y 
# Inference:  {'CRV1': 'id'}
# Observations:  998
# 
#     Estimate  Std. Error   t value  Pr(>|t|)
# X1 -0.142274     0.20774 -0.684867   0.49999
# ---
# ###
# 
# Fixed effects:  X2+X3
# Dep. var.:  Y 
# Inference:  {'CRV1': 'id'}
# Observations:  998
# 
#     Estimate  Std. Error  t value  Pr(>|t|)
# X1 -0.096317    0.206282 -0.46692  0.644768
# 
@s3alfisc s3alfisc added the bug Something isn't working label Apr 27, 2023
@s3alfisc s3alfisc linked a pull request May 1, 2023 that will close this issue
s3alfisc added a commit that referenced this issue May 1, 2023
update inference log in vcov method closing #61
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