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s3alfisc avatar s3alfisc commented on August 14, 2024

Now possible to run regressions with NA values. Rowwise deletion is applied:

import pandas as pd
import numpy as np
from pyfixest.api import feols
import statsmodels.formula.api as sm
from formulaic import model_matrix

# create data
np.random.seed(123)
N = 100000
k = 4
G = 25
X = np.random.normal(0, 1, N * k).reshape((N,k))
X = pd.DataFrame(X)
X[1] = np.random.choice(list(range(0, 50)), N, True)
X[2] = np.random.choice(list(range(0, 1000)), N, True)
X[3] = np.random.choice(list(range(0, 1000)), N, True)

beta = np.random.normal(0,1,k)
beta[0] = 0.005
u = np.random.normal(0,1,N)
Y = 1 + X @ beta + u
cluster = np.random.choice(list(range(0,G)), N)

Y[0] = None
Y = pd.DataFrame(Y)
Y.rename(columns = {0:'Y'}, inplace = True)
X = pd.DataFrame(X)

data = pd.concat([Y, X], axis = 1)
data.rename(columns = {0:'X1', 1:'X2', 2:'X3', 3:'X4'}, inplace = True)
data['X4'] = data['X4'].astype('category')
data['X3'] = data['X3'].astype('category')
data['X2'] = data['X2'].astype('category')
data['group_id'] = cluster
data['Y2'] = data.Y + np.random.normal(0, 1, N)


feols('Y ~ X1 | X2 + X3 + X4', 'hetero', data)

from pyfixest.

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