import pyfixest as pf
data = pf.get_data()
fit = pf.feols("Y ~ X1 + X2", data=data, vcov="HC1")
fit.pvalue_savi()Intercept 1.614472e-13
X1 1.879119e-30
X2 4.056323e-13
Name: Pr(>|t|), dtype: float64Feols.pvalue_savi
pvalue_savi(mixture_precision=1.0)Compute coefficient-wise SAVI sequential p-values.
The sequential-p-value analogue of evalue. See evalue for the mixture_precision argument and the supported-model restrictions.
Returns
| Name | Type | Description |
|---|---|---|
| pd.Series | One sequential p-value per coefficient. |