Feols.tidy

tidy(alpha=0.05, inference_type='regular')

Tidy model outputs.

Return a tidy pd.DataFrame with the point estimates, standard errors, t-statistics, and p-values.

Parameters

Name Type Description Default
alpha float The significance level for the confidence intervals. If None, computes a 95% confidence interval (alpha = 0.05). 0.05
inference_type regular Type of coefficient-wise inference to report. Only "regular" is currently available. Defaults to "regular". "regular"

Returns

Name Type Description
tidy_df pd.DataFrame A tidy pd.DataFrame containing the regression results, including point estimates, standard errors, t-statistics, and p-values.

Examples

import pyfixest as pf

fit = pf.feols("Y ~ X1 + X2 | f1", pf.get_data())
fit.tidy()
Estimate Std. Error t value Pr(>|t|) 2.5% 97.5%
Coefficient
X1 -0.949526 0.066373 -14.305943 0.0 -1.079777 -0.819274
X2 -0.174225 0.017596 -9.901590 0.0 -0.208755 -0.139695

Changing the variance estimator changes the standard errors, t-values and p-values reported by tidy().

fit.vcov("hetero").tidy()
Estimate Std. Error t value Pr(>|t|) 2.5% 97.5%
Coefficient
X1 -0.949526 0.065020 -14.603584 0.0 -1.077123 -0.821929
X2 -0.174225 0.018247 -9.548359 0.0 -0.210033 -0.138418