optimal_mixture_precision

optimal_mixture_precision(nobs, number_of_coefficients, alpha)

Compute the mixture precision that minimizes SAVI sequence width at a specified sample size nobs.

Parameters

Name	Type	Description	Default
nobs	float	Target number of observations.	required
number_of_coefficients	float	Number of estimated coefficients, including the intercept.	required
alpha	float	Significance level between zero and one.	required

Returns

Name	Type	Description
	float	Mixture precision optimized for the target sample size.

Examples

import pyfixest as pf

pf.optimal_mixture_precision(
    nobs=100,
    number_of_coefficients=3,
    alpha=0.05,
)

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