Main class to interact with fixest difference-in-differences ecosystem

Unlike other methods and classes in the rfixest package, this class departs a bit from the syntax and naming convention that is used by fixest.

fixest.

Constructors¶

FixestDID(data: polars.DataFrame, cohort_data, ...)

Initialize class

Estimation¶

twfe(fml: str, ref_p: int = None, *, ...)

Two-Way Fixed Effects

etwfe(fml: str, ivar: bool = False, xvar: str = None, ...)

Extended Two-Way Fixed Effects

sunab_att_feols(fml: str, cohort: str = None, ...)

Saturated Two-Way Fixed Effects (overall)

sunab_feols(fml: str, cohort: str = None, period: str = None, ...)

Saturated Two-Way Fixed Effects

Results¶

coeftable(keep: str = None, drop: str = None, ...)

Coefficient Table

Methods¶

clear_cache()

Clears the cache storing objects returned by the estimation methods.

did_means(fml: str = '.', treat_var: str | bool = True, ...)

get_columns_in_formula(combine: bool = False)

get_data(r: bool = False)

Returns the data

get_metadata(key: str = None, columns: list | str = None, ...)

classmethod r_globalenv(symbol: str | Iterable = None, ...) → None

r_schema(type_of: bool = False)