From fde6ef345ec894da89552d164e7fb35096cbedd5 Mon Sep 17 00:00:00 2001 From: Apoorva Lal Date: Mon, 5 Aug 2024 22:45:31 -0700 Subject: [PATCH] feols fixes --- duckreg/duckreg.py | 3 +++ duckreg/estimators.py | 4 ++-- 2 files changed, 5 insertions(+), 2 deletions(-) diff --git a/duckreg/duckreg.py b/duckreg/duckreg.py index bb26a64..54b4dd7 100644 --- a/duckreg/duckreg.py +++ b/duckreg/duckreg.py @@ -61,6 +61,9 @@ def fit(self): if self.n_bootstraps > 0: self.vcov = self.bootstrap() fit._vcov = self.vcov + fit.get_inference() + fit._vcov_type = "NP-Bootstrap" + fit._vcov_type_detail = "NP-Bootstrap" return fit else: diff --git a/duckreg/estimators.py b/duckreg/estimators.py index 2daa59f..5529acc 100644 --- a/duckreg/estimators.py +++ b/duckreg/estimators.py @@ -331,7 +331,7 @@ def estimate(self): return wls(X, y, n) def estimate_feols(self): - pass + raise NotImplementedError("feols solver not implemented for Mundlak estimator") def bootstrap(self): rhs = ( @@ -501,7 +501,7 @@ def estimate(self): return wls(X, y, n) def estimate_feols(self): - pass + raise NotImplementedError("feols solver not implemented for double-demeaning") def bootstrap(self): boot_coefs = np.zeros((self.n_bootstraps, 2)) # Intercept and treatment effect