Alex
@s3alfisc.bsky.social
Very flattering (and exciting!) to see that Claude Code, even though prompted to use other packages, decided that it was a good choice to fit a TWFE regression in Python via PyFixest =)
Social science has been solved: Write 1600 lines of instructions to Claude Code to generate a publishable paper based exclusively on silicon samples.
Econ Nobel Prize here I come.
Econ Nobel Prize here I come.
I've been trying so hard not to scream "I told you so" about the "AI can write social science papers" discourse over on Twitter. But my will is breaking.
January 5, 2026 at 8:26 PM
Very flattering (and exciting!) to see that Claude Code, even though prompted to use other packages, decided that it was a good choice to fit a TWFE regression in Python via PyFixest =)
There is a new-ish Python package, moderndid, that implements almost all of the "modern" DiD estimators:
github.com/jordandekler...
github.com/jordandekler...
GitHub - jordandeklerk/moderndid: Python package implementing modern DiD estimators with diagnostic tools and sensitivity analysis.
Python package implementing modern DiD estimators with diagnostic tools and sensitivity analysis. - jordandeklerk/moderndid
github.com
January 3, 2026 at 10:40 AM
There is a new-ish Python package, moderndid, that implements almost all of the "modern" DiD estimators:
github.com/jordandekler...
github.com/jordandekler...
TIL that `maketables` already supports regression tables via `typst`: py-econometrics.github.io/maketables/d... Happy holidays everyone! =)
December 26, 2025 at 10:39 AM
TIL that `maketables` already supports regression tables via `typst`: py-econometrics.github.io/maketables/d... Happy holidays everyone! =)
Btw, I think there is a great IO / market structure research question there based on GitHub data - has the incumbency effect of established OSS projects increased due to greater prominence in LLM training data?
As everyone is querying LLMs for research these days, sometimes I check PyFixest's SEO game by asking "How can I estimate fixed effects regression problems in Python?". GTP: a) linearmodels b) statsmodels c) hand rolled d) call Julia / R from Python. Pf not (yet) recommended for arcane reasons.
December 21, 2025 at 2:26 PM
Btw, I think there is a great IO / market structure research question there based on GitHub data - has the incumbency effect of established OSS projects increased due to greater prominence in LLM training data?
As everyone is querying LLMs for research these days, sometimes I check PyFixest's SEO game by asking "How can I estimate fixed effects regression problems in Python?". GTP: a) linearmodels b) statsmodels c) hand rolled d) call Julia / R from Python. Pf not (yet) recommended for arcane reasons.
December 21, 2025 at 10:19 AM
As everyone is querying LLMs for research these days, sometimes I check PyFixest's SEO game by asking "How can I estimate fixed effects regression problems in Python?". GTP: a) linearmodels b) statsmodels c) hand rolled d) call Julia / R from Python. Pf not (yet) recommended for arcane reasons.
Reposted by Alex
Very quick support for CausalPy @benvincent.bsky.social. Draft PR will follow in a bit
December 20, 2025 at 3:00 PM
Very quick support for CausalPy @benvincent.bsky.social. Draft PR will follow in a bit
`maketables` now has plug-in tooling - this means you can support maketables with your library without changing the maketables code base. This will hopefully be pretty useful for package developers, but also researchers developing their own estimators / in their own codebase.
December 20, 2025 at 2:01 PM
`maketables` now has plug-in tooling - this means you can support maketables with your library without changing the maketables code base. This will hopefully be pretty useful for package developers, but also researchers developing their own estimators / in their own codebase.
Reposted by Alex
Here is the recording of my talk
PyData Berlin 2025: Introduction to Stochastic Variational Inference with NumPyro
Notebook: juanitorduz.github.io/intro_svi/
youtu.be/wG0no-mUMf0?...
#pydata #berlin #bayes
PyData Berlin 2025: Introduction to Stochastic Variational Inference with NumPyro
Notebook: juanitorduz.github.io/intro_svi/
youtu.be/wG0no-mUMf0?...
#pydata #berlin #bayes
Scaling Probabilistic Models with Variational Inference
YouTube video by PyData
youtu.be
November 23, 2025 at 6:18 PM
Here is the recording of my talk
PyData Berlin 2025: Introduction to Stochastic Variational Inference with NumPyro
Notebook: juanitorduz.github.io/intro_svi/
youtu.be/wG0no-mUMf0?...
#pydata #berlin #bayes
PyData Berlin 2025: Introduction to Stochastic Variational Inference with NumPyro
Notebook: juanitorduz.github.io/intro_svi/
youtu.be/wG0no-mUMf0?...
#pydata #berlin #bayes
Reposted by Alex
#rstats Please welcome Jarl, a new R linter.
Jarl is a CLI tool with extensions in VS Code, Positron, and Zed. It can check thousands of lines of R code in milliseconds.
Jarl provides several output formats, a Github Actions workflow, and more.
Blog post: www.etiennebacher.com/posts/2025-1...
Jarl is a CLI tool with extensions in VS Code, Positron, and Zed. It can check thousands of lines of R code in milliseconds.
Jarl provides several output formats, a Github Actions workflow, and more.
Blog post: www.etiennebacher.com/posts/2025-1...
November 20, 2025 at 4:50 PM
#rstats Please welcome Jarl, a new R linter.
Jarl is a CLI tool with extensions in VS Code, Positron, and Zed. It can check thousands of lines of R code in milliseconds.
Jarl provides several output formats, a Github Actions workflow, and more.
Blog post: www.etiennebacher.com/posts/2025-1...
Jarl is a CLI tool with extensions in VS Code, Positron, and Zed. It can check thousands of lines of R code in milliseconds.
Jarl provides several output formats, a Github Actions workflow, and more.
Blog post: www.etiennebacher.com/posts/2025-1...
Quickly added support for @apoorvalal.com 's duckreg - took approximately 60 minutes!
github.com/py-econometr...
github.com/py-econometr...
November 20, 2025 at 9:22 PM
Quickly added support for @apoorvalal.com 's duckreg - took approximately 60 minutes!
github.com/py-econometr...
github.com/py-econometr...
Our py-econometrics org has a new package: `maketables` is now installable from PyPi! You can create regression tables for PyFixest, statsmodels, linearmodels, and save them as html, latex, or word.
github: github.com/py-econometr...
docs: py-econometrics.github.io/maketables/
github: github.com/py-econometr...
docs: py-econometrics.github.io/maketables/
November 20, 2025 at 7:49 PM
Our py-econometrics org has a new package: `maketables` is now installable from PyPi! You can create regression tables for PyFixest, statsmodels, linearmodels, and save them as html, latex, or word.
github: github.com/py-econometr...
docs: py-econometrics.github.io/maketables/
github: github.com/py-econometr...
docs: py-econometrics.github.io/maketables/
Reposted by Alex
Trying to learn more about fixed effects. I wrote this for me, maybe this is useful for you too dpananos.github.io/posts/2025-1...
Demetri Pananos Ph.D - How to Fit a Generalized Linear Model with Fixed Effects (Pt 1)
dpananos.github.io
November 13, 2025 at 6:42 PM
Trying to learn more about fixed effects. I wrote this for me, maybe this is useful for you too dpananos.github.io/posts/2025-1...
I am very happy that 𝗣𝘆𝗙𝗶𝘅𝗲𝘀𝘁 𝟬.𝟰𝟬.𝟬/𝟬.𝟰𝟬.𝟭 is now available on PyPi! The release includes a few technical changes and exciting new features =)
LinkedIn
This link will take you to a page that’s not on LinkedIn
lnkd.in
November 13, 2025 at 6:37 PM
I am very happy that 𝗣𝘆𝗙𝗶𝘅𝗲𝘀𝘁 𝟬.𝟰𝟬.𝟬/𝟬.𝟰𝟬.𝟭 is now available on PyPi! The release includes a few technical changes and exciting new features =)
Got a new PC and getting back to pyfixest dev is a breeze with pixi (via conda-forge, which seems to get too little love?). This just works: clone pf, install pixi, type pixi r tests in the shell, and then pixi installs Python, R, all Python and R deps, all R deps, and then starts running tests.
October 2, 2025 at 8:47 PM
Got a new PC and getting back to pyfixest dev is a breeze with pixi (via conda-forge, which seems to get too little love?). This just works: clone pf, install pixi, type pixi r tests in the shell, and then pixi installs Python, R, all Python and R deps, all R deps, and then starts running tests.
Reposted by Alex
#rstats #econsky
fixest v0.13.0 is finally out!
It's still about making OLS and GLM estimations easy.
Some major changes:
- *default* VCOV becomes iid always!
- singletons are removed by default!
See all the changes here:
github.com/lrberge/fixe...
fixest v0.13.0 is finally out!
It's still about making OLS and GLM estimations easy.
Some major changes:
- *default* VCOV becomes iid always!
- singletons are removed by default!
See all the changes here:
github.com/lrberge/fixe...
fixest: Fast Fixed-Effects Estimations
Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), generalized linear models (GLM) and the negative binomial. The core of the p...
cran.r-project.org
September 10, 2025 at 7:34 PM
#rstats #econsky
fixest v0.13.0 is finally out!
It's still about making OLS and GLM estimations easy.
Some major changes:
- *default* VCOV becomes iid always!
- singletons are removed by default!
See all the changes here:
github.com/lrberge/fixe...
fixest v0.13.0 is finally out!
It's still about making OLS and GLM estimations easy.
Some major changes:
- *default* VCOV becomes iid always!
- singletons are removed by default!
See all the changes here:
github.com/lrberge/fixe...
Reposted by Alex
#rstats #econsky PSA: The next release of `fixest` will include some important changes (plus cool new features).
E.g. Fixed-effects regs will now default to 'iid' SEs rather than clustered. github.com/lrberge/fixe...
You can install and test drive the dev version from R-universe; see the README.
E.g. Fixed-effects regs will now default to 'iid' SEs rather than clustered. github.com/lrberge/fixe...
You can install and test drive the dev version from R-universe; see the README.
July 18, 2025 at 3:36 PM
#rstats #econsky PSA: The next release of `fixest` will include some important changes (plus cool new features).
E.g. Fixed-effects regs will now default to 'iid' SEs rather than clustered. github.com/lrberge/fixe...
You can install and test drive the dev version from R-universe; see the README.
E.g. Fixed-effects regs will now default to 'iid' SEs rather than clustered. github.com/lrberge/fixe...
You can install and test drive the dev version from R-universe; see the README.
Vis method for decomposition now merged to main, feedback welcome!
August 16, 2025 at 8:32 AM
Vis method for decomposition now merged to main, feedback welcome!
Love to see this, of course =)
I believe we can teach data analysis/ econometrics with Python. From OLS to machine learning and event studies.
Scripts for 42 case studies. #pyfixest for regressions. (With Stata and R to compare)
Check out the revised
Github.com/gabors-data-analysis/da_case_studies
Scripts for 42 case studies. #pyfixest for regressions. (With Stata and R to compare)
Check out the revised
Github.com/gabors-data-analysis/da_case_studies
August 15, 2025 at 9:40 PM
Love to see this, of course =)
Currently revamping the default output view for the Gelbach Decomposition. Goal is to help both academics but also data scientists in industry to communicate results easily. Are the column and panel headers immediately clear? Any better way to summarize decomp results?
July 30, 2025 at 8:34 PM
Currently revamping the default output view for the Gelbach Decomposition. Goal is to help both academics but also data scientists in industry to communicate results easily. Are the column and panel headers immediately clear? Any better way to summarize decomp results?
Really awesome new formulaic feature! We'll update pyfixest to make it happen (and might get some perf improvements thanks to polars along the way).
July 15, 2025 at 6:46 PM
Really awesome new formulaic feature! We'll update pyfixest to make it happen (and might get some perf improvements thanks to polars along the way).
𝐏𝐲𝐅𝐢𝐱𝐞𝐬𝐭 0.30.1 is on 𝐏𝐲𝐏𝐢 and I am extremely happy with this release, mostly because of two 𝐧𝐞𝐰 𝐟𝐞𝐚𝐭𝐮𝐫𝐞𝐬: a Rust back end for all performance critical parts and quantile regression.
July 6, 2025 at 10:26 AM
𝐏𝐲𝐅𝐢𝐱𝐞𝐬𝐭 0.30.1 is on 𝐏𝐲𝐏𝐢 and I am extremely happy with this release, mostly because of two 𝐧𝐞𝐰 𝐟𝐞𝐚𝐭𝐮𝐫𝐞𝐬: a Rust back end for all performance critical parts and quantile regression.
Reposted by Alex
nerdsniped by @s3alfisc.bsky.social's pyfixest quantile regression PR into implementing a bunch of QR solution methods. Anyone have strong views on these things [was taught the LP one and good alt solvers exist, FN - which is implemented in quantreg - is very fast]
gist.github.com/apoorvalal/3...
gist.github.com/apoorvalal/3...
benchmark_qr.ipynb
GitHub Gist: instantly share code, notes, and snippets.
gist.github.com
June 15, 2025 at 1:16 AM
nerdsniped by @s3alfisc.bsky.social's pyfixest quantile regression PR into implementing a bunch of QR solution methods. Anyone have strong views on these things [was taught the LP one and good alt solvers exist, FN - which is implemented in quantreg - is very fast]
gist.github.com/apoorvalal/3...
gist.github.com/apoorvalal/3...
Reposted by Alex
Presenting an invitation to the open source python econometrics ecosystem with @s3alfisc.bsky.social on Thursday at a NABE webinar. Please come [and/or send us PRs!]
They also have talks from @jondr44.bsky.social and @lihualei.bsky.social lined up for later in the summer
nabe.com/NABE/Events/...
They also have talks from @jondr44.bsky.social and @lihualei.bsky.social lined up for later in the summer
nabe.com/NABE/Events/...
June 7, 2025 at 11:36 PM
Presenting an invitation to the open source python econometrics ecosystem with @s3alfisc.bsky.social on Thursday at a NABE webinar. Please come [and/or send us PRs!]
They also have talks from @jondr44.bsky.social and @lihualei.bsky.social lined up for later in the summer
nabe.com/NABE/Events/...
They also have talks from @jondr44.bsky.social and @lihualei.bsky.social lined up for later in the summer
nabe.com/NABE/Events/...
Great slides! ... and we have a Python implementation for you in pyfixest: py-econometrics.github.io/pyfixest/ref...
June 6, 2025 at 6:33 PM
Great slides! ... and we have a Python implementation for you in pyfixest: py-econometrics.github.io/pyfixest/ref...