Alex
@s3alfisc.bsky.social
Data Science, open source and economics. Currently working on fwildclusterboot and pyfixest.
https://github.com/s3alfisc
https://github.com/s3alfisc
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...
Hi, I am looking for someone with a Stata license to help me verify an implementation for cluster robust errors in quantile regression as implemented in the qreg2 routine. Any help would be much appreciated!
Gh issue with details here: github.com/py-econometr...
Gh issue with details here: github.com/py-econometr...
Quantreg CRV tests vs Stata qreg2 · Issue #923 · py-econometrics/pyfixest
We have implemented the CRV estimator for quantile regression following Stata's qreg2 package. To test our implementation, we are looking for someone with a Stata license to run the following regre...
github.com
May 29, 2025 at 1:13 PM
Hi, I am looking for someone with a Stata license to help me verify an implementation for cluster robust errors in quantile regression as implemented in the qreg2 routine. Any help would be much appreciated!
Gh issue with details here: github.com/py-econometr...
Gh issue with details here: github.com/py-econometr...
Reading the Koenker book on quantile regression and having a blast. Top quotes:
"It is a somewhat unhappy fact of life that the asymptotic precision of quantile estimates in general (...) depend on the reciprocal of a density function ..."
"It is a somewhat unhappy fact of life that the asymptotic precision of quantile estimates in general (...) depend on the reciprocal of a density function ..."
May 26, 2025 at 7:10 PM
Reading the Koenker book on quantile regression and having a blast. Top quotes:
"It is a somewhat unhappy fact of life that the asymptotic precision of quantile estimates in general (...) depend on the reciprocal of a density function ..."
"It is a somewhat unhappy fact of life that the asymptotic precision of quantile estimates in general (...) depend on the reciprocal of a density function ..."
I've started to work on a quantile regression implementation for pyfixest. There's a basic PR that implements the Frisch-Newton solver in numpy + a quantreg interface. Still plenty of things to do (standard errors, performance improvements), so please let me know if you want to contribute!
May 25, 2025 at 1:26 PM
I've started to work on a quantile regression implementation for pyfixest. There's a basic PR that implements the Frisch-Newton solver in numpy + a quantreg interface. Still plenty of things to do (standard errors, performance improvements), so please let me know if you want to contribute!
Reposted by Alex
Blog post (fixest vignette) on "Collinearity": something everybody faces one day but for which there's not much guidance.
Trying to clarify how econometrics software handle collinearity and what one should do about it.
#RStats #EconSky
Comments welcome
lrberge.github.io/fixest/artic...
Trying to clarify how econometrics software handle collinearity and what one should do about it.
#RStats #EconSky
Comments welcome
lrberge.github.io/fixest/artic...
On collinearity
lrberge.github.io
April 21, 2025 at 4:11 PM
Blog post (fixest vignette) on "Collinearity": something everybody faces one day but for which there's not much guidance.
Trying to clarify how econometrics software handle collinearity and what one should do about it.
#RStats #EconSky
Comments welcome
lrberge.github.io/fixest/artic...
Trying to clarify how econometrics software handle collinearity and what one should do about it.
#RStats #EconSky
Comments welcome
lrberge.github.io/fixest/artic...
PyFixest 0.29 is on PyPi!
- We have updated how small sample adjustments are computed. PyFixest inference matches fixest now 100%, out of the box and all of the time!
- We have added support for fully saturated event studies, which in turn enables @apoorvalal.com's DiD specification tests.
- We have updated how small sample adjustments are computed. PyFixest inference matches fixest now 100%, out of the box and all of the time!
- We have added support for fully saturated event studies, which in turn enables @apoorvalal.com's DiD specification tests.
April 19, 2025 at 12:37 PM
PyFixest 0.29 is on PyPi!
- We have updated how small sample adjustments are computed. PyFixest inference matches fixest now 100%, out of the box and all of the time!
- We have added support for fully saturated event studies, which in turn enables @apoorvalal.com's DiD specification tests.
- We have updated how small sample adjustments are computed. PyFixest inference matches fixest now 100%, out of the box and all of the time!
- We have added support for fully saturated event studies, which in turn enables @apoorvalal.com's DiD specification tests.
I am currently revamping small sample defaults of pyfixest (the goal is to match fixest SEs out of the box). Now some unit tests for Poisson comparing Python vs R fail for derived statistics (tstats, pvalues, CIs) because (I think) of restrictive tolerances.
March 29, 2025 at 10:00 PM
I am currently revamping small sample defaults of pyfixest (the goal is to match fixest SEs out of the box). Now some unit tests for Poisson comparing Python vs R fail for derived statistics (tstats, pvalues, CIs) because (I think) of restrictive tolerances.
Reposted by Alex
New paper, of the "your toys are probably fine, just make sure they don't have any serrated edges" variety
link 📈🤖
When can we get away with using the two-way fixed effects regression? (Lal) The use of the two-way fixed effects regression in empirical social science was historically motivated by folk wisdom that it uncovers the Average Treatment effect on the Treated (ATT) as in the canonical two-peri
When can we get away with using the two-way fixed effects regression? (Lal) The use of the two-way fixed effects regression in empirical social science was historically motivated by folk wisdom that it uncovers the Average Treatment effect on the Treated (ATT) as in the canonical two-peri
March 10, 2025 at 5:20 PM
New paper, of the "your toys are probably fine, just make sure they don't have any serrated edges" variety
TIL I learned that of course you can set breakpoints in pytest scripts, you just have to move up the callstack by typing "u"... Increasingly coming to the conclusion that whenever there is a Python dev tool that I think everyone would want to have, it's already been shipped with the main libraries.
March 5, 2025 at 8:40 PM
TIL I learned that of course you can set breakpoints in pytest scripts, you just have to move up the callstack by typing "u"... Increasingly coming to the conclusion that whenever there is a Python dev tool that I think everyone would want to have, it's already been shipped with the main libraries.