DID: Prettier and Unified Coefficient Names for DiD Methods #407
Description
Context
Currently, the coefficient names of the DiD methods follow formulaic standard naming, which is very verbose.
Here is an example:
import pyfixest as pf
fit = pf.feols("Y ~ i(f1, X1, ref = 1)", data = pf.get_data())
fit.coef().head()
# C(f1, contr.treatment(base=1))[T.0.0]:X1 -1.069505
# C(f1, contr.treatment(base=1))[T.2.0]:X1 -1.803860
# C(f1, contr.treatment(base=1))[T.3.0]:X1 -1.529129
# C(f1, contr.treatment(base=1))[T.4.0]:X1 -2.039220The lpdid function does better:
import pandas as pd
from pyfixest.did.estimation import lpdid, did2s
url = "https://raw.githubusercontent.com/s3alfisc/pyfixest/master/pyfixest/did/data/df_het.csv"
df_het = pd.read_csv(url)
lpdid_df = lpdid(
df_het,
yname="dep_var",
idname="unit",
tname="year",
gname="g",
vcov={"CRV1": "state"},
pre_window=-20,
post_window=20,
att=False
)
lpdid_df.tidy().head()
while did2s produces
fit_did2s = did2s(
df_het,
yname="dep_var",
first_stage="~ 0 | unit + year",
second_stage="~i(rel_year, ref=-1.0)",
treatment="treat",
cluster="state",
)
fit_did2s.tidy().head()
For ATTs, we get
To Do
- Rename the regression coefficients from DID models (event_study, DID2s, lpdid), e.g. rename
C(f1, contr.treatment(base=1))[T.0.0]:X1tof1::0::X1, etc.