iiinova — where your digital self keeps evolving

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Vincent Arel-Bundock @vincentab.bsky.social · 10/08/2026

If you use #Typst and want to create beautiful slide shows, using a simple interface, check out my new Mosaic package! The website hosts tons of tutorials and examples. Please let me if you try, find bugs, or have feature requests. I'm very eager to improve Mosaic!

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Alex @s3alfisc.bsky.social · 04/08/2026

We have a new how-to guide on anytime valid inference in the pyfixest docs: pyfixest.org/how-to/anyti... SAVI following Lindon et al will follow in the next release =)

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Vincent Arel-Bundock @vincentab.bsky.social · 20/06/2026

🎉 Announcing Calepin 🎉 A new tool to create computational notebooks and static websites, built on Typst. Write code and prose directly in your .typ files, then publish them as documents or as a full website. vincentarelbundock.github.io/calepin/ 1/6 🧵 #Rstats #Pydata #Typst

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Yiqing Xu @yiqingxu.bsky.social · 24/05/2026

On panelView, and why we should always look at our data first.. yiqingxu.substack.com/p/plot-your-...

yiqingxu.substack.com

Please look at your (panel) data

Many of the most egregious issues can be avoided by simply looking at the data.

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Paul Goldsmith-Pinkham @paulgp.com · 21/04/2026

Python implementation of `rdrobust` that is significantly faster! github.com/leostimpfle/... These runtimes are in logscale!!

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sbi - Simulation-based inference @sbi-devs.bsky.social · 09/04/2026

sbi v.0.26.1 is out 🎉. We initially planned this release for January, but then the Grenoble Hackathon and GSoC applications happened. Now we have three new methods, better neural nets, cleaner internals, better docs, and 9 new contributors 🤗. Highlights below 🧵

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Alex @s3alfisc.bsky.social · 23/03/2026

I am very excited that PyFixest 0.50.0 is on PyPi, including a new graph-based solver for demeaning that makes fixed effects estimation in PyFixest significantly faster for "sparse" fixed effects structures.

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Alex @s3alfisc.bsky.social · 21/02/2026

PyFixest Sprint We will be doing a 3-day PyFixest sprint in two weeks - are there any features / regression-based methods widely useful to applied researchers you'd like us to explore/ add?

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Alex @s3alfisc.bsky.social · 19/02/2026

@jacobtomlinson.dev has been working on sphinx llm - core idea: provide a .md file for each page of your docs. Does this really help LLMs navigate the documentation? And what about an llms.txt? If yes, what are best practices? github.com/NVIDIA/sphin...

github.com

GitHub - NVIDIA/sphinx-llm: LLM extensions for Sphinx Documentation

LLM extensions for Sphinx Documentation. Contribute to NVIDIA/sphinx-llm development by creating an account on GitHub.

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Alex @s3alfisc.bsky.social · 31/01/2026

Strong agree. And do read the paper! It illustrates very nicely how much thought and creativity has gone into designing fixest's API and performance optimizations which are really the two things that make fixest as great.

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Grant McDermott @gmcd.bsky.social · 26/01/2026

Things are grim. But in more frivolous news... @jamesbrandecon.bsky.social and I have been chipping away at `dbreg`, a 📦 for running big regression models on database backends. For the right kinds of problems, the speed-ups are near magical. Website: grantmcdermott.com/dbreg/ #rstats [1/2]

grantmcdermott.com

dbreg

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Alex @s3alfisc.bsky.social · 05/01/2026

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 =)

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Alex @s3alfisc.bsky.social · 26/12/2025

TIL that `maketables` already supports regression tables via `typst`: py-econometrics.github.io/maketables/d... Happy holidays everyone! =)

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Alex @s3alfisc.bsky.social · 21/12/2025

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?

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Alex @s3alfisc.bsky.social · 21/12/2025

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.

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Alex @s3alfisc.bsky.social · 20/12/2025

Very quick support for CausalPy @benvincent.bsky.social. Draft PR will follow in a bit

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Alex @s3alfisc.bsky.social · 20/12/2025

`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.

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juanitorduz @juanitorduz.bsky.social · 23/11/2025

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

youtu.be

Scaling Probabilistic Models with Variational Inference

YouTube video by PyData

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Etienne Bacher @etiennebacher.bsky.social · 20/11/2025

#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...

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Alex @s3alfisc.bsky.social · 20/11/2025

Quickly added support for @apoorvalal.com 's duckreg - took approximately 60 minutes! github.com/py-econometr...

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Alex @s3alfisc.bsky.social · 20/11/2025

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/

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Demetri @phdemetri.bsky.social · 13/11/2025

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...

dpananos.github.io

Demetri Pananos Ph.D - How to Fit a Generalized Linear Model with Fixed Effects (Pt 1)

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Alex @s3alfisc.bsky.social · 13/11/2025

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 =)

lnkd.in

This link will take you to a page that’s not on LinkedIn

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Alex @s3alfisc.bsky.social · 02/10/2025

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.

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Laurent Bergé @lrberge.bsky.social · 10/09/2025

#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...

cran.r-project.org

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...

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Grant McDermott @gmcd.bsky.social · 18/07/2025

#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.

From the fixest NEWS file: the new default VCOV is iid for all estimations. To change the default to the way it was, place setFixest_vcov(all = "cluster", no_FE = "iid") in your .Rprofile.

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Alex @s3alfisc.bsky.social · 16/08/2025

Vis method for decomposition now merged to main, feedback welcome!

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Alex @s3alfisc.bsky.social · 15/08/2025

Love to see this, of course =)

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Alex @s3alfisc.bsky.social · 30/07/2025

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?

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Alex @s3alfisc.bsky.social · 15/07/2025

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).

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Alex @s3alfisc.bsky.social · 06/07/2025

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.

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apoorva lal @apoorvalal.com · 15/06/2025

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

benchmark_qr.ipynb

GitHub Gist: instantly share code, notes, and snippets.

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apoorva lal @apoorvalal.com · 08/06/2025

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/...

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Alex @s3alfisc.bsky.social · 06/06/2025

Great slides! ... and we have a Python implementation for you in pyfixest: py-econometrics.github.io/pyfixest/ref...

py-econometrics.github.io

did.estimation.lpdid

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Alex @s3alfisc.bsky.social · 29/05/2025

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...

github.com

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...

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Alex @s3alfisc.bsky.social · 26/05/2025

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 ..."

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Alex @s3alfisc.bsky.social · 25/05/2025

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!

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Reposted by Alex

Laurent Bergé @lrberge.bsky.social · 21/04/2025

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...

lrberge.github.io

On collinearity

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Alex @s3alfisc.bsky.social · 19/04/2025

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.

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Alex @s3alfisc.bsky.social · 29/03/2025

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.

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apoorva lal @apoorvalal.com · 10/03/2025

New paper, of the "your toys are probably fine, just make sure they don't have any serrated edges" variety

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Alex @s3alfisc.bsky.social · 05/03/2025

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.

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Alex @s3alfisc.bsky.social · 13/01/2025

Thanks to @apoorvalal.com, we now have some benchmarks for PyFixest on the GPU: 2-3x improvements for large problems via JAX relative to numba! We also released pyfixest 0.28.0, mostly with small bug fixes, but it also contains JAX support and GLMs (no fixed effects yet) as experimental features.

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Alex @s3alfisc.bsky.social · 08/01/2025

More cool things coming to pyfixest!

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Greg Faletto @gregoryfaletto.com · 05/01/2025

NEW R PACKAGE: I created the {fetwfe} package to implement fused extended two-way fixed effects (FETWFE), my estimator for difference-in-difference under staggered adoptions. You can install and use it by following the instructions on GitHub here: github.com/gregfaletto/.... Short thread:

github.com

GitHub - gregfaletto/fetwfePackage: Implementation of fused extended two-way fixed effects (Faletto 2024)

Implementation of fused extended two-way fixed effects (Faletto 2024) - gregfaletto/fetwfePackage

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Alex @s3alfisc.bsky.social · 03/01/2025

I’d like to set up some benchmarks for pyfixest using a cloud service and would like access to multiple threads and a GPU. Any recommendations? Colab pro only seems to offer two threads. Sane pricing and ease of use are the main criteria. Maybe @apoorvalal.com @gmcd.bsky.social @alemartinello.com ?

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Alex @s3alfisc.bsky.social · 28/12/2024

Something cool for the next pyfixest release 😊

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