Releases: tlamadon/pytwoway
PyTwoWay v0.3.21
-Switch BLM to use variance instead of sds as weights
-Slight speedups to BLM and dynamic BLM
-Fix progress bar for BLM
PyTwoWay v0.3.20
-Switch from G'wG
to groupby-sum in BLM (approximately 2x faster overall than before)
-Add option to compute certain operations using GPU for BLM
PyTwoWay v0.3.17
-Move CHK event studies from BipartitePandas into PyTwoWay
-Add option to compute standard errors and clustered standard errors for continuous control variables in AKM estimation
-Fix bug with Jacobi preconditioner if any diagonal elements equalled 0
-Change parameter dictionaries to import from ParamsDict rather than BipartitePandas
-Add dynamic BLM (not yet added to documentation)
-Add interacted BLM (not yet added to documentation)
-Other small changes and bug fixes
PyTwoWay v0.3.15
-Fix FEControlEstimator to normalize categorical variables correctly (normalize the first type for each categorical variable)
-Change FEEstimator and FEControlEstimator to normalize the first firm rather than the last firm
Thank you to @Alalalalaki for pointing out the error with normalizing categorical variables and to @santiagohermo for suggesting to use releases!