Function reference

Everything here is importable from logit_stream, except the simulators, which are in logit_stream.simulate.

Estimation

logit_stream, probit_stream

binary logit and probit, with any number of fixed effects (hdfe-stream’s feglm_stream)

mlogit_stream

multinomial logit, with absorbed fixed effects or random intercepts

ologit_stream, oprobit_stream

ordered logit and probit, with an absorbed fixed effect (or, for the logit, random intercepts)

clogit_stream

conditional (McFadden) logit on long-format choice data

cfelogit_stream

Chamberlain’s conditional fixed-effects logit for panels

nlogit_stream, mixlogit_stream

nested and mixed logit (experimental)

Results

MultinomialLogitResult, OrderedLogitResult, OrderedProbitResult, ConditionalLogitResult, ConditionalFELogitResult, NestedLogitResult, MixedLogitResult

one model: coefficients, standard errors, fit statistics, predictions, residuals, fixed or random effects

LogitResult

what they share

LogitMulti

a formula that expands to several models

Utilities

etable

regression tables, through pyfixest (hdfe-stream’s)

bonferroni, holm

multiple-testing corrections across models (hdfe-stream’s)

simulate_people, simulate_choices, simulate_panel

simulated data with known coefficients