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saturated event study + joint tests for cohort-level heterogeneity #762

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saturated event study + joint tests for cohort-level heterogeneity #762

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apoorvalal
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contributing methods in this project. Current plan: a separate SaturatedEventStudy class that subclasses DID and has methods for the cohort-level test. Let me know if this sounds like a reasonable plan.

@apoorvalal apoorvalal marked this pull request as draft December 28, 2024 07:40
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codecov bot commented Dec 28, 2024 •
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Codecov Report

Attention: Patch coverage is 0% with 80 lines in your changes missing coverage. Please review.

Files with missing lines Patch % Lines
pyfixest/did/saturated_twfe.py 0.00% 80 Missing ⚠️
Flag Coverage Δ
core-tests 76.68% <0.00%> (-1.41%) ⬇️

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Files with missing lines Coverage Δ
pyfixest/did/saturated_twfe.py 0.00% <0.00%> (ø)

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Awesome! Is this already ready for review? Do you want to turn SaturatedEventStudy into a user-facing class? Alternatively, we could add a function argument to the twfe() function that allows users to point to the SaturatedEventStudy class vs TWFE or add a new function, i.e. twfe_saturated()? Btw I can take on writing some unit tests if you'd like 😄

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