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Add cov_type and kwargs to BLP object #271

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merged 9 commits into from
Oct 10, 2024
Merged

Add cov_type and kwargs to BLP object #271

merged 9 commits into from
Oct 10, 2024

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SvenKlaassen
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@SvenKlaassen SvenKlaassen commented Oct 10, 2024 •
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Description

The DoubleMLBLP.fit() object now allows to set kwargs for the OLS.fit() method from statsmodels.
Further the default covariance type is set to cov_type='HC0'.

All cate and gate method pass kwargs to DoubleMLBLP.fit() (and use the same default).

Reference to Issues or PRs

Implements #270

PR Checklist

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  • The title of the pull request summarizes the changes made.
  • The PR contains a detailed description of all changes and additions.
  • References to related issues or PRs are added.
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  • Enhancements or new feature are equipped with unit tests.
  • The changes adhere to the PEP8 standards.

@SvenKlaassen SvenKlaassen added the enhancement extension of existing feature label Oct 10, 2024
@SvenKlaassen SvenKlaassen self-assigned this Oct 10, 2024
@SvenKlaassen SvenKlaassen linked an issue Oct 10, 2024 that may be closed by this pull request
[Feature Request]: Allow to pass kwargs to BLP models #270
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JanTeichertKluge
JanTeichertKluge approved these changes Oct 10, 2024
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@JanTeichertKluge JanTeichertKluge left a comment

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Approved. The changes look good and all checklist items are completed. Thanks!

@SvenKlaassen SvenKlaassen merged commit 0ee11dd into main Oct 10, 2024
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@JanTeichertKluge JanTeichertKluge JanTeichertKluge approved these changes

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[Feature Request]: Allow to pass kwargs to BLP models
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@SvenKlaassen @JanTeichertKluge