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s3alfisc / fixest-pyfixest-ses-defaults.qmd
Last active October 7, 2023 08:26
Fixest vs PyFixest Standard Errors
# Standard Error Defaults in `fixest` and `PyFixest`
`fixest` and `PyFixest` defaults match exactly - the only difference is that with fixed effects,
the `PyFixest` defaults set `ssc = ssc(adj = "nested")`, while `PyFixest` sets `ssc(adj = "none")`,
as "nested" is not yet implemented in `PyFixest`. Below are some examples:
## OLS without Fixed Effects
By default, both packages choose iid errors if no particular method for inference is specified.