OVB sensitivity - Cinelli and Hazlett(2020)

pyfixest/estimation/feglm_.py

@@ -91,6 +91,7 @@ def __init__(
         self._Xbeta = np.empty(0)
 
         self._method = "feglm"
+        self._supports_sensitivity_analysis = False
 
     def prepare_model_matrix(self):
         "Prepare model inputs for estimation."

pyfixest/estimation/feiv_.py

@@ -189,6 +189,7 @@ def __init__(
         self._support_iid_inference = True
         self._supports_cluster_causal_variance = False
         self._support_decomposition = False
+        self._supports_sensitivity_analysis = False
 
     def wls_transform(self) -> None:
         "Transform variables for WLS estimation."

pyfixest/estimation/feols_.py

@@ -38,6 +38,7 @@
     _get_ritest_stats_slow,
     _plot_ritest_pvalue,
 )
+from pyfixest.estimation.sensitivity import SensitivityAnalysis
 from pyfixest.estimation.solvers import solve_ols
 from pyfixest.estimation.vcov_utils import (
     _check_cluster_df,
@@ -407,6 +408,7 @@ def _not_implemented_did(*args, **kwargs):
         self.test_treatment_heterogeneity = _not_implemented_did
         self.aggregate = _not_implemented_did
         self.iplot_aggregate = _not_implemented_did
+        self._supports_sensitivity_analysis = True
 
     def prepare_model_matrix(self):
         "Prepare model matrices for estimation."
@@ -2663,6 +2665,11 @@ def update(
 
         return beta_n_plus_1
 
+    def sensitivity_analysis(self) -> SensitivityAnalysis:
+        if not self._supports_sensitivity_analysis:
+            raise ValueError("Sensitivity Analysis is only supported for OLS methods (Feols).")
+        return SensitivityAnalysis(self)
+
 
 def _feols_input_checks(Y: np.ndarray, X: np.ndarray, weights: np.ndarray):
     """
@@ -2910,4 +2917,4 @@ def _deparse_vcov_input(vcov: Union[str, dict[str, str]], has_fixef: bool, is_iv
             """
         )
 
-    return vcov_type, vcov_type_detail, is_clustered, clustervar
+    return vcov_type, vcov_type_detail, is_clustered, clustervar

pyfixest/estimation/fepois_.py

@@ -146,6 +146,7 @@ def __init__(
         self._Y_hat_response = np.array([])
         self.deviance = None
         self._Xbeta = np.array([])
+        self._supports_sensitivity_analysis = False
 
     def prepare_model_matrix(self):
         "Prepare model inputs for estimation."