KeyError while using mt.reg and setting fe_name #6
Description
Hi, I am facing an issue and cannot find a solution online.
result = mt.reg(mydata, # DataFrame to use 'car_-1_1', # Outcome fin_var + lang_cols, # Indep. Variables fe_name= 'permno', # Fixed-effects cluster= 'fyearqrt' # Cluster )
I confirm that 'permno' is in the columns, and I also try to set the value type to string.
But I still get the error:
`KeyError Traceback (most recent call last)
Cell In[17], line 1
----> 1 result = mt.reg(mydata, # DataFrame to use
2 'car_-1_1', # Outcome
3 fin_var + lang_cols, # Indep. Variables
4 fe_name= 'permno', # Fixed-effects
5 #cluster= 'fyearqrt' # Cluster
6 )
File c:\Users\KK\Anaconda3\envs\py38\lib\site-packages\econtools\metrics\api.py:82, in reg(df, y_name, x_name, fe_name, a_name, nosingles, vce_type, cluster, shac, addcons, nocons, awt_name, save_mem, check_colinear)
71 fe_name = _a_name_deprecation_handling(a_name, fe_name)
73 RegWorker = Regression(
74 df, y_name, x_name,
75 fe_name=fe_name, nosingles=nosingles, addcons=addcons, nocons=nocons,
(...)
79 check_colinear=check_colinear,
80 )
---> 82 results = RegWorker.main()
83 return results
File c:\Users\KK\Anaconda3\envs\py38\lib\site-packages\econtools\metrics\core.py:49, in RegBase.main(self)
48 def main(self):
---> 49 self.set_sample()
50 self.estimate()
51 self.get_vce()
File c:\Users\KK\Anaconda3\envs\py38\lib\site-packages\econtools\metrics\core.py:77, in RegBase.set_sample(self)
75 # Demean or add constant
76 if self.fe_name is not None:
---> 77 self._demean_sample()
78 elif self.addcons:
79 _cons = np.ones(self.y.shape[0])
File c:\Users\KK\Anaconda3\envs\py38\lib\site-packages\econtools\metrics\core.py:94, in RegBase._demean_sample(self)
92 self.y_raw = self.y.copy()
93 for var in self.vars_in_reg:
---> 94 self.dict[var] = _demean(self.A, self.dict[var])
File c:\Users\KK\Anaconda3\envs\py38\lib\site-packages\econtools\metrics\core.py:252, in _demean(A, df)
250 group_name = A.name
251 mean = df.groupby(A).mean()
--> 252 large_mean = force_df(A).join(mean, on=group_name).drop(group_name,
253 axis=1)
254 if df.ndim == 1:
255 large_mean = large_mean.squeeze()
File c:\Users\KK\Anaconda3\envs\py38\lib\site-packages\pandas\core\frame.py:9729, in DataFrame.join(self, other, on, how, lsuffix, rsuffix, sort, validate)
9566 def join(
9567 self,
9568 other: DataFrame | Series | Iterable[DataFrame | Series],
(...)
9574 validate: str | None = None,
9575 ) -> DataFrame:
9576 """
9577 Join columns of another DataFrame.
9578
(...)
9727 5 K1 A5 B1
9728 """
-> 9729 return self._join_compat(
9730 other,
9731 on=on,
9732 how=how,
9733 lsuffix=lsuffix,
9734 rsuffix=rsuffix,
9735 sort=sort,
9736 validate=validate,
9737 )
File c:\Users\KK\Anaconda3\envs\py38\lib\site-packages\pandas\core\frame.py:9768, in DataFrame._join_compat(self, other, on, how, lsuffix, rsuffix, sort, validate)
9758 if how == "cross":
9759 return merge(
9760 self,
9761 other,
(...)
9766 validate=validate,
9767 )
-> 9768 return merge(
9769 self,
9770 other,
9771 left_on=on,
9772 how=how,
9773 left_index=on is None,
9774 right_index=True,
9775 suffixes=(lsuffix, rsuffix),
9776 sort=sort,
9777 validate=validate,
9778 )
9779 else:
9780 if on is not None:
File c:\Users\KK\Anaconda3\envs\py38\lib\site-packages\pandas\core\reshape\merge.py:148, in merge(left, right, how, on, left_on, right_on, left_index, right_index, sort, suffixes, copy, indicator, validate)
131 @substitution("\nleft : DataFrame or named Series")
132 @appender(_merge_doc, indents=0)
...
-> 1778 raise KeyError(key)
1780 # Check for duplicates
1781 if values.ndim > 1:
KeyError: 'permno'`
I also find another person having the same issue: https://stackoverflow.com/questions/76452835/keyerror-while-using-mt-reg-econtools