| name | pyfixest-cupy64-absorbed-regressors |
| description | pyfixest demeaner_backend="cupy64" (including its CPU fallback when cupy is
absent) is NOT numerically identical to the default numba backend and does
NOT drop fully-absorbed/collinear regressors the same way. Use when: (1)
adding demeaner_backend="cupy64" to existing pf.feols/fepois calls changes
the printed coefficient table, (2) a regression report suddenly gains rows
with absurd estimates (e.g. coef 435.8, SE 7106) for controls absorbed by
the fixed effects, (3) diffing outputs before/after a backend change, or
(4) anything parses a pyfixest text report by line position.
|
| author | Claude Code |
| version | 1.0.0 |
| date | 2026-07-18T00:00:00.000Z |
pyfixest cupy64 backend: absorbed regressors survive, reports change shape
Problem
Adding demeaner_backend="cupy64" to an existing pf.feols() call is treated
as a pure performance switch, but it changes the output: regressors with zero
within-FE identifying variation (fully absorbed by the fixed effects) that the
default numba backend silently drops are RETAINED by the cupy64 path (also in
its scipy/CPU fallback when cupy is not installed). They appear in the
coefficient table as non-identified garbage (huge coefficient, huge SE).
Context / Trigger Conditions
Observed 2026-07-18 (Specialist Directors US, H5 re-baseline audit): adding
the kwarg to 4 feols sites left the headline triple stable to 4 decimals
(B1 diff 1.45e-6, SE diff 9.9e-6) but the text report grew from 366 to 390
lines — 24 new rows for absorbed controls (e.g. event_x_lrisk = 435.8059,
SE 7106.3365) under firm-year + director FE, where firm-year-level
variables have no identifying variation.
Solution
- Treat a backend change as a POTENTIALLY OUTPUT-CHANGING edit: diff the
report and expect schema changes, not byte equality. Verify the
coefficients of interest at ~4-decimal precision instead.
- Never interpret retained absorbed-regressor rows as estimates; check
within-FE variation before reading nuisance coefficients.
- Never parse pyfixest text reports by line position; anchor on the
variable name of the coefficient you need.
- When byte-stable reports matter (regression-tested pipelines), pin the
backend consistently everywhere rather than mixing backends across runs.
Verification
Re-run one model with and without the kwarg; compare: headline coef equal to
~1e-6, coefficient-row sets DIFFERENT (absorbed regressors present only under
cupy64). That asymmetry confirms this behavior rather than a data change.
Notes
- Applies even with no GPU: the fail-open CPU fallback shows the same
retention behavior, so "cupy isn't installed" does not make the kwarg inert.
- The headline inference (identified coefficients, clustered SEs) agrees to
reporting precision; this is a report-shape/nuisance-row issue, not a
correctness issue for identified estimates.
