pyfixest-cupy64-absorbed-regressors

pyfixest-cupy64-absorbed-regressors is a skill for Claude Code from kennethkhoocy/applied-micro-skills. It costs 164 tokens per session (729 once invoked), scanned A, original, MIT.

Guidance for using pyfixest's cupy64 regression backend when models include fixed effects. Fixed effects account for group-specific differences, and a backend is the calculation method used underneath the model.

In plain words
What is it for?
Reviewing cupy64 changes, detecting fully absorbed regressors, comparing regression reports, and checking that important coefficients remain valid.
Why use it?
It warns that changing the calculation method can change reported rows, especially when variables have no variation left after fixed effects are removed.

Skill for Claude Code

Written for Claude Code: shipped in a Claude Code plugin. Also seen: mentions Claude Code.

Part of the applied-micro plugin — 17 skills shipped together

Good fit Reviewing cupy64 changes, detecting fully absorbed regressors, comparing regression reports, and checking that important coefficients remain valid.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/kennethkhoocy/applied-micro-skills/pyfixest-cupy64-absorbed-regressors
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add kennethkhoocy/applied-micro-skills --skill pyfixest-cupy64-absorbed-regressors
Clone the repo
git clone --depth 1 https://github.com/kennethkhoocy/applied-micro-skills

Made for: Claude Code.

Or install applied-micro, the plugin that ships this one along with the rest of its 17 skills.

Wrote this? Show the measurements

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README.md
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Per session 164 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 729 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00164 $0.00729
Opus 5 $0.00082 $0.00365
Sonnet 5 $0.00033 $0.00146
Haiku 4.5 $0.00016 $0.00073

Measured 12d ago against content hash 4e63c7725dbf, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

pyfixest-cupy64-absorbed-regressors scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 12d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

plugins/applied-micro/skills/pyfixest-cupy64-absorbed-regressors/SKILL.md · 57 lines

How it starts

The opening of the file, as written. The whole thing — 57 lines — stays where its author put it; the contents beside it link to each section on GitHub.

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

  1. 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.
  2. Never interpret retained absorbed-regressor rows as estimates; check within-FE variation before reading nuisance coefficients.
  3. Never parse pyfixest text reports by line position; anchor on the variable name of the coefficient you need.
  4. 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.

Read the full file on GitHub · 57 lines

Files

What ships with it

1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 12d ago First seen · 57 lines · 164 tokens per session scan A 4e63c7725dbf

Subscribe to this mod's changes

pyfixest-cupy64-absorbed-regressors is a skill published in the GitHub repository kennethkhoocy/applied-micro-skills (27 stars, last pushed 7d ago), licensed MIT. It adds 164 tokens to every session and 729 once invoked, about $0.0008 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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