---
name: Pyfixest cupy64 Absorbed Regressor Audit
slug: pyfixest-cupy64-absorbed-regressor-audit
category: Quality
description: "When adding 'cupy64' backend to pyfixest, fully absorbed regressors are not dropped, producing garbage coefficient rows. This skill guides verification: diff outputs, ignore absurd estimates, and ensure headline coefficients remain correct."
github: "https://github.com/kennethkhoocy/applied-micro-skills/tree/main/plugins/applied-micro/skills/pyfixest-cupy64-absorbed-regressors"
language: Python
stars: 48
forks: 0
install: "npx degit https://github.com/kennethkhoocy/applied-micro-skills/tree/main/plugins/applied-micro/skills/pyfixest-cupy64-absorbed-regressors ~/.claude/skills/pyfixest-cupy64-absorbed-regressors"
installs_to: ~/.claude/skills/pyfixest-cupy64-absorbed-regressors
source_path: plugins/applied-micro/skills/pyfixest-cupy64-absorbed-regressors/SKILL.md
collection_size: 25
category_size: 1354
collection_url: "https://dirskills.com/collections/kennethkhoocy/applied-micro-skills"
added: 2026-08-11T07:21:22.130Z
last_synced: 2026-08-11T07:21:22.130Z
canonical_url: "https://dirskills.com/skills/pyfixest-cupy64-absorbed-regressor-audit"
---

# Pyfixest cupy64 Absorbed Regressor Audit

When adding 'cupy64' backend to pyfixest, fully absorbed regressors are not dropped, producing garbage coefficient rows. This skill guides verification: diff outputs, ignore absurd estimates, and ensure headline coefficients remain correct.

**Install:**

```bash
npx degit https://github.com/kennethkhoocy/applied-micro-skills/tree/main/plugins/applied-micro/skills/pyfixest-cupy64-absorbed-regressors ~/.claude/skills/pyfixest-cupy64-absorbed-regressors
```

## README

# 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.