PyProcessMacro 1.0.14__tar.gz → 2.1.0__tar.gz

{pyprocessmacro-1.0.14 → pyprocessmacro-2.1.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PyProcessMacro
-Version: 1.0.14
+Version: 2.1.0
 Summary: A Python library for moderation, mediation and conditional process analysis. Based on Andrew F. Hayes' Process Macro.
 Author-email: Quentin André <quentin.andre@insead.edu>
 License-Expression: MIT
@@ -27,8 +27,11 @@ Requires-Dist: pandas>=2.0
 Requires-Dist: scipy>=1.10
 Requires-Dist: matplotlib>=3.7
 Requires-Dist: seaborn>=0.13
+Provides-Extra: statsmodels
+Requires-Dist: statsmodels>=0.14; extra == "statsmodels"
 Provides-Extra: test
 Requires-Dist: pytest>=8; extra == "test"
+Requires-Dist: statsmodels>=0.14; extra == "test"
 Dynamic: license-file
 
 PyProcessMacro: A Python Implementation of Andrew F. Hayes' 'Process' Macro
@@ -61,14 +64,16 @@ softwaress. PyProcessMacro is released under a MIT license.
 # Features
 
 In the current version, PyProcessMacro replicates the following features from the original Process Macro v2.16:
-  * All models (1 to 76), with the exception of Model 6 (serial mediation) are supported, and have been numerically
-  tested for accuracy against the output of the original Process macro (see the `test_models_accuracy.py`)
+  * All models (1 to 76) are supported. Models 1 to 5 and 7 to 76 are tested for accuracy against the output of the
+  original Process macro (see `tests/test_models_accuracy.py`); Model 6 (serial mediation, added in 2.1) is tested
+  against statsmodels-based reference computations.
   * Estimation of binary/continuous outcome variables. The binary outcomes are estimated in Logit using the 
   Newton-Raphson convergence algorithm, the continuous variables are estimated using OLS.
   * All statistics reported by Process: 
     * Variable parameters for outcome models
     * (Conditional) direct and indirect effects
-    * Indices for Partial/Conditional/Moderated Moderated Mediation are always reported if the model supports them.
+    * The index of moderated mediation and, following PROCESS 3, the indices of partial, conditional and
+    moderated moderated mediation, whenever the indirect effect is linear in the moderator(s).
   * Automatic generation of spotlight values for continuous/discrete moderators.
   * Rich set of options to tweak the estimation and display of the different models: (almost) all the options from
   Process exist in PyProcessMacro. Check the doc for more details.
@@ -90,10 +95,41 @@ In the current version, the following features have not yet been ported to PyPro
   * Support for categorical independent variables.
   * Generation of individual fixed effects for repeated measures.
   * R² improvement from moderators in moderation models (1, 2, 3).
-  * Estimation of serial mediation (Model 6)
   * Some options (`normal`, `varorder`, ...). PyProcessMacro will issue a warning to tell you if an option you are 
   trying to use is not implemented.
 
+# Upgrading to 2.0
+
+Version 2.0 corrects several statistics and tightens input handling. Reported numbers change in these ways:
+
+* Confidence intervals of OLS coefficients and of (conditional) direct effects use t critical values with the
+  residual degrees of freedom, as PROCESS does. They were based on z, so they widen slightly; the difference is
+  visible in small samples.
+* Adjusted R² of OLS outcome models is slightly higher: the previous value used one degree of freedom too many.
+* Cox-Snell and Nagelkerke pseudo R² of logistic outcome models are finite for large samples instead of NaN.
+* No index of moderated mediation is reported when a moderator sits on both the X-to-M and the M-to-Y paths
+  (models 58 to 73, 75 and 76), matching PROCESS: the indirect effect is not linear in such a moderator. The
+  `*_index_summary()` methods raise `NotImplementedError` for those models.
+* The sample size reported after listwise deletion is the number of rows kept.
+
+Behaviour that used to be silent now speaks up:
+
+* A misspelled key in `modval`, or a keyword argument that is neither a variable nor an option, raises an error
+  instead of being ignored.
+* Unsupported PROCESS options (`jn`, `effsize`, `mc`, `normal`, ...) raise a visible `UserWarning`.
+* A logistic regression that does not converge raises `pyprocessmacro.ConvergenceError`. Bootstrap resamples
+  that fail are counted, and the bootstrap stops with an error if more resamples fail than were requested.
+
+Removed and added:
+
+* `plot_direct_effects()` and `plot_indirect_effects()` are removed; use `plot_conditional_direct_effects()`
+  and `plot_conditional_indirect_effects()`.
+* `cov_type` selects the OLS covariance estimator (`"standard"`, `"HC0"`, `"HC1"`, `"HC2"` or `"HC3"`);
+  `hc3=True` remains as shorthand for `"HC3"`.
+* `seed=None` draws a different bootstrap sample on every run, and `seed=0` is accepted.
+* `Process.dv` names the outcome variable (`iv` is kept for compatibility).
+* Python 3.11 or newer is required (since 1.0.14).
+
 # Version History
 
 ## Master Versions
@@ -117,7 +153,7 @@ report and for the fix.
 
 ### 1.0.4
 **Bug fix for standard error estimate in all models**
-PyProcessMacro was, by default, using the HC3 estimator for the variance-covariance matrix instead of the HC0 estimator. 
+PyProcessMacro was, by default, using the HC3 estimator for the variance-covariance matrix instead of the standard (non-robust) estimator. 
 This has now been changed. To continue using the HC3 estimator, specify `hc3=True` when initializing the Process instance. 
 Thanks to Zoé Ziani for the bug report.
 
@@ -199,6 +235,8 @@ As you can see, the syntax for PyProcessMacro is (almost) identical to that of P
 
 Once the object is initialized, you can call its `summary()` method to display the estimation results
 
+The standardized result tables (`tidy()`, `glance()`, `augment()`) are described in section 6.
+
 You might have noticed that there is no argument `varlist` in PyProcessMacro. This is because the list of variables 
 is automatically inferred from the variable names given to x, y, m.
 
@@ -274,6 +312,48 @@ p = Process(data=df, model=13, x="Effort", y="Success", w="Motivation", z="Skill
 p.summary()
 ````
 
+### F. Choosing the covariance estimator
+
+By default, the standard errors of the OLS outcome models use the standard (homoskedastic) estimator. The
+`cov_type` argument selects a heteroskedasticity-consistent estimator instead: `"HC0"`, `"HC1"`, `"HC2"` or
+`"HC3"`. `hc3=True` is shorthand for `cov_type="HC3"`, which is what the original Process macro uses when
+`hc3=1` is specified. Logistic outcome models always use the inverse of the Hessian.
+
+````python
+p = Process(data=df, model=4, x="Effort", y="Success", m=["MediationSkills"], cov_type="HC3")
+````
+
+### G. Serial mediation (Model 6)
+
+In Model 6 the mediators form a chain: each mediator depends on X and on the mediators before it, and Y depends
+on X and on every mediator. Pass two to four mediators in causal order. PyProcessMacro reports the specific
+indirect effect through every ordered subset of mediators (three paths for two mediators, seven for three,
+fifteen for four), labelled by the path, plus the total and the pairwise contrasts when `total=True` and
+`contrast=True`.
+
+````python
+p = Process(data=df, model=6, x="Effort", y="Success", m=["Attention", "MediationSkills"], total=True)
+p.summary()
+````
+
+Model 6 has no moderators, so the spotlight, floodlight and plotting methods do not apply to it. Its estimates are
+checked against products of statsmodels coefficients and against an independent resampler; no PROCESS output for
+Model 6 is part of the test fixtures yet, so a comparison file generated with PROCESS 2.16 would be a welcome
+contribution.
+
+### H. Effect sizes for the indirect effect
+
+With `effsize=True`, PyProcessMacro also reports the partially standardized indirect effect (the indirect effect
+divided by the standard deviation of Y) and the completely standardized indirect effect (further multiplied by the
+standard deviation of X), each with a bootstrap confidence interval computed by standardizing within every resample,
+as PROCESS does. The option applies to unmoderated indirect paths with a continuous outcome, that is Models 4 and 6
+with `logit=False`.
+
+````python
+p = Process(data=df, model=4, x="Effort", y="Success", m=["MediationSkills"], effsize=True)
+p.indirect_model.effect_size_summary()
+````
+
 ## 2. Accessing the estimation results
 
 After the `Process` object is initialized, you are not limited to printing the summary. PyProcessMacro implements the
@@ -371,6 +451,28 @@ Note that the methods are called from the `indirect_model` object! If you call `
 error.
 
 
+### E. Diagnostics and custom tests with statsmodels
+
+Each outcome model can be handed to [statsmodels](https://www.statsmodels.org), which refits the same design
+matrix with the same covariance estimator and returns the statsmodels results object. From there you get
+`summary()`, custom contrasts with `t_test()` and `wald_test()`, heteroskedasticity and influence diagnostics,
+variance inflation factors, prediction intervals, and the table formatters that accept statsmodels results.
+statsmodels is optional: install it with `pip install pyprocessmacro[statsmodels]`.
+
+````python
+p = Process(data=df, model=7, x="Effort", y="Success", w="Motivation", m=["MediationSkills"], suppr_init=True)
+
+fit = p.outcome_models["Success"].to_statsmodels()   # a statsmodels RegressionResults
+print(fit.summary())
+fit.t_test("Effort + MediationSkills = 0")
+
+fits = p.to_statsmodels()                              # every outcome model, keyed by outcome name
+````
+
+For a different question, statsmodels also ships `statsmodels.stats.mediation.Mediation`, Imai-style causal
+mediation with a sensitivity analysis; it estimates a different quantity and is a useful cross-check rather than
+a replacement for the PROCESS approach.
+
 ## 3. Spotlight and Floodlight Analysis 
 
 ### A. Compute direct/indirect effects for specific values (spotlight analysis)
@@ -601,6 +703,32 @@ g = p.plot_conditional_indirect_effects(med_name="MediationSkills", x="Motivatio
 ````
 ![PlotCustomKws](images/Ex12.png)
 
+## 6. Standardized results: tidy(), glance() and augment()
+
+Every table PyProcessMacro prints is also available in a standardized form, modelled on R's broom package:
+
+* `tidy()` returns one long DataFrame with one row per estimate and fixed column names: `component`
+  (`outcome`, `direct`, `indirect`, `total`, `contrast`, or `index_mm`, `index_pmm`, `index_mmm`, `index_cmm`),
+  `outcome`, `term`, `moderator`, one column per moderator of the model holding the spotlight value the row is
+  evaluated at, then `estimate`, `std_error`, `statistic`, `p_value`, `conf_low`, `conf_high`, `method`,
+  `conf_level` and `n_boot`. Pass `component=` to keep one kind of row.
+* `glance()` returns one row of fit statistics per outcome model, including the log-likelihood, AIC and BIC.
+* `augment()` returns the analysis data with `.fitted_<outcome>` and `.resid_<outcome>` columns per outcome model.
+
+````python
+p = Process(data=df, model=7, x="Effort", y="Success", w="Motivation", m=["MediationSkills"], suppr_init=True)
+
+estimates = p.tidy()                        # every estimate
+indirect = p.tidy("indirect")               # only the conditional indirect effects
+fit = p.glance()                            # R², AIC, BIC, ... per outcome model
+residuals = p.augment(outcome="Success")    # fitted values and residuals of the outcome model
+
+estimates.to_csv("process_model7.csv", index=False)
+````
+
+`summary()` returns the text it prints, so `report = p.summary()` keeps a copy, and a `Process` object displayed at
+the end of a notebook cell shows its tables as HTML.
+
 # 7. About
 PyProcessMacro was developed by Quentin André during his PhD in Marketing at INSEAD Business School, France. 
 

{pyprocessmacro-1.0.14 → pyprocessmacro-2.1.0}/PyProcessMacro.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: PyProcessMacro
-Version: 1.0.14
+Version: 2.1.0
 Summary: A Python library for moderation, mediation and conditional process analysis. Based on Andrew F. Hayes' Process Macro.
 Author-email: Quentin André <quentin.andre@insead.edu>
 License-Expression: MIT
@@ -27,8 +27,11 @@ Requires-Dist: pandas>=2.0
 Requires-Dist: scipy>=1.10
 Requires-Dist: matplotlib>=3.7
 Requires-Dist: seaborn>=0.13
+Provides-Extra: statsmodels
+Requires-Dist: statsmodels>=0.14; extra == "statsmodels"
 Provides-Extra: test
 Requires-Dist: pytest>=8; extra == "test"
+Requires-Dist: statsmodels>=0.14; extra == "test"
 Dynamic: license-file
 
 PyProcessMacro: A Python Implementation of Andrew F. Hayes' 'Process' Macro
@@ -61,14 +64,16 @@ softwaress. PyProcessMacro is released under a MIT license.
 # Features
 
 In the current version, PyProcessMacro replicates the following features from the original Process Macro v2.16:
-  * All models (1 to 76), with the exception of Model 6 (serial mediation) are supported, and have been numerically
-  tested for accuracy against the output of the original Process macro (see the `test_models_accuracy.py`)
+  * All models (1 to 76) are supported. Models 1 to 5 and 7 to 76 are tested for accuracy against the output of the
+  original Process macro (see `tests/test_models_accuracy.py`); Model 6 (serial mediation, added in 2.1) is tested
+  against statsmodels-based reference computations.
   * Estimation of binary/continuous outcome variables. The binary outcomes are estimated in Logit using the 
   Newton-Raphson convergence algorithm, the continuous variables are estimated using OLS.
   * All statistics reported by Process: 
     * Variable parameters for outcome models
     * (Conditional) direct and indirect effects
-    * Indices for Partial/Conditional/Moderated Moderated Mediation are always reported if the model supports them.
+    * The index of moderated mediation and, following PROCESS 3, the indices of partial, conditional and
+    moderated moderated mediation, whenever the indirect effect is linear in the moderator(s).
   * Automatic generation of spotlight values for continuous/discrete moderators.
   * Rich set of options to tweak the estimation and display of the different models: (almost) all the options from
   Process exist in PyProcessMacro. Check the doc for more details.
@@ -90,10 +95,41 @@ In the current version, the following features have not yet been ported to PyPro
   * Support for categorical independent variables.
   * Generation of individual fixed effects for repeated measures.
   * R² improvement from moderators in moderation models (1, 2, 3).
-  * Estimation of serial mediation (Model 6)
   * Some options (`normal`, `varorder`, ...). PyProcessMacro will issue a warning to tell you if an option you are 
   trying to use is not implemented.
 
+# Upgrading to 2.0
+
+Version 2.0 corrects several statistics and tightens input handling. Reported numbers change in these ways:
+
+* Confidence intervals of OLS coefficients and of (conditional) direct effects use t critical values with the
+  residual degrees of freedom, as PROCESS does. They were based on z, so they widen slightly; the difference is
+  visible in small samples.
+* Adjusted R² of OLS outcome models is slightly higher: the previous value used one degree of freedom too many.
+* Cox-Snell and Nagelkerke pseudo R² of logistic outcome models are finite for large samples instead of NaN.
+* No index of moderated mediation is reported when a moderator sits on both the X-to-M and the M-to-Y paths
+  (models 58 to 73, 75 and 76), matching PROCESS: the indirect effect is not linear in such a moderator. The
+  `*_index_summary()` methods raise `NotImplementedError` for those models.
+* The sample size reported after listwise deletion is the number of rows kept.
+
+Behaviour that used to be silent now speaks up:
+
+* A misspelled key in `modval`, or a keyword argument that is neither a variable nor an option, raises an error
+  instead of being ignored.
+* Unsupported PROCESS options (`jn`, `effsize`, `mc`, `normal`, ...) raise a visible `UserWarning`.
+* A logistic regression that does not converge raises `pyprocessmacro.ConvergenceError`. Bootstrap resamples
+  that fail are counted, and the bootstrap stops with an error if more resamples fail than were requested.
+
+Removed and added:
+
+* `plot_direct_effects()` and `plot_indirect_effects()` are removed; use `plot_conditional_direct_effects()`
+  and `plot_conditional_indirect_effects()`.
+* `cov_type` selects the OLS covariance estimator (`"standard"`, `"HC0"`, `"HC1"`, `"HC2"` or `"HC3"`);
+  `hc3=True` remains as shorthand for `"HC3"`.
+* `seed=None` draws a different bootstrap sample on every run, and `seed=0` is accepted.
+* `Process.dv` names the outcome variable (`iv` is kept for compatibility).
+* Python 3.11 or newer is required (since 1.0.14).
+
 # Version History
 
 ## Master Versions
@@ -117,7 +153,7 @@ report and for the fix.
 
 ### 1.0.4
 **Bug fix for standard error estimate in all models**
-PyProcessMacro was, by default, using the HC3 estimator for the variance-covariance matrix instead of the HC0 estimator. 
+PyProcessMacro was, by default, using the HC3 estimator for the variance-covariance matrix instead of the standard (non-robust) estimator. 
 This has now been changed. To continue using the HC3 estimator, specify `hc3=True` when initializing the Process instance. 
 Thanks to Zoé Ziani for the bug report.
 
@@ -199,6 +235,8 @@ As you can see, the syntax for PyProcessMacro is (almost) identical to that of P
 
 Once the object is initialized, you can call its `summary()` method to display the estimation results
 
+The standardized result tables (`tidy()`, `glance()`, `augment()`) are described in section 6.
+
 You might have noticed that there is no argument `varlist` in PyProcessMacro. This is because the list of variables 
 is automatically inferred from the variable names given to x, y, m.
 
@@ -274,6 +312,48 @@ p = Process(data=df, model=13, x="Effort", y="Success", w="Motivation", z="Skill
 p.summary()
 ````
 
+### F. Choosing the covariance estimator
+
+By default, the standard errors of the OLS outcome models use the standard (homoskedastic) estimator. The
+`cov_type` argument selects a heteroskedasticity-consistent estimator instead: `"HC0"`, `"HC1"`, `"HC2"` or
+`"HC3"`. `hc3=True` is shorthand for `cov_type="HC3"`, which is what the original Process macro uses when
+`hc3=1` is specified. Logistic outcome models always use the inverse of the Hessian.
+
+````python
+p = Process(data=df, model=4, x="Effort", y="Success", m=["MediationSkills"], cov_type="HC3")
+````
+
+### G. Serial mediation (Model 6)
+
+In Model 6 the mediators form a chain: each mediator depends on X and on the mediators before it, and Y depends
+on X and on every mediator. Pass two to four mediators in causal order. PyProcessMacro reports the specific
+indirect effect through every ordered subset of mediators (three paths for two mediators, seven for three,
+fifteen for four), labelled by the path, plus the total and the pairwise contrasts when `total=True` and
+`contrast=True`.
+
+````python
+p = Process(data=df, model=6, x="Effort", y="Success", m=["Attention", "MediationSkills"], total=True)
+p.summary()
+````
+
+Model 6 has no moderators, so the spotlight, floodlight and plotting methods do not apply to it. Its estimates are
+checked against products of statsmodels coefficients and against an independent resampler; no PROCESS output for
+Model 6 is part of the test fixtures yet, so a comparison file generated with PROCESS 2.16 would be a welcome
+contribution.
+
+### H. Effect sizes for the indirect effect
+
+With `effsize=True`, PyProcessMacro also reports the partially standardized indirect effect (the indirect effect
+divided by the standard deviation of Y) and the completely standardized indirect effect (further multiplied by the
+standard deviation of X), each with a bootstrap confidence interval computed by standardizing within every resample,
+as PROCESS does. The option applies to unmoderated indirect paths with a continuous outcome, that is Models 4 and 6
+with `logit=False`.
+
+````python
+p = Process(data=df, model=4, x="Effort", y="Success", m=["MediationSkills"], effsize=True)
+p.indirect_model.effect_size_summary()
+````
+
 ## 2. Accessing the estimation results
 
 After the `Process` object is initialized, you are not limited to printing the summary. PyProcessMacro implements the
@@ -371,6 +451,28 @@ Note that the methods are called from the `indirect_model` object! If you call `
 error.
 
 
+### E. Diagnostics and custom tests with statsmodels
+
+Each outcome model can be handed to [statsmodels](https://www.statsmodels.org), which refits the same design
+matrix with the same covariance estimator and returns the statsmodels results object. From there you get
+`summary()`, custom contrasts with `t_test()` and `wald_test()`, heteroskedasticity and influence diagnostics,
+variance inflation factors, prediction intervals, and the table formatters that accept statsmodels results.
+statsmodels is optional: install it with `pip install pyprocessmacro[statsmodels]`.
+
+````python
+p = Process(data=df, model=7, x="Effort", y="Success", w="Motivation", m=["MediationSkills"], suppr_init=True)
+
+fit = p.outcome_models["Success"].to_statsmodels()   # a statsmodels RegressionResults
+print(fit.summary())
+fit.t_test("Effort + MediationSkills = 0")
+
+fits = p.to_statsmodels()                              # every outcome model, keyed by outcome name
+````
+
+For a different question, statsmodels also ships `statsmodels.stats.mediation.Mediation`, Imai-style causal
+mediation with a sensitivity analysis; it estimates a different quantity and is a useful cross-check rather than
+a replacement for the PROCESS approach.
+
 ## 3. Spotlight and Floodlight Analysis 
 
 ### A. Compute direct/indirect effects for specific values (spotlight analysis)
@@ -601,6 +703,32 @@ g = p.plot_conditional_indirect_effects(med_name="MediationSkills", x="Motivatio
 ````
 ![PlotCustomKws](images/Ex12.png)
 
+## 6. Standardized results: tidy(), glance() and augment()
+
+Every table PyProcessMacro prints is also available in a standardized form, modelled on R's broom package:
+
+* `tidy()` returns one long DataFrame with one row per estimate and fixed column names: `component`
+  (`outcome`, `direct`, `indirect`, `total`, `contrast`, or `index_mm`, `index_pmm`, `index_mmm`, `index_cmm`),
+  `outcome`, `term`, `moderator`, one column per moderator of the model holding the spotlight value the row is
+  evaluated at, then `estimate`, `std_error`, `statistic`, `p_value`, `conf_low`, `conf_high`, `method`,
+  `conf_level` and `n_boot`. Pass `component=` to keep one kind of row.
+* `glance()` returns one row of fit statistics per outcome model, including the log-likelihood, AIC and BIC.
+* `augment()` returns the analysis data with `.fitted_<outcome>` and `.resid_<outcome>` columns per outcome model.
+
+````python
+p = Process(data=df, model=7, x="Effort", y="Success", w="Motivation", m=["MediationSkills"], suppr_init=True)
+
+estimates = p.tidy()                        # every estimate
+indirect = p.tidy("indirect")               # only the conditional indirect effects
+fit = p.glance()                            # R², AIC, BIC, ... per outcome model
+residuals = p.augment(outcome="Success")    # fitted values and residuals of the outcome model
+
+estimates.to_csv("process_model7.csv", index=False)
+````
+
+`summary()` returns the text it prints, so `report = p.summary()` keeps a copy, and a `Process` object displayed at
+the end of a notebook cell shows its tables as HTML.
+
 # 7. About
 PyProcessMacro was developed by Quentin André during his PhD in Marketing at INSEAD Business School, France. 
 

{pyprocessmacro-1.0.14 → pyprocessmacro-2.1.0}/PyProcessMacro.egg-info/SOURCES.txt

@@ -8,9 +8,10 @@ PyProcessMacro.egg-info/dependency_links.txt
 PyProcessMacro.egg-info/requires.txt
 PyProcessMacro.egg-info/top_level.txt
 pyprocessmacro/__init__.py
+pyprocessmacro/bootstrap.py
+pyprocessmacro/effsize.py
 pyprocessmacro/models.py
-pyprocessmacro/models.pyi
 pyprocessmacro/process.py
-pyprocessmacro/process.pyi
-pyprocessmacro/utils.py
-pyprocessmacro/utils.pyi
+pyprocessmacro/serial.py
+pyprocessmacro/tidy.py
+pyprocessmacro/utils.py

{pyprocessmacro-1.0.14 → pyprocessmacro-2.1.0}/PyProcessMacro.egg-info/requires.txt

@@ -4,5 +4,9 @@ scipy>=1.10
 matplotlib>=3.7
 seaborn>=0.13
 
+[statsmodels]
+statsmodels>=0.14
+
 [test]
 pytest>=8
+statsmodels>=0.14

{pyprocessmacro-1.0.14 → pyprocessmacro-2.1.0}/README.md

@@ -28,14 +28,16 @@ softwaress. PyProcessMacro is released under a MIT license.
 # Features
 
 In the current version, PyProcessMacro replicates the following features from the original Process Macro v2.16:
-  * All models (1 to 76), with the exception of Model 6 (serial mediation) are supported, and have been numerically
-  tested for accuracy against the output of the original Process macro (see the `test_models_accuracy.py`)
+  * All models (1 to 76) are supported. Models 1 to 5 and 7 to 76 are tested for accuracy against the output of the
+  original Process macro (see `tests/test_models_accuracy.py`); Model 6 (serial mediation, added in 2.1) is tested
+  against statsmodels-based reference computations.
   * Estimation of binary/continuous outcome variables. The binary outcomes are estimated in Logit using the 
   Newton-Raphson convergence algorithm, the continuous variables are estimated using OLS.
   * All statistics reported by Process: 
     * Variable parameters for outcome models
     * (Conditional) direct and indirect effects
-    * Indices for Partial/Conditional/Moderated Moderated Mediation are always reported if the model supports them.
+    * The index of moderated mediation and, following PROCESS 3, the indices of partial, conditional and
+    moderated moderated mediation, whenever the indirect effect is linear in the moderator(s).
   * Automatic generation of spotlight values for continuous/discrete moderators.
   * Rich set of options to tweak the estimation and display of the different models: (almost) all the options from
   Process exist in PyProcessMacro. Check the doc for more details.
@@ -57,10 +59,41 @@ In the current version, the following features have not yet been ported to PyPro
   * Support for categorical independent variables.
   * Generation of individual fixed effects for repeated measures.
   * R² improvement from moderators in moderation models (1, 2, 3).
-  * Estimation of serial mediation (Model 6)
   * Some options (`normal`, `varorder`, ...). PyProcessMacro will issue a warning to tell you if an option you are 
   trying to use is not implemented.
 
+# Upgrading to 2.0
+
+Version 2.0 corrects several statistics and tightens input handling. Reported numbers change in these ways:
+
+* Confidence intervals of OLS coefficients and of (conditional) direct effects use t critical values with the
+  residual degrees of freedom, as PROCESS does. They were based on z, so they widen slightly; the difference is
+  visible in small samples.
+* Adjusted R² of OLS outcome models is slightly higher: the previous value used one degree of freedom too many.
+* Cox-Snell and Nagelkerke pseudo R² of logistic outcome models are finite for large samples instead of NaN.
+* No index of moderated mediation is reported when a moderator sits on both the X-to-M and the M-to-Y paths
+  (models 58 to 73, 75 and 76), matching PROCESS: the indirect effect is not linear in such a moderator. The
+  `*_index_summary()` methods raise `NotImplementedError` for those models.
+* The sample size reported after listwise deletion is the number of rows kept.
+
+Behaviour that used to be silent now speaks up:
+
+* A misspelled key in `modval`, or a keyword argument that is neither a variable nor an option, raises an error
+  instead of being ignored.
+* Unsupported PROCESS options (`jn`, `effsize`, `mc`, `normal`, ...) raise a visible `UserWarning`.
+* A logistic regression that does not converge raises `pyprocessmacro.ConvergenceError`. Bootstrap resamples
+  that fail are counted, and the bootstrap stops with an error if more resamples fail than were requested.
+
+Removed and added:
+
+* `plot_direct_effects()` and `plot_indirect_effects()` are removed; use `plot_conditional_direct_effects()`
+  and `plot_conditional_indirect_effects()`.
+* `cov_type` selects the OLS covariance estimator (`"standard"`, `"HC0"`, `"HC1"`, `"HC2"` or `"HC3"`);
+  `hc3=True` remains as shorthand for `"HC3"`.
+* `seed=None` draws a different bootstrap sample on every run, and `seed=0` is accepted.
+* `Process.dv` names the outcome variable (`iv` is kept for compatibility).
+* Python 3.11 or newer is required (since 1.0.14).
+
 # Version History
 
 ## Master Versions
@@ -84,7 +117,7 @@ report and for the fix.
 
 ### 1.0.4
 **Bug fix for standard error estimate in all models**
-PyProcessMacro was, by default, using the HC3 estimator for the variance-covariance matrix instead of the HC0 estimator. 
+PyProcessMacro was, by default, using the HC3 estimator for the variance-covariance matrix instead of the standard (non-robust) estimator. 
 This has now been changed. To continue using the HC3 estimator, specify `hc3=True` when initializing the Process instance. 
 Thanks to Zoé Ziani for the bug report.
 
@@ -166,6 +199,8 @@ As you can see, the syntax for PyProcessMacro is (almost) identical to that of P
 
 Once the object is initialized, you can call its `summary()` method to display the estimation results
 
+The standardized result tables (`tidy()`, `glance()`, `augment()`) are described in section 6.
+
 You might have noticed that there is no argument `varlist` in PyProcessMacro. This is because the list of variables 
 is automatically inferred from the variable names given to x, y, m.
 
@@ -241,6 +276,48 @@ p = Process(data=df, model=13, x="Effort", y="Success", w="Motivation", z="Skill
 p.summary()
 ````
 
+### F. Choosing the covariance estimator
+
+By default, the standard errors of the OLS outcome models use the standard (homoskedastic) estimator. The
+`cov_type` argument selects a heteroskedasticity-consistent estimator instead: `"HC0"`, `"HC1"`, `"HC2"` or
+`"HC3"`. `hc3=True` is shorthand for `cov_type="HC3"`, which is what the original Process macro uses when
+`hc3=1` is specified. Logistic outcome models always use the inverse of the Hessian.
+
+````python
+p = Process(data=df, model=4, x="Effort", y="Success", m=["MediationSkills"], cov_type="HC3")
+````
+
+### G. Serial mediation (Model 6)
+
+In Model 6 the mediators form a chain: each mediator depends on X and on the mediators before it, and Y depends
+on X and on every mediator. Pass two to four mediators in causal order. PyProcessMacro reports the specific
+indirect effect through every ordered subset of mediators (three paths for two mediators, seven for three,
+fifteen for four), labelled by the path, plus the total and the pairwise contrasts when `total=True` and
+`contrast=True`.
+
+````python
+p = Process(data=df, model=6, x="Effort", y="Success", m=["Attention", "MediationSkills"], total=True)
+p.summary()
+````
+
+Model 6 has no moderators, so the spotlight, floodlight and plotting methods do not apply to it. Its estimates are
+checked against products of statsmodels coefficients and against an independent resampler; no PROCESS output for
+Model 6 is part of the test fixtures yet, so a comparison file generated with PROCESS 2.16 would be a welcome
+contribution.
+
+### H. Effect sizes for the indirect effect
+
+With `effsize=True`, PyProcessMacro also reports the partially standardized indirect effect (the indirect effect
+divided by the standard deviation of Y) and the completely standardized indirect effect (further multiplied by the
+standard deviation of X), each with a bootstrap confidence interval computed by standardizing within every resample,
+as PROCESS does. The option applies to unmoderated indirect paths with a continuous outcome, that is Models 4 and 6
+with `logit=False`.
+
+````python
+p = Process(data=df, model=4, x="Effort", y="Success", m=["MediationSkills"], effsize=True)
+p.indirect_model.effect_size_summary()
+````
+
 ## 2. Accessing the estimation results
 
 After the `Process` object is initialized, you are not limited to printing the summary. PyProcessMacro implements the
@@ -338,6 +415,28 @@ Note that the methods are called from the `indirect_model` object! If you call `
 error.
 
 
+### E. Diagnostics and custom tests with statsmodels
+
+Each outcome model can be handed to [statsmodels](https://www.statsmodels.org), which refits the same design
+matrix with the same covariance estimator and returns the statsmodels results object. From there you get
+`summary()`, custom contrasts with `t_test()` and `wald_test()`, heteroskedasticity and influence diagnostics,
+variance inflation factors, prediction intervals, and the table formatters that accept statsmodels results.
+statsmodels is optional: install it with `pip install pyprocessmacro[statsmodels]`.
+
+````python
+p = Process(data=df, model=7, x="Effort", y="Success", w="Motivation", m=["MediationSkills"], suppr_init=True)
+
+fit = p.outcome_models["Success"].to_statsmodels()   # a statsmodels RegressionResults
+print(fit.summary())
+fit.t_test("Effort + MediationSkills = 0")
+
+fits = p.to_statsmodels()                              # every outcome model, keyed by outcome name
+````
+
+For a different question, statsmodels also ships `statsmodels.stats.mediation.Mediation`, Imai-style causal
+mediation with a sensitivity analysis; it estimates a different quantity and is a useful cross-check rather than
+a replacement for the PROCESS approach.
+
 ## 3. Spotlight and Floodlight Analysis 
 
 ### A. Compute direct/indirect effects for specific values (spotlight analysis)
@@ -568,6 +667,32 @@ g = p.plot_conditional_indirect_effects(med_name="MediationSkills", x="Motivatio
 ````
 ![PlotCustomKws](images/Ex12.png)
 
+## 6. Standardized results: tidy(), glance() and augment()
+
+Every table PyProcessMacro prints is also available in a standardized form, modelled on R's broom package:
+
+* `tidy()` returns one long DataFrame with one row per estimate and fixed column names: `component`
+  (`outcome`, `direct`, `indirect`, `total`, `contrast`, or `index_mm`, `index_pmm`, `index_mmm`, `index_cmm`),
+  `outcome`, `term`, `moderator`, one column per moderator of the model holding the spotlight value the row is
+  evaluated at, then `estimate`, `std_error`, `statistic`, `p_value`, `conf_low`, `conf_high`, `method`,
+  `conf_level` and `n_boot`. Pass `component=` to keep one kind of row.
+* `glance()` returns one row of fit statistics per outcome model, including the log-likelihood, AIC and BIC.
+* `augment()` returns the analysis data with `.fitted_<outcome>` and `.resid_<outcome>` columns per outcome model.
+
+````python
+p = Process(data=df, model=7, x="Effort", y="Success", w="Motivation", m=["MediationSkills"], suppr_init=True)
+
+estimates = p.tidy()                        # every estimate
+indirect = p.tidy("indirect")               # only the conditional indirect effects
+fit = p.glance()                            # R², AIC, BIC, ... per outcome model
+residuals = p.augment(outcome="Success")    # fitted values and residuals of the outcome model
+
+estimates.to_csv("process_model7.csv", index=False)
+````
+
+`summary()` returns the text it prints, so `report = p.summary()` keeps a copy, and a `Process` object displayed at
+the end of a notebook cell shows its tables as HTML.
+
 # 7. About
 PyProcessMacro was developed by Quentin André during his PhD in Marketing at INSEAD Business School, France. 
 

pyprocessmacro-2.1.0/pyprocessmacro/__init__.py

@@ -0,0 +1,10 @@
+# -*- coding: utf-8 -*-
+"""
+Core module for the PyProcess Macro.
+"""
+from .process import Process
+from .utils import ConvergenceError
+
+__all__ = ["Process", "ConvergenceError"]
+
+__version__ = "2.1.0"