ModelMatrix

ModelMatrix(model_matrix, drop_rows, drop_singletons=True, drop_intercept=False)

A wrapper around formulaic.ModelMatrix for the specification of PyFixest models.

This class organizes and processes model matrices for econometric estimation, extracting dependent and independent variables, fixed effects, instrumental variables, and weights. It handles missing data, singleton observations, and ensures proper formatting for estimation procedures.

An internal API. Instances are built by the prepare_model_matrix step of the fit pipeline from a materialized formulaic.ModelMatrix and are not constructed directly. There is therefore no standalone example. Formulas are written as strings and passed to feols(). See the formula syntax tutorial for the syntax.

Attributes

Name	Type	Description
dependent	pd.DataFrame	The dependent variable(s) (left-hand side of the main equation).
independent	pd.DataFrame	The independent variable(s) (right-hand side of the main equation).
fixed_effects	pd.DataFrame or None	Fixed effects variables, encoded as integers.
endogenous	pd.DataFrame or None	Endogenous variables in instrumental variable specifications.
instruments	pd.DataFrame or None	Instrumental variables for IV estimation.
weights	pd.DataFrame or None	Observation weights for weighted estimation.
model_spec	formulaic.ModelSpec	The underlying formulaic model specification.
na_index	frozenset[int]	Indices of rows that were dropped.