from pyfixest.estimation.formula.parse import Formula
fml = Formula.parse("Y ~ X1 + X2 | f1 + f2")[0]
fml.second_stage, fml.fixed_effects('Y ~ X1 + X2', 'f1 + f2')Formula
Formula(_second_stage, _fixed_effects=None, _first_stage=None)A formulaic-compliant formula.
Splits a fixest-style formula into second stage, fixed effects and, for IV models, first stage. Use parse() instead of calling the class directly. parse() also expands the multiple estimation operators (sw, sw0, csw, csw0, mvsw) into one Formula per model. This is an internal API. Formulas are written as strings and passed to feols(). See the formula syntax tutorial.
Examples
Stepwise syntax expands into one formula per estimated model.
Formula.parse("Y ~ X1 + csw(X2, X3)")[Formula(_second_stage='Y ~ X1 + X2', _fixed_effects=None, _first_stage=None),
Formula(_second_stage='Y ~ X1 + X2 + X3', _fixed_effects=None, _first_stage=None)]Attributes
| Name | Description |
|---|---|
| Formula.endogenous | Endogenous variables of an instrumental variable specification. |
| Formula.exogenous | Exogenous aka covariates aka independent variables. |
| Formula.first_stage | The first stage formula of an instrumental variable specification. |
| Formula.fixed_effects | The fixed effects of a formula. |
| Formula.formula | Full fixest-style formula. |
| Formula.second_stage | The second stage formula. |
Methods
| Name | Description |
|---|---|
| Formula.parse | Parse fixest-style formula. In case of multiple estimation syntax, |
| Formula.parse_to_dict | Group parsed formulas into dictionary keyed by fixed effects. |
Formula.parse
parse(formula)Parse fixest-style formula. In case of multiple estimation syntax, returns a list of multiple regression formulas.
Formula.parse_to_dict
parse_to_dict(formula)Group parsed formulas into dictionary keyed by fixed effects.