Document options for multiple dependent variables

[leostimpfle]

The documentation on multiple estimation does not cover the syntax for multiple dependent variables. Currently, multiple estimation for dependent variables is specified using +. For example, Y1 + Y2 ~ X1 estimates the models Y1 ~ X1 and Y2 ~ X1.

It would probably also be good to highlight that this is different from fixest's syntax c(Y1, Y2) ~ X1 (see here).

[leostimpfle]

@s3alfisc I'm also wondering if using the multiple estimation syntax sw also for dependent variables would be potentially clearer (given that we're not consistent with fixest)?

For example, instead of Y1 + Y2 ~ X1 we could use sw(Y1, Y2) ~ X1 which indicates "sequential stepwise estimation" analogous to Y ~ sw(X1, X2). Obviously this would mean that for dependent variables sw is the only valid multiple estimation option.

[s3alfisc]

You might be right - I mostly opted for Y1 + Y2 ~ X1 because it is formulaic native and introducing the fixest c(Y1, Y2) ~ X1 operator did not appear super convincing to me. On the other hand, with this issue, I am skeptical if the gain would be worth a breaking syntax change?

[leostimpfle]

Yeah, probably not worthwhile to introduce a breaking change