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Close #1160#1167

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s3alfisc merged 1 commit intomasterfrom
fix/test-multi-fit
Feb 6, 2026
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Close #1160#1167
s3alfisc merged 1 commit intomasterfrom
fix/test-multi-fit

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Updates tests.test_vs_fixest.test_multi_fit to multiple estimation against fixest for formulas that are expected to match. Need to enable/update sw/sw0/csw0/mvsw once we understand lrberge/fixest#631.

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@leostimpfle leostimpfle requested a review from s3alfisc February 6, 2026 11:02
@leostimpfle leostimpfle linked an issue Feb 6, 2026 that may be closed by this pull request
@s3alfisc s3alfisc merged commit 3dfda41 into master Feb 6, 2026
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s3alfisc commented Feb 6, 2026

Thanks Leo!

@s3alfisc s3alfisc deleted the fix/test-multi-fit branch February 6, 2026 21:36
leostimpfle added a commit that referenced this pull request Feb 17, 2026
* Add new formula parsing module with FormulaParser, model matrix construction, and i() operator

Introduces pyfixest.estimation.formula with:
- parse.py: New FormulaParser supporting multi-estimation syntax (sw, sw0, csw, csw0)
- model_matrix.py: Model matrix construction with proper NA handling
- factor_interaction.py: Reimplemented i() operator for factor interactions
- utils.py: Helper utilities for formula manipulation
- Adds FormulaSyntaxError to pyfixest.errors
- Adds deprecation warning to old FormulaParser
- Adds comprehensive test suite for formula parsing

Co-Authored-By: Alexander Fischer <alexanderfischer1985@gmail.com>

* tweaks

* add tests for multi multi estimation syntax use

* small reorg

* more tests

* more tests

* feat: integrate new formula module and update DID (#1187)

* Add new formula parsing module with FormulaParser, model matrix construction, and i() operator

Introduces pyfixest.estimation.formula with:
- parse.py: New FormulaParser supporting multi-estimation syntax (sw, sw0, csw, csw0)
- model_matrix.py: Model matrix construction with proper NA handling
- factor_interaction.py: Reimplemented i() operator for factor interactions
- utils.py: Helper utilities for formula manipulation
- Adds FormulaSyntaxError to pyfixest.errors
- Adds deprecation warning to old FormulaParser
- Adds comprehensive test suite for formula parsing

Co-Authored-By: Alexander Fischer <alexanderfischer1985@gmail.com>

* Integrate new formula module across all estimation classes and DID

Switches all estimation classes (feols, fepois, feiv, feglm, fegaussian,
felogit, feprobit, feols_compressed, quantreg) to use the new formula
parsing and model matrix construction from pyfixest.estimation.formula.

- Updates FixestMulti_ to use new FormulaParser
- Refactors demean_ and vcov_utils for new model matrix API
- Updates prediction module for new formula interface
- Adds deprecation shim to model_matrix_fixest_
- Updates DID module (did2s, saturated_twfe) for new i() coefficient naming
- Updates test suite for new error types and API

Co-Authored-By: Alexander Fischer <alexanderfischer1985@gmail.com>

* tweaks

* saturated tests

---------

Co-authored-by: leostimpfle <leonardstimpfle@icloud.com>
Co-authored-by: Alexander Fischer <alexanderfischer1985@gmail.com>

* Revert "feat: integrate new formula module and update DID (#1187)" (#1190)

This reverts commit 2ee7f5a.

* Formula pr3 i tests (#1191)

* Add new formula parsing module with FormulaParser, model matrix construction, and i() operator

Introduces pyfixest.estimation.formula with:
- parse.py: New FormulaParser supporting multi-estimation syntax (sw, sw0, csw, csw0)
- model_matrix.py: Model matrix construction with proper NA handling
- factor_interaction.py: Reimplemented i() operator for factor interactions
- utils.py: Helper utilities for formula manipulation
- Adds FormulaSyntaxError to pyfixest.errors
- Adds deprecation warning to old FormulaParser
- Adds comprehensive test suite for formula parsing

Co-Authored-By: Alexander Fischer <alexanderfischer1985@gmail.com>

* Integrate new formula module across all estimation classes and DID

Switches all estimation classes (feols, fepois, feiv, feglm, fegaussian,
felogit, feprobit, feols_compressed, quantreg) to use the new formula
parsing and model matrix construction from pyfixest.estimation.formula.

- Updates FixestMulti_ to use new FormulaParser
- Refactors demean_ and vcov_utils for new model matrix API
- Updates prediction module for new formula interface
- Adds deprecation shim to model_matrix_fixest_
- Updates DID module (did2s, saturated_twfe) for new i() coefficient naming
- Updates test suite for new error types and API

Co-Authored-By: Alexander Fischer <alexanderfischer1985@gmail.com>

* tweaks

* saturated tests

* Expand i() operator test coverage

Adds comprehensive tests for the i() factor interaction operator covering:
- Basic factor interactions and reference level handling
- Multiple i() terms in a single formula
- Interaction with continuous variables
- Edge cases and error conditions

Co-Authored-By: Alexander Fischer <alexanderfischer1985@gmail.com>

* update docs

* Update docs and clean up deprecated test file (#1189)

- Updates Quarto config and sidebar for new formula module documentation
- Updates quickstart guide to use new API
- Updates .gitignore
- Removes deprecated test_model_matrix.py (replaced by test_formula_parse.py)

Co-authored-by: leostimpfle <leonardstimpfle@icloud.com>
Co-authored-by: Alexander Fischer <alexanderfischer1985@gmail.com>

---------

Co-authored-by: leostimpfle <leonardstimpfle@icloud.com>
Co-authored-by: Alexander Fischer <alexanderfischer1985@gmail.com>

* pacify mypy

* Disable failing tests against fixest due to #1167

---------

Co-authored-by: leostimpfle <leonardstimpfle@icloud.com>
Co-authored-by: Alexander Fischer <alexanderfischer1985@gmail.com>
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