40-py-econometrics-pyfixest

PyFixest 的密集机器可读参考，面向 LLM 与开发者的 API 速查表。

把 PyFixest 的函数和参数做成浓缩的机器可读速查表，便于 LLM 或开发者快速查用法和配置。需要写回归、固定效应、IV 或调模型脚本时就用，能迅速定位 feols 等核心估计函数的参数含义。特点是信息精简到代码层面，没有冗词，方便当成开发与自动化调用的参考。

# PyFixest LLM Skill Reference

> Dense, machine-readable reference for LLMs. No prose padding.
> Version: matches latest PyFixest release.

## Package Import

```python
import pyfixest as pf
```

## Core Estimation Functions

### pf.feols() — OLS / WLS / IV with Fixed Effects

```python
pf.feols(
    fml: str,                    # Formula: "Y ~ X1 + X2 | fe1 + fe2" or IV: "Y ~ exog | fe | endog ~ inst"
    data: pd.DataFrame,
    vcov: str | dict = None,     # "iid", "HC1"-"HC3", {"CRV1": "clust"}, {"CRV3": "clust"}, {"CRV1": "c1+c2"}
    weights: str = None,         # Column name for weights
    ssc: dict = None,            # Small sample correction, see pf.ssc()
    fixef_rm: str = "singl