feglm
Estimate GLMs (logit, probit, Gaussian) with high-dimensional fixed effects for causal analysis and decision support.
Instructions
Estimate GLM (logit, probit, Gaussian) with high-dimensional fixed effects. Validation: certified parity evidence.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| fml | Yes | pyfixest formula. | |
| seed | No | RNG seed for sampled (non-enumerated) ``vce="wild"`` draws. | |
| vcov | No | Variance-covariance estimator (``vce=`` is the canonical alias). Also accepts ``vce="CR2"``/``"CR3"``/``"jackknife"`` (with ``cluster=``) for the clubSandwich bias-reduced cluster-robust SEs, and ``vce="wild"`` (with ``cluster=``) for the restricted score wild cluster bootstrap (Kline-Santos 2012; bit-exact vs Stata ``boottest`` in the enumerated regime). | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| family | No | GLM family: ``"gaussian"``, ``"logit"``, ``"probit"``. | gaussian |
| cluster | No | Cluster id column for the extended ``vce=`` menu (also a shorthand for one-way ``{"CRV1": cluster}``). | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| wild_reps | No | Replications for ``vce="wild"``. When ``2**G <= wild_reps`` the full Rademacher grid is enumerated (deterministic). | |
| conley_lat | No | conley_lat parameter (Optional[str]). | |
| conley_lon | No | conley_lon parameter (Optional[str]). | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| conley_cutoff | No | conley_cutoff parameter (Optional[float]). | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. | |
| wild_weight_type | No | Wild weight distribution (``"rademacher"`` or ``"webb"``). | rademacher |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||