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Missing method for fe(:a) * fe(:d) is missing when using term() #258

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IljaK91 opened this issue Jul 19, 2022 · 4 comments
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Missing method for fe(:a) * fe(:d) is missing when using term() #258

IljaK91 opened this issue Jul 19, 2022 · 4 comments

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@IljaK91
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IljaK91 commented Jul 19, 2022

Hi everyone, I was sent over from FixedEffectModels.jl as the problem seems to stem from StatsModels.jl

Here is the link to the thread: FixedEffects/FixedEffectModels.jl#206

Here is the original issue:

The following throws an error when using *

df = DataFrame(a=rand(10), b=rand(10), c=[1, 1, 1, 0, 0, 0, 0, 0, 0, 0], d=[0,0,0,0,0, 1, 1, 1, 1, 1 ])

reg(df, term(:a) ~ term(:b) + fe(:c) * fe(:d)) # This throws an error
reg(df, term(:a) ~ term(:b) + fe(:c) & fe(:d)) # This works
reg(df, term(:a) ~ term(:b) + fe(:c) + fe(:d) + fe(:c) & fe(:d)) # This works

error message:

ERROR: MethodError: no method matching *(::FixedEffectModels.FixedEffectTerm, ::FixedEffectModels.FixedEffectTerm)
Closest candidates are:
  *(::Any, ::Any, ::Any, ::Any...) at C:\Users\kantorov\.julia\juliaup\julia-1.7.3+0~x64\share\julia\base\operators.jl:655
  *(::Union{MathOptInterface.ScalarAffineFunction{T}, MathOptInterface.ScalarQuadraticFunction{T}, MathOptInterface.VectorAffineFunction{T}, MathOptInterface.VectorQuadraticFunction{T}}, ::T) where T at C:\Users\kantorov\.julia\packages\MathOptInterface\AiEiQ\src\Utilities\functions.jl:3270
  *(::ChainRulesCore.AbstractThunk, ::Any) at C:\Users\kantorov\.julia\packages\ChainRulesCore\16PWJ\src\tangent_arithmetic.jl:125
  ...
Stacktrace:
 [1] top-level scope
   @ c:\Users\kantorov\Desktop\mwe.jl:13
@kleinschmidt
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Among other things, this is fixed by #183 IIRC.

@kleinschmidt
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As for why, it's because the formula syntax (distributed/associative rules for + and &, * expansion) are handled inside the @formula macro currently, and not at runtime. I decided at some point that it was better to have one source of truth for how these expansions worked or else you're in danger of getting different results from superficially similar formulae (at run-time vs. @formula). #183 changes that one source of truth to be the run-time operators themselves, so everything is handled by the methods like *(::AbstractTerm, ::AbstractTerm)

@matthieugomez
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Thanks! This can be closed now — this code snippet no longer throws an error with the latest version of FixedEffectModels.

@kleinschmidt
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* expansion shoudl work at run-time with all AbstractTerms now with this line merged and released:

StatsModels.jl/src/terms.jl

Line 412 in 98f7fb6

Base.:*(a::TermOrTerms, b::TermOrTerms) = a + b + a&b

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@kleinschmidt @matthieugomez @IljaK91