wls function: syntax error "unexpected EOF while parsing" occurs when name of dependent variable starts with digits #1441

kengonn opened this Issue Mar 3, 2014 · 3 comments


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kengonn commented Mar 3, 2014

Here's the code which produces the error:

=== start of code ===
import datetime as dt
from pandas import DataFrame, Series
import statsmodels.formula.api as sm

dates = [dt.datetime(2013, 12, 5), dt.datetime(2013, 12, 6), dt.datetime(2013, 12, 7)]
df_independent_vars = DataFrame([[1., 5.6], [1.5, 8], [2.1, 9]], columns=['b1', 'b2'], index=dates)
ts_dependent_var = Series([25, 32, 45], index=dates, name='2323_HK')
results = sm.wls(formula='2323_HK ~ ' + ' + '.join(df_independent_vars.columns),
data=pd.concat([DataFrame(ts_dependent_var), df_independent_vars], axis=1), weights=[1,1,1]).fit()
print results.params
=== end of code ===

Note that this error goes away when I replace '2323_HK' with 'HK_2323'. For some reason, the parsing mechanism splits '2323_HK' into '2323 HK' (and something else)... if I'm not wrong


That's a limitation of patsy's way of implementing formulas

python variable names cannot start with a number, but I don't know why the specific error message is raised

quoting works for me
results = sm.wls(formula='Q("2323_HK") ~ ' + ' + '.join(df_independent_vars.columns),

If this can be improved, then it should be on the patsy issue tracker

kengonn commented Mar 4, 2014

Thanks for your fast reply! got it, and thanks!

PS it would be great if the statsmodels documentation (specifically, in http://statsmodels.sourceforge.net/stable/example_formulas.html#ols-regression-using-formulas) mentioned something about this limitation of variable naming. i couldn't find any mention of this on the web.

@kengonn kengonn closed this Mar 4, 2014
jseabold commented Mar 4, 2014

FAQ candidate for searching later

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