Hayashi

Language support for Hayashi .hay files.

Features

• Syntax highlighting for keywords, estimators, builtins, strings, numbers, comments
• Auto-closing brackets and quotes
• Snippets for common econometric models (OLS, logit, IV, panel, etc.)
• Document formatter (Shift+Alt+F)
• Run the current .hay file with Ctrl+Shift+R
• Run the current selection with Ctrl+Shift+E
• Debug Adapter Protocol support (breakpoints, step, variables)
• Error pattern matching (errors appear in Problems panel)

Install (local)

cd editors/vscode
./install.sh

By default it links to ~/.vscode/extensions/sheep-farm.hayashi-0.2.0 and removes any older Hayashi extensions. For VS Code Insiders or Cursor, pass the config directory:

./install.sh "$HOME/.vscode-insiders"

Restart VS Code. Files with .hay extension will have syntax highlighting, snippets and commands.

Run

Open any .hay file and press Ctrl+Shift+R to run it. Ctrl+Shift+E runs the selected text. Output appears in the Hayashi output panel.

Requires the hay binary in PATH (run cargo build --release first).

Debug

Open a .hay file, go to the Run and Debug panel, and select the "Debug Hayashi script" configuration. Set breakpoints and start debugging.

Inspecting model results

When paused on a breakpoint, model results expand in the Variables panel with a short summary and structured children:

• coefficients — coefficient table as a DataFrame (variable, coef, std_err, t/z, p_value, conf_low, conf_high)
• fit — model fit statistics as a Dict
• params, std_errors, test_values, p_values, conf_lower, conf_upper — per-parameter Series
• OLS also shows residuals and fitted_values

For zero-inflated models you get count_coefficients and inflate_coefficients; for mixed models you get fixed_effects and random_effects; for sur and 3sls each equation is a child node.

Supported: OLS, IV/2SLS, fe/re/pcse/xtgls/feiv, logit/probit, poisson/nbreg/zip/zinb, tobit, ordered, mnlogit, glm, rlm, qreg, gmm, ab, sysgmm, glsar, mixed, sur, 3sls.

See the full debugging guide in the Hayashi book.

Settings

• hayashi.format.indentSize: spaces per indent level (default: 2)
• hayashi.format.alignEquals: align = in consecutive assignments (default: true)
• hayashi.runner.executable: path to the hay binary (default: hay)
• hayashi.runner.clearOutput: clear output panel before each run (default: true)