Using all independent variables with @formula in a multiple linear model

New to Julia
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To slightly expand on Peter’s answer, what you tried originally was essentially constructing the Terms twice, as the @formula macro converts its arguments to Terms already. It being a macro, it ultimately has to generate some code that you could have written yourself by hand. To see this:

julia> using MacroTools

julia> @macroexpand @formula(Y ~ X1 + X2)
:(StatsModels.Term(:Y) ~ StatsModels.Term(:X1) + StatsModels.Term(:X2))

julia> @formula(Y ~ X1 + X2) == (Term(:Y) ~ Term(:X1) + Term(:X2))
true
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