bashtage / linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

https://bashtage.github.io/linearmodels/

bashtage/linearmodels Issues

How to fit LIML with 1 endogenous variable, 1 instrument, including an intercept
Closed a month ago10
ENH: Remove constraint on the number of fixed effects
Updated 3 months ago1
Typo in doc in Driscoll-Kraay formula
Updated 4 months ago
PanelOLS: Produced different Std. errors from Stata when clustered by the same variable in linearmodels
Updated 4 months ago15
Interaction terms for Categorical Variables in a RE Model
Updated 6 months ago4
Save *both* estimated effects
Updated 6 months ago3
Fixed effects std. error and p-values
Updated 7 months ago2
Sanitize extra text from summary
Updated 7 months ago
PanelOLS : Dropping absorbed variables doesn't work with sample weights
Closed 9 months ago2
Estimated Effects in random effect
Updated 8 months ago7
Different results for Random Effects models for Python vs Stata
Closed 8 months ago5
Fixed-effect `p-value` with clustered covariance differs from Stata
Closed 8 months ago2
ENH: Improve exception when estimation of kappa is preventing fitting an IV2SLS model
Updated 8 months ago2
Suggestion: Implement a `.remove_data` function for Results
Updated 8 months ago
Option to avoid MissingValueWarning warning.
Updated 8 months ago3
wald_test
Updated 8 months ago4
Small sample correction clustered avaialble?
Closed 8 months ago2
Clustered standard errors in `lineramodels` and `statsmodels`
Closed 8 months ago3
14 tests fail
Closed 8 months ago2
Add Adjusted R-Square to linearmodels.panel.results.PanelEffectsResults
Closed 8 months ago1
ENH: Implement 2+ fixed-effect with multi-way clustering OLS
Updated 8 months ago
Min. obs pr Entities/Time Periods is sometimes reported as 0
Closed a year ago3
Variables order in results
Closed a year ago8
Tests fail to run: E ModuleNotFoundError: No module named 'interface_meta'
Closed a year ago7
ENH: Add average adjusted R2 in FamaMacBeth
Closed a year ago3
ValueError raised without a dimention mismatch.
Closed a year ago6
How can I use FamaMacbeth
Closed a year ago1
Encounter ValueError when using FamaMacBeth...
Updated a year ago8
Add options to operate comparison table #feature
Closed a year ago2
absorbingLS: debiasing for with robust standard errors not occurring though debiased=True
Closed 2 years ago2
BUG FirstDifferenceOLS
Closed 2 years ago
KeyError for PanelOLS from_formula example
Closed 2 years ago3
clustered bootstrap SE
Updated 2 years ago1
Extension: Interactive Fixed Effects model
Updated 2 years ago
Documentation clarification on predict() results
Closed 2 years ago5
Get error when using result.time_info.min() for PanelOLS
Closed 2 years ago3
Link to bashtage.github.io/linearmodels/doc not working
Closed 2 years ago2
ValueError: Series can only be used with a 2-level MultiIndex
Closed 2 years ago2
BUG: formula with whitespace isn't parsed despite `formulaic` being able to do the same
Closed 2 years ago1
KeyError for PanelOLS from_formula example
Closed 2 years ago2
Get different Standard Errors from AbsorbingLS and PanelOLS
Updated 2 years ago3
ENH: add misspecificatin robust inference for GMM models
Updated 2 years ago7
Example of using PanelData.demean functionality outside of PanelOLS?
Closed 2 years ago3
linearmodels first difference works in version 4.24 on Linux laptop, fails in version 4.25 on Windows laptop
Closed 2 years ago2
Support for Difference-in-Difference/Synthetic Control/RD Methods
Updated 2 years ago1
Breakages in the Formulaic API
Closed 2 years ago3
IV results object being modified without doing so?
Closed 2 years ago1
Get predicted values for Yhat at the yearly level and not panel level
Closed 2 years ago
Get standard errors of prediction
Updated 2 years ago
Add absorbing regression for GLM
Closed 2 years ago1