bashtage/linearmodels

Issues

• Wrong F-statistics for robust SE

  #631 opened 17 days ago by DiogoFerrari
  4

• ENH: Add average adjusted R2 in FamaMacBeth

  #499 opened 2 years ago by nick-zhy
  4

• IV2SLS `first_stage` reports "wrong" first stage F-statistic

  #622 opened 3 months ago by mlondschien
  1

• Other fixed effect not included in the R2 computation

  #617 opened 5 months ago by SwannChelly
  8

• Pseudo-inverse in covariance.py

  #619 opened 4 months ago by safrazRampersaud
  4

• How to fit LIML with 1 endogenous variable, 1 instrument, including an intercept

  #596 opened 8 months ago by mlondschien
  11

• Typos in the documentation (Instrumental Variable Estimation, Formulas and Mathematical Detail)

  #616 opened 5 months ago by gregor-schueler
  1

• `panel_structure_stats()` returns a generic `numpy` error if `ids` are negative

  #614 opened 5 months ago by NauelSerraino
  0

• MemoryError with IV2SLS

  #607 opened 6 months ago by ckarren
  0

• ENH: Remove constraint on the number of fixed effects

  #491 opened 2 years ago by LulinS
  1

• Typo in doc in Driscoll-Kraay formula

  #583 opened a year ago by vgreg
  0

• PanelOLS: Produced different Std. errors from Stata when clustered by the same variable in linearmodels

  #477 opened 2 years ago by yuz0101
  15

• Interaction terms for Categorical Variables in a RE Model

  #566 opened a year ago by Arceus
  4

• Fixed effects std. error and p-values

  #559 opened a year ago by smauricioj
  2

• Sanitize extra text from summary

  #560 opened a year ago by gmoore016
  0

• PanelOLS : Dropping absorbed variables doesn't work with sample weights

  #543 opened a year ago by ignacio-rh
  2

• Estimated Effects in random effect

  #553 opened a year ago by KseniaNedorezova
  7

• Different results for Random Effects models for Python vs Stata

  #555 opened a year ago by brianferrell787
  5

• Fixed-effect `p-value` with clustered covariance differs from Stata

  #541 opened a year ago by spring-haru
  2

• ENH: Improve exception when estimation of kappa is preventing fitting an IV2SLS model

  #436 opened 3 years ago by roy1312
  2

• Suggestion: Implement a `.remove_data` function for Results

  #533 opened 2 years ago by jpweytjens
  0

• Option to avoid MissingValueWarning warning.

  #531 opened 2 years ago by marcdelabarrera
  3

• wald_test

  #523 opened 2 years ago by SPDA36
  4

• Small sample correction clustered avaialble?

  #537 opened a year ago by joonro
  2

• Clustered standard errors in `lineramodels` and `statsmodels`

  #540 opened a year ago by spring-haru
  3

• 14 tests fail

  #550 opened a year ago by yurivict
  2

• Add Adjusted R-Square to linearmodels.panel.results.PanelEffectsResults

  #500 opened a year ago by hachemathieu
  1

• ENH: Implement 2+ fixed-effect with multi-way clustering OLS

  #551 opened a year ago by EBoisseauSierra
  0

• Min. obs pr Entities/Time Periods is sometimes reported as 0

  #534 opened 2 years ago by eirki
  3

• Variables order in results

  #501 opened 2 years ago by DongGilKim
  8

• Tests fail to run: E ModuleNotFoundError: No module named 'interface_meta'

  #512 opened 2 years ago by yurivict
  7

• ValueError raised without a dimention mismatch.

  #429 opened 2 years ago by baharcos
  6

• How can I use FamaMacbeth

  #493 opened 2 years ago by wbzhang233
  1

• Encounter ValueError when using FamaMacBeth...

  #427 opened 3 years ago by Cheungki
  8

• Add options to operate comparison table #feature

  #498 opened 2 years ago by PeikaiLi
  2

• absorbingLS: debiasing for with robust standard errors not occurring though debiased=True

  #482 opened 2 years ago by blakemas
  2

• BUG FirstDifferenceOLS

  #481 opened 2 years ago by edegp
  0

• KeyError for PanelOLS from_formula example

  #475 opened 2 years ago by jhuang2023
  3

• clustered bootstrap SE

  #473 opened 2 years ago by amichuda
  1

• Extension: Interactive Fixed Effects model

  #470 opened 2 years ago by ramonVDAKKER
  0

• Documentation clarification on predict() results

  #465 opened 2 years ago by iamchrisearle
  5

• Get error when using result.time_info.min() for PanelOLS

  #461 opened 2 years ago by Paq70
  3

• Link to bashtage.github.io/linearmodels/doc not working

  #462 opened 2 years ago by blucap
  2

• ValueError: Series can only be used with a 2-level MultiIndex

  #450 opened 2 years ago by jonnatakusuma
  2

• BUG: formula with whitespace isn't parsed despite `formulaic` being able to do the same

  #435 opened 3 years ago by amichuda
  1

• KeyError for PanelOLS from_formula example

  #437 opened 3 years ago by eng543
  2

• Get different Standard Errors from AbsorbingLS and PanelOLS

  #432 opened 3 years ago by huicaikrz
  3

• ENH: add misspecificatin robust inference for GMM models

  #430 opened 3 years ago by WanBenLe
  7

• Example of using PanelData.demean functionality outside of PanelOLS?

  #428 opened 3 years ago by cranedroesch
  3

• linearmodels first difference works in version 4.24 on Linux laptop, fails in version 4.25 on Windows laptop

  #422 opened 3 years ago by kflamm
  2