Kevin Sheppard

> linearmodels might "extend" in some sense statsmodels but its objects do not seem to inherit anything from statsmodels' objects. A bit of background: statsmodels is way too rigid to...

> 1. the priority for linearmodels users is that at least models that "resemble statsmodels" can be used in stargazer: then I still guess linearmodels (or an independent project) should...

Just an an FTI, statsmodels no longer officially supports recarrays. Any references remaining as vestigial and should be removed.

It should be simple to write a function that shifts data called `lag` or whatever you want, and use it with syntax like ``` varalpha ~ 1 + lag(varalpha,1) ```...

I would be happy to help. I just don't have time to head on this. On Fri, Jan 3, 2020, 12:50 seanv507 wrote: > @njsmith could you provide some pointers...

Thanks. I'll see if I can figure out anything. Assuming I can't (which is reasonable), I can always use a half-way mixed interface with formula for the dense part and...

Just got caught by @bkreider same issue -- token expired overnight and uploads were silently failing. Would really help to get a better error.

Close now. CI passing in #312

What is the intention of the first formula? What is exogenous and what is endogenous? Clearly the Z are instruments. .

An advanced syntax would be great. I have a few current uses. 1. IV like you have above. 2. Absorbing regression where high dimensional fixed effects are absorbed. Something like...