Kevin Sheppard
Kevin Sheppard
I think for v0.15.0 we should have formulaic in place. Whether it is mandatory or we provide a period with both patsy and formulaic needs consideration.
Are these both pandas categorigcals?
Can you provide some more information on the structure of the data you are modeling?
What size is the array? What are the entity and time indices?
I think the only practical way to disable this would require an options structure similar to what pandas does. Something like ``` from linear models import options, options_manager # Permanent,...
Alternatively, you could call `dropna` on your DataFrame.
There is no inference on estimated effects. There is no clear sensible way to get reasonable asymptotic in the usual case of large N, fixed T for fixed effects. If...
Hi, Can you provide me with a copy-pastable example that raises the issue? Thanks, Kevin
```python import linearmodels as plm from linearmodels.datasets import wage_panel df = wage_panel.load() df = df.set_index(["nr","year"]) idx = df.index df = df.reset_index() df.index=idx fm = 'lwage ~ C(year)*educ + union +...
I think you need to escale terms that are not valid Python, e.g., ```python null = '`C(year,Treatment(1984)):educ` = 0' ``` Note the ticks around the entire variable name. I'll need...