Kevin Sheppard
Kevin Sheppard
Should be 3.6+ since this is all that it is tested against.
Trying to get this in in #9399
This is a great PR - sorry it has taken so long.
I've been finding the ARIMA unfortunately unstable, which makes the non old version unreliable. Might make ols the default. What do you think?
Anything that is a FE is considered as a nuisance parameter that cannot be consistently estimated. They do not have estimates, se, or contribute to R2. This said,.it is easy...
I do not agree with stata here. I'm more in the Jeff Woodbridge camp when it comes to what FE are - they are devices to estimate some types of...
In the usual setup of an NT panel, N is large and T is fixed. As a result there are O(N) entity effects effect and only T observations for each,...
You can turn a basic R2 into an adjusted R2 using the formula $R^{2}=1-\frac{SSE}{TSS}$ $\bar{R}^{2}=1-\left(1-R^{2}\right)\times\frac{DF_{den}}{DF_{num}}$ where $DF_{den}$ is the DF you want for the denominator and $DF_{num}$ is the DF...
These failures are all on old sandbox code, so it is probably easiest to just delete the code that relies on these given its likely age and lack of progress.
The fortran code is no longer in the development branch of scipy. I don't think it is very practical for us to attempt to build fortran locally. There is some...