Linearmodels

This major release contains breaking changes when using formulas and increases the requirements for running linear models.

- The variable order is preserved when creating a model using `from_formula`. Previously variables were sorted irrespective of the order they appeared in the formula.
- Increased minimums:

- Python: 3.9
- formulaic: 0.6.1
- NumPy: 1.19.0
- SciPy: 1.5.0
- pandas: 1.1.0
- statsmodels: 0.12.0

* Switched variable ordering by default. Importing linearmodels.__future__.ordering is a no-op, and has no effect.
* Removed dependence on property-cached in favor of [:meth:`functools.cached_property`](https://github.com/bashtage/linearmodels/blob/main/doc/source/changes/5.0.rst#id1).

This release adds support for formulaic 0.6.0. This version of formulaic makes a significant change to how variables from formulas are translated into DataFrames for use in models. The existing behavior sorts variables. The new behavior respects the order of the variables as they appear. The new behavior will become the default in linearmodels starting in release 5.

To use the new behavior now, add the import

python
from linearmodels.__future__ import ordering


to the top of your file.

This compatibility release addresses unreleased changes in NumPy 1.25 and improves pandas 2.0 copy-on-write behavior.

This is a feature and compatibility release.

* Added R2 measures for FamaMacBeth
* Started testing against pandas 2.0 with copy-on-write enabled

This is a maintenance and compatibility release.

* Compatibility with formulaic 0.3.2 - 0.5.2
* Compatibility with pandas 2.0

This is a bug fix and enhancement release.

* Switched from patsy for formulaic for linear constraint translation when using the formula interface.
* Fixed a bug when using escaped variable names, e.g., ``y ~ 1 + `x 3, in panel data models.
* Fixed a bug that affected creating IV models using formulas with missing data.
* Fixed examples in the documentation.