Linearmodels

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.

This is a minor release that addresses two issues:

* Fixed a bug in `linearmodels.iv.model.IV2SLS` and related models where `linearmodels.iv.model.IV2SLS.predict` would produce `NaN` values when exog and endog had different indices. An IndexWarning is now shown.
* Added stacklevel to all warnings to improve the accuracy of warning location.