Spreg

Latest version: v1.8

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1.8

<!-- Release notes generated using configuration in .github/release.yml at v1.8 -->

What's Changed
- Added:
-- spsearch .py: specification search strategies following Anselin, Serenini, Amaral (2024)
-- Example Notebooks 5 to 17.

- Modified:
-- DGP can now create samples for binary models
-- SUR (all varieties) now accepts simplified arguments specification based on pandas dataframes
-- spreg now automatically converts sparse and full weights matrices to W

Other Changes
* doc: Fix typo in DGP docs by JosiahParry in https://github.com/pysal/spreg/pull/162
* Spreg version 1.8 by pedrovma in https://github.com/pysal/spreg/pull/163
* other bug fixes and general improvements.

New Contributors
* JosiahParry made their first contribution in https://github.com/pysal/spreg/pull/162

**Full Changelog**: https://github.com/pysal/spreg/compare/v1.7...v1.8

1.7

<!-- Release notes generated using configuration in .github/release.yml at v1.7 -->

What's Changed
* Add the function NSLX to allow for estimating non-linear SLX models.
* Allow Kernel weights in SLX models
* Add observation-specific multiplier effects
* Other enhancements and bug fixes

Other Changes
* build docs with 3.12 environment by jGaboardi in https://github.com/pysal/spreg/pull/149
* update `environment.yml` & remove `.coveragerc` by jGaboardi in https://github.com/pysal/spreg/pull/154
* `ruff` format repo by jGaboardi in https://github.com/pysal/spreg/pull/156


**Full Changelog**: https://github.com/pysal/spreg/compare/v1.6.1...v1.7

1.6.1

<!-- Release notes generated using configuration in .github/release.yml at v1.6.1 -->

What's Changed
- This version fixes the bug identified in 146 regarding the use of Graph.

Other Changes
* Updating to version 1.6.0 by pedrovma in https://github.com/pysal/spreg/pull/145
* Deprecating check_spat_diag by pedrovma in https://github.com/pysal/spreg/pull/147


**Full Changelog**: https://github.com/pysal/spreg/compare/v1.6.0...v1.6.1

1.6.0

<!-- Release notes generated using configuration in .github/release.yml at v1.6.0 -->

What's Changed

- Pandas objects (Series or DF) can now be passed as regression variables (y, x, yend, q, regimes), suppressing the need to explicitly provide their respective names in these cases. The names are automatically collected from the pandas objects. This applies to all regression functions.
- Implementation of Flexible WX. Through a list of Booleans in argument slx_vars, the user can now select which x variables are to be lagged. This new feature applies to OLS, TSLS, ML and GM spatial models (both lag and error).
- Kernel weights are now allowed in SLX and SDM models.
- Added Durbin-Wu-Hausman test on endogeneity of variables to TSLS.
- Spatial impacts are now computed for regression models with regimes.
- Added VIF method to OLS results.
- Added compatibility with libpysal.Graph.



Other Changes
* Fixing test errors by pedrovma in https://github.com/pysal/spreg/pull/139
* Fixing more strange failing CI tests by pedrovma in https://github.com/pysal/spreg/pull/140
* Updating example in test_sur.py by pedrovma in https://github.com/pysal/spreg/pull/141
* update CI envs & testing workflow by jGaboardi in https://github.com/pysal/spreg/pull/142
* modern micromamba - 143 by jGaboardi in https://github.com/pysal/spreg/pull/144


**Full Changelog**: https://github.com/pysal/spreg/compare/v1.5.0...v1.6.0

1.5

<!-- Release notes generated using configuration in .github/release.yml at v1.5 -->

What's Changed

This new version of pysal/spreg brings several new features, performance enhancements and bug fixes. The main contributors to this new version are Luc Anselin, Pedro Amaral, Renan Serenini and Lisa Singh.

Updates

1- Introduction of the DGP module
* The DGP module allows for the creation of spatial models for specific Data Generation Processes (DGP) to support simulation exercises. These include the creation of error term vectors (classic and spatial), dependent and independent variables, spatially correlated or not, and other elements for OLS, SAR, SLX, SDM, SARAR models, etc.

2- Introduction of new specification tests
* The Koley-Bera (2024) tests for WX and SDM, and their variants, have been included in the diagnostics suite.
The Common Factor Hypothesis test has been added to Spatial Durbin Models (GM and ML).

3- Impact estimation
* The estimation of average direct impact (ADI), average indirect impact (AII), and average total impact (ATI) in summary results has been added to models with a spatial lag of the dependent variable.

4- Endogenous Spatial Regimes estimation
* Methods for endogenous spatial regimes estimation based on Anselin and Amaral (2023) have been added, such as OLS_Endog_Regimes and GM_Lag_Endog_Regimes.

5- A flag to allow for the printing of the table with the coefficients' results and their inference straight in LaTeX format

6- Skater_reg now allows for the estimation of Spatial Lag models with a common spatial lag across regimes. A method adapted from Mojena (1977)'s Rule Two has also been introduced to find the optimal number of regimes for the endogenous spatial regimes models.

Bug Fixes
* Several minor performance enhancements and bug fixes.


**Full Changelog**: https://github.com/pysal/spreg/compare/v1.4.2...v1.5

1.5.0

<!-- Release notes generated using configuration in .github/release.yml at v1.5.0 -->

What's Changed
Other Changes
* Update `unittests.yml` -- manual trigger by jGaboardi in https://github.com/pysal/spreg/pull/137
* Version 1.5 by pedrovma in https://github.com/pysal/spreg/pull/136
* Minor adjustments to printouts and spatial impacts by pedrovma in https://github.com/pysal/spreg/pull/138


**Full Changelog**: https://github.com/pysal/spreg/compare/v1.4.2...v1.5.0

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