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Questions tagged [linearmodels]

A python package which provides estimation and inference in some common linear models including panel data and instrumental variables estimators. For questions related to implementation or interpretation of a linearmodels estimator.

linearmodels is a package which provides some more complex linear estimation techniques to Python, based around numpy and pandas.

Common linear models such as Two-stage least squares, Generalized Method of Moments etc. are missing from the popular statsmodels package and this package fills that gap.

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Cast string to float is not supported in Linear Model

I keep getting this error in my linear model: Cast string to float is not supported Specifically, the error is on this line: results = m.evaluate(input_fn=lambda: input_fn(df_test), steps=1) If it helps, here's the stack trace: File…
user3764124
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How do I solve the future warning -> % (min_groups, self.n_splits)), Warning) in python?

When I run mean_acc() method in my program, there are % (min_groups, self.n_splits)), Warning) errors... def mean_acc(): models = [ RandomForestClassifier(n_estimators=200, max_depth=3, random_state=0), LinearSVC(), …
School
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ValueError: exog does not have full column rank

I'm running a PanelOLS from the linearmodels package. As must very often be the case, some observations are missing. When I run the equivalent command in R (I think the equivalent command is plm) I get the following: Unbalanced Panel: n=11, T=17-61,…
LondonRob
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Using stargazer to output Latex code from linearmodels model fit

I need linearmodels for 2 way clustering, that's not properly implemented in statsmodels. I was wondering if it was possible to use the stargazer python library with the linearmodels package, rather than with statsmodels. But when I plug the model…
LORDER
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linearmodels panelOLS: Regression output with stars

I'm using the linearmodels package to estimate a Panel-OLS. As an example see: import numpy as np from statsmodels.datasets import grunfeld data = grunfeld.load_pandas().data data.year = data.year.astype(np.int64) # MultiIndex, entity - time data =…
Daniel
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Panel data regression with fixed effects using Python

I have the following panel stored in…
Arturo Sbr
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Why does Ridge model fitting show warning when power of the denominator in the alpha value is raised to 13 or more?

I was trying to create a loop to find out the variations in the accuracy scores of the train and test sets of Boston housing data set fitted with a Ridge regression model. This was the for loop: for i in range(1,20): Ridge(alpha =…
Vinay Goudar
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How to fix the Absorbing Effect Error when trying to include fixed effects in the PanelOLS function in Python's linearmodels?

I am running a fixed effects panel regression use the PanelOLS() function in linearmodels 4.5. While trying to add the 'entity_effects=True' and 'time_effects=True' in the model estimation, it returned 'AbsorbingEffectError': The model cannot be…
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Need clarification on the Coef. and St.Err. of random parameter in MixedLM results

I am trying to understand the results of Mixed Linear Models provided by Python statsmodel package. I want to avoid pitfalls in my data analysis and interpretation. The questions are after the data loading/output code block. Loading data and fitting…
rationalite
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How can I update a linearmodels PanelResults object with custom bootstrap estimates?

I built my own class to implement an estimation procedure (call it EstimationProcedure). To run the procedure, the user calls method fit. First, this fits a Pooled OLS model using the fit method of the PooledOLS class from the linearmodels package.…
Jhonny
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Why its takes so much longer to fit model in sklearn.linear_model.QuantileRegressor then R model implementation?

First I used R implementation quantile regression, and after that I used Sklearn implementation with the same quantile (tau) and alpha=0.0 (regularization constant). I am getting the same formulas! I tried many "solvers" and still the running time…
Sapir Tubul
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Pycharm Python Console regression output not aligned

I am relatively new to Python and Pycharm, so I don't know if it is a silly question. Suddenly I got a strange problem: the summary output from any kind of regression in python console is not correctly aligned but, if I run the script from terminal,…
Luca Celeste
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The index on the time dimension must be either numeric or date-like error

I am trying to do a panel regression with from linearmodels.panel import PooledOLS import statsmodels.api as sm but I encountered a problem with my index. For the regression I need a Multiindex, so I have a Dummy variable and the time (see below).…
CSBossmann
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Polynomial fitting with R using poly vs. I function

I'm trying to understanding polynomial fitting with R. From my research on the internet, there apparently seems to be two methods. Assuming I want to fit a cubic curve ax^3 + bx^2 + cx + d into some dataset, I can either use: lm(dataset, formula = y…
James Ngo
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Interpreting results from linearmodels PanelOLS .predict() method

Suppose I have the following toy data: import pandas as pd from linearmodels.panel import PanelOLS y = pd.DataFrame( index=[[1, 1, 1, 2, 2, 2], [1, 2, 3, 1, 2, 3]], data=[70, 60, 50, 30, 33, 27], …
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