Issues

• Asset pricing models use the normal distribution for p-values when debiased=True

  enhancement
  bashtage/linearmodels#832 · Filter by author bashtage opened on Oct 14, 2026

• Two-way clustered covariance of the panel models can have negative variances

  bug
  bashtage/linearmodels#831 · Filter by author bashtage opened on Oct 14, 2026

• IV: LIML kappa with an endogenous regressor spanned by the instruments, kappa's unit dependence, scale-dependent instrument rank check

  bug
  bashtage/linearmodels#823 · Filter by author bashtage opened on Oct 13, 2026

• FamaMacBeth kernel covariance over-rejects in short panels

  enhancement
  bashtage/linearmodels#817 · Filter by author bashtage opened on Oct 13, 2026

• Model F statistic tests the wrong hypothesis when the constant is implied by dummies

  bug
  bashtage/linearmodels#780 · Filter by author bashtage opened on Oct 12, 2026

• PanelResults.predict ignores effects, idiosyncratic and fitted out of sample

  bug
  bashtage/linearmodels#768 · Filter by author bashtage opened on Oct 12, 2026

• New (optional) demeaning backend via within

  bashtage/linearmodels#714 · Filter by author s3alfisc opened on Aug 15, 2026
  2

• ENH: Linear IV Panel model estimation - interested in contributing

  bashtage/linearmodels#694 · Filter by author EdenRochmanSharabi opened on Jun 8, 2026

• MemoryError with IV2SLS

  bashtage/linearmodels#607 · Filter by author ckarren opened on Jun 23, 2024
  3

• Suggestion: Implement a .remove_data function for Results

  bashtage/linearmodels#533 · Filter by author jpweytjens opened on May 31, 2023
  

• clustered bootstrap SE

  bashtage/linearmodels#473 · Filter by author amichuda opened on Sep 9, 2022
  1

• Extension: Interactive Fixed Effects model

  bashtage/linearmodels#470 · Filter by author ramonVDAKKER opened on Aug 26, 2022

• Get different Standard Errors from AbsorbingLS and PanelOLS

  bashtage/linearmodels#432 · Filter by author huicaikrz opened on Jun 5, 2022
  3

• ENH: add misspecificatin robust inference for GMM models

  enhancement
  bashtage/linearmodels#430 · Filter by author WanBenLe opened on May 21, 2022
  7

• Support for Difference-in-Difference/Synthetic Control/RD Methods

  enhancement
  bashtage/linearmodels#419 · Filter by author amichuda opened on Mar 21, 2022
  1

• Get standard errors of prediction

  bashtage/linearmodels#395 · Filter by author ghost opened on Feb 23, 2022

• Save *both* estimated effects

  bashtage/linearmodels#392 · Filter by author effedp opened on Feb 14, 2022
  3

• ENH: Add clustered Standard Errors for system models.

  bashtage/linearmodels#373 · Filter by author lrsppp opened on Nov 30, 2021
  6

• ENH: Anderson-Rubin F-test of endogenous regressors for IV regression

  bashtage/linearmodels#372 · Filter by author rubslopes opened on Nov 30, 2021
  1

• ENH: Add a formula API call for absorbing regression

  enhancement
  bashtage/linearmodels#371 · Filter by author aeturrell opened on Nov 23, 2021
  3

• How to get the absorbed coefficients?

  bashtage/linearmodels#366 · Filter by author Alalalalaki opened on Oct 16, 2021
  2

• Check performance of PanelOLS and AbsorbingLS in large models

  enhancementperformance
  bashtage/linearmodels#306 · Filter by author bashtage opened on Jan 4, 2021
  2

• ENH: Add explicit Shanken corrected in Non-traded factor model

  enhancement
  bashtage/linearmodels#289 · Filter by author bashtage opened on Nov 1, 2020
  1

• Effects option does not take effects for predict method?

  bugunconfirmed
  bashtage/linearmodels#260 · Filter by author FeiYao-Edinburgh opened on Mar 26, 2020
  6

• cast of non-full rank regression in the first-step regression of FamaMacBeth

  bashtage/linearmodels#258 · Filter by author xuganchen opened on Mar 21, 2020
  3