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Release 7.1

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@bashtage bashtage released this 16 Oct 08:33
· 14 commits to main since this release
v7.1
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linearmodels 7.1 adds a new IV estimator and new IV and panel tests, and corrects many results. When computations were incorrect, numbers can differ from 7.0 even if your code is unchanged; see the release notes for full details. 7.1 is the last release to support Python 3.10 and NumPy 1.x.

New features

  • IVJIVE, the jackknife IV estimator (JIVE1), with unadjusted, robust, kernel, and one-way clustered covariances (#750).
  • Cragg-Donald and Kleibergen-Paap tests of the rank of the first-stage coefficients, on FirstStageResults and as functions in linearmodels.iv (#741).
  • IVGMMResults.centered_j_stat, a J test that uses a centered moment covariance (#749).
  • RandomEffectsResults.hausman, the Hausman test of random against fixed effects, which matches Stata and plm::phtest (#740), and PanelResults.pesaran_cd, the Pesaran CD test of cross-sectional dependence (#739).
  • PanelOLS estimates models that only have effects, such as "y ~ EntityEffects" (#809).
  • Lists and tuples are accepted wherever arrays are (#776), and option values such as cov_type="Robust" and kernel="Bartlett" are not case-sensitive (#783).

Full release notes, with examples of the changed numbers: https://bashtage.github.io/linearmodels/changes.html

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