Adding new panels module

[pedrovma]

This new panels module (spreg version 1.9.0) offers the following panel functions (in addition to the SUR estimators):

1. OLS and Basic Panel Classes

• PooledOLS
  Description: Baseline pooled regression for panel data. Initializes and runs the pooled OLS estimation with optional BSK spatial diagnostics.

• PanelFE
  Description: Fixed Effects (Within) estimator for panel data. Performs the "Within Transformation" (demeaning) and executes the regression.

• PanelRE
  Description: Random Effects (GLS) estimator. Estimates variance components using Swamy-Arora, computes quasi-demeaning, and performs the Hausman test.

2. GMM-Based Spatial Error Classes

• GM_ErrorPooled
  Description: Pooled Spatial Error Model (SEM) via GMM. Based on the heteroskedasticity-robust estimator proposed by Arraiz2010, available in the spreg function GM_Error_Het.

• GM_ErrorRE
  Description: KKP spatial random effects model.

3. Maximum Likelihood (ML) Spatial Classes

• ML_ErrorPooled
  Description: Pooled ML SEM with diagnostic output.

• ML_ErrorFE
  Description: ML estimation for Fixed Effects Spatial Error models.

• ML_ErrorRE
  Description: ML estimation for Random Effects Spatial Error models using Ord's eigenvalue approach.

• ML_LagFE
  Description: ML estimation for Fixed Effects Spatial Lag models with spatial impacts.

• ML_LagRE
  Description: ML Spatial Lag Random Effects to estimate both the spatial lag (ρ) and the random effects component (ϕ)

[Copilot]

Pull request overview

Adds a new spreg.panel module (targeting spreg 1.9.0) that consolidates panel estimators (pooled OLS, FE/RE, and spatial SEM/SAR variants) and updates supporting utilities/output to enable panel-aware lagging and reporting.

Changes:

• Introduces spreg/panel.py with the new panel estimators and integrates them into the public package API (spreg/__init__.py).
• Extends panel plumbing/utilities (e.g., prepare_panel, panel-aware get_lags, updates to diagnostics + output formatting).
• Updates/adjusts tests and notebooks to reflect the new panel entry points and deprecations.

Reviewed changes

Copilot reviewed 19 out of 20 changed files in this pull request and generated 1 comment.

Show a summary per file

File	Description
spreg/panel.py	New consolidated panel estimators (PooledOLS/FE/RE + spatial GM/ML variants) and reporting glue.
spreg/panel_utils.py	Adds prepare_panel and updates check_panel to return T alongside stacked arrays.
spreg/utils.py	Updates caching behavior and adds panel-aware spatial lag computation via Kronecker-expanded weights.
spreg/user_output.py	Extends naming helpers and flex_wx to support panel lagging / additional lag naming paths.
spreg/diagnostics_panel.py	Updates panel diagnostics for new check_panel signature and adds BSK_tests helper.
spreg/output.py	Tweaks summary formatting and Probit summary output API.
spreg/ml_error.py	Refactors LU path to use splu directly and improves numerical robustness in concentrated LL.
spreg/ols.py	Updates BaseOLS docstring, adds pinv option, and introduces BaseWLS.
spreg/sputils.py	Adjusts spatial effects indexing logic for cases with/without constant.
spreg/__init__.py	Exposes the new panel module at package import time.
spreg/sp_panels.py, spreg/panel_fe.py, spreg/panel_re.py	Marks legacy panel modules as deprecated and adds deprecation warnings.
spreg/tests/test_panel.py	Adds new tests covering the new panel estimators.
spreg/tests/test_sp_panels.py, spreg/tests/test_panel_fe.py, spreg/tests/test_panel_re.py	Disables legacy tests and marks deprecation.
notebooks/panels_examples.ipynb	Adds new notebook showcasing the new panel API.
notebooks/Panel_FE_example.ipynb	Removes old fixed-effects notebook example.

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[codecov]

Codecov Report

❌ Patch coverage is 72.20447% with 87 lines in your changes missing coverage. Please review.
✅ Project coverage is 71.0%. Comparing base (715b6de) to head (3a1fb8c).
⚠️ Report is 7 commits behind head on main.

Files with missing lines	Patch %	Lines
spreg/user_output.py	39.0%	25 Missing ⚠️
spreg/diagnostics_panel.py	89.0%	16 Missing ⚠️
spreg/output.py	59.0%	16 Missing ⚠️
spreg/ols.py	33.3%	10 Missing ⚠️
spreg/panel_re.py	33.3%	6 Missing ⚠️
spreg/ml_error.py	72.2%	5 Missing ⚠️
spreg/utils.py	78.6%	3 Missing ⚠️
spreg/panel_fe.py	60.0%	2 Missing ⚠️
spreg/panel_utils.py	90.5%	2 Missing ⚠️
spreg/sp_panels.py	0.0%	1 Missing ⚠️
... and 1 more

❌ Your patch status has failed because the patch coverage (72.2%) is below the target coverage (80.0%). You can increase the patch coverage or adjust the target coverage.

Additional details and impacted files

@@           Coverage Diff           @@
##            main    #192     +/-   ##
=======================================
- Coverage   72.6%   71.0%   -1.6%     
=======================================
  Files         45      46      +1     
  Lines      10929   11948   +1019     
=======================================
+ Hits        7937    8483    +546     
- Misses      2992    3465    +473     

Files with missing lines	Coverage Δ
spreg/__init__.py	100.0% <100.0%> (ø)
spreg/error_sp_het.py	88.0% <ø> (ø)
spreg/panel.py	96.6% <ø> (ø)
spreg/sp_panels.py	11.2% <0.0%> (-73.7%)	⬇️
spreg/sputils.py	80.5% <66.7%> (-0.3%)	⬇️
spreg/panel_fe.py	56.3% <60.0%> (-40.2%)	⬇️
spreg/panel_utils.py	82.1% <90.5%> (+17.6%)	⬆️
spreg/utils.py	78.0% <78.6%> (+1.5%)	⬆️
spreg/ml_error.py	83.8% <72.2%> (-1.2%)	⬇️
spreg/panel_re.py	55.0% <33.3%> (-44.2%)	⬇️
... and 4 more

... and 1 file with indirect coverage changes

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[knaaptime]

this is sweet! I'm guessing there's a paper in the works... :P

any chance you have a notebook exploring some of these functions somewhere?

[pedrovma]

this is sweet! I'm guessing there's a paper in the works... :P

any chance you have a notebook exploring some of these functions somewhere?

Sure thing! Here it is: https://github.com/pysal/spreg/blob/6abf15bfed2c0f9a02573ddb29d6492a305736ef/notebooks/panels_examples.ipynb

Let me know if you feel there is anything missing. Many thanks!