need to check:
running OLS with 1d exog and then printing summary() showed large number of coefficients (same number as length exog), many with nans, no exception is raised
I thought this was working, or we don't automatically reshape to column vector anymore?
Can you post code to replicate when reporting? This works fine for me
y = np.random.random(100)
X = np.random.random(100)
invalid my mistake (late at night)
I was playing with several examples for LM test for Logit, and broadcasted exog myself to shape nobs, nobs
res_olslm4 = sm.OLS((res.model.endog - fitted_prob) / std, ex1[:,-1] / std[:,None]).fit()
ex1[:,-1] is the extra condition,
It was just to cross check rsquared between OLS and WLS.