Version 6.1

The version improves compatibility with changes in SciPy 1.14.

Release 6.0

• Increased minimums:
  • Python: 3.9
  • formulaic: 1.0.0
  • NumPy: 1.22.3
  • SciPy: 1.8.0
  • pandas: 1.4.0
  • statsmodels: 0.13.0
• The key feature of this release is compatibility with NumPy 2.
  linearmodels wheels are built using NumPy 2.0.0rc1 (or later) and
  can run on any version of NumPy 1.22.3 or later, including NumPy
  2.0.0.
• Improved compatibility with fuutre changes in pandas 3.0.0.

Note

In order to use NumPy 2, the environment must consist of packages that
have been built against NumPy 2.0.0rc1 or later.

Release 5.4

This is a compatibility release.

• Compatibility with NumPy 2
• Compatibility with recent pandas releases

Release 5.3

• Bumped the minimum formulaic to 0.6.5.
• Released wheels for Python 3.12.

Release 5.2

• Fixed a bug that affected dropping absorbed regressors when using weights (#546).
• Improved the licensing information (#545).
• Improved compatibility with recent pandas (#548).

Release 5.1

This is a bug-fix release.

• Fixes a bug that can be encountered when collection observation data in panel models when some entities or time periods are missing.

Release 5.0

This major release contains breaking changes when using formulas and increases the requirements for running linear models.

• The variable order is preserved when creating a model using from_formula. Previously variables were sorted irrespective of the order they appeared in the formula.

• Increased minimums:

  • Python: 3.9
  • formulaic: 0.6.1
  • NumPy: 1.19.0
  • SciPy: 1.5.0
  • pandas: 1.1.0
  • statsmodels: 0.12.0

• Switched variable ordering by default. Importing linearmodels.future.ordering is a no-op, and has no effect.
• Removed dependence on property-cached in favor of :meth:functools.cached_property.

Release 4.31

This release adds support for formulaic 0.6.0. This version of formulaic makes a significant change to how variables from formulas are translated into DataFrames for use in models. The existing behavior sorts variables. The new behavior respects the order of the variables as they appear. The new behavior will become the default in linearmodels starting in release 5.

To use the new behavior now, add the import

from linearmodels.__future__ import ordering

to the top of your file.

Release 4.30

This compatibility release addresses unreleased changes in NumPy 1.25 and improves pandas 2.0 copy-on-write behavior.

Release 4.29

This is a feature and compatibility release.

• Added R2 measures for FamaMacBeth
• Started testing against pandas 2.0 with copy-on-write enabled