Release 0.14.0¶
Release summary¶
statsmodels is using github to store the updated documentation. Two version are available:
Stable, the latest release
Development, the latest build of the main branch
Warning
API stability is not guaranteed for new features, although even in this case changes will be made in a backwards compatible way if possible. The stability of a new feature depends on how much time it was already in statsmodels main and how much usage it has already seen. If there are specific known problems or limitations, then they are mentioned in the docstrings.
Release Statistics¶
Issues Closed: 255
Pull Requests Merged: 345
The Highlights¶
New cross-sectional models and extensions to models¶
Treatment Effect¶
TreatmentEffect estimates treatment effect
for a binary treatment and potential outcome for a continuous outcome variable
using 5 different methods, ipw, ra, aipw, aipw-wls, ipw-ra.
Standard errors and inference are based on the joint GMM representation of
selection or treatment model, outcome model and effect functions.
Hurdle and Truncated Count Regression¶
statsmodels.discrete.truncated_model.HurdleCountModel implements
hurdle models for count data with either Poisson or NegativeBinomialP as
submodels.
Three left truncated models used for zero truncation are available,
statsmodels.discrete.truncated_model.TruncatedLFPoisson,
statsmodels.discrete.truncated_model.TruncatedLFNegativeBinomialP
and
statsmodels.discrete.truncated_model.TruncatedLFGeneralizedPoisson.
Models for right censoring at one are implemented but only as support for
the hurdle models.
Extended postestimation methods for models¶
Results methods for post-estimation have been added or extended.
get_distribution returns a scipy or scipy compatible distribution instance
with parameters based on the estimated model. This is available for
GLM, discrete models and BetaModel.
get_prediction returns predicted statistics including inferential
statistics, standard errors and confidence intervals. The which keyword
selects which statistic is predicted. Inference for statistics that are
nonlinear in the estimated parameters are based on the delta-method for
standard errors.
get_diagnostic returns a Diagnostic class with additional specification
statistics, tests and plots. Currently only available for count models.
get_influence returns a class with outlier and influence diagnostics.
(This was mostly added in previous releases.)
score_test makes score (LM) test available as alternative to Wald tests.
This is currently available for GLM and some discrete models. The score tests
can optionally be robust to misspecification similar to cov_type for wald
tests.
Stats¶
Hypothesis tests, confidence intervals and other inferential statistics are now available for one and two sample Poisson rates.
Distributions¶
Methods of Archimedean copulas have been extended to multivariate copulas with
dimension larger than 2. The pdf method of Frank and Gumbel has been
extended only to dimensions 3 and 4.
New class ECDFDiscrete for empirical distribution function when observations are not unique as in discrete distributions.
Multiseason STL decomposition (MSTL)¶
The existing STL class has been extended to handle multiple seasonal
components in MSTL. See PR #8160.
Other Notable Enhancments¶
burg option in pacf PR #8113
new link for GLM: Logc PR #8155
rename class names for links for GLM, lower case names are deprecated PR #8569
allow singular covariance in gaussian copula PR #8504
GLM: Tweedie full loglikelihood PR #8560
x13: option for location of temporary files PR #8564
Added an information set argument to
get_predictionandpredictmethods of statespace models that lets the user decide on which information set to use when making forecasts. PR #8002
What’s new - an overview¶
The following lists the main new features of statsmodels 0.14.0. In addition, release 0.14.0 includes bug fixes, refactorings and improvements in many areas.
Submodules¶
Documentation¶
Fix ZivotAndrewsUnitRoot.run() docstring (PR #7812)
Fixes typo “Welsh ttest” to “Welch ttest” (PR #7839)
Update maxlag to maxlags (PR #7916)
Add prediction results to docs (PR #7932)
Add tests for pandas compat (PR #7939)
Fix heading level (PR #7954)
Fix prediction docstrings (PR #7970)
Remove DataFrame.append usage (PR #7986)
ETS model loglike doc typo fix (PR #8003)
Fix doc errors in MLEResults predict (PR #8005)
Grammar (PR #8023)
Fix missing reference (PR #8038)
Apply small docstring corrections (PR #8042)
Clarify difference between q_stat and acorr_ljungbox (PR #8191)
Fix a typo in the documentation (PR #8275)
Fix histogram (PR #8299)
Add notebook for Poisson post-estimation overview (PR #8420)
Add version (PR #8863)
base¶
REF/ENH delta method and nonlinear wald test rebased (PR #7758)
Discrete scorefactor offset rebased3 (PR #7825)
Deprecate cols in conf_int (PR #7842)
Add start_params to TestPenalizedPoissonOraclePenalized2 (PR #7868)
ENH/REF generic get_prediction (PR #7870)
Start move to scalar test statistics (PR #7874)
Get_prediction for more models and cases (PR #7900)
Scoretest betareg (PR #7907)
Discrete add get_distribution, add which=”var” for NBP, GPP (PR #7929)
Add notebook for Poisson post-estimation overview (PR #8420)
GenericLikelihood Results hasattr for df_resid is always true, s… (PR #8476)
Nelder-Mead and Powell has bounds in scipy (PR #8545)
discrete¶
Diagnostic class rebased (PR #7597)
Discrete scorefactor offset rebased3 (PR #7825)
Add start_params to TestPenalizedPoissonOraclePenalized2 (PR #7868)
ENH/REF generic get_prediction (PR #7870)
Add CountResults.get_diagnostic (PR #7895)
Get_prediction for more models and cases (PR #7900)
Discrete add get_distribution, add which=”var” for NBP, GPP (PR #7929)
Add get_influence to DiscreteResults (PR #7951)
Truncated, hurdle count model rebased (PR #7973)
ENH/REF/DOC improve hurdle and truncated count models (PR #8031)
Add method and converged attributes to DiscreteModel. (PR #8305)
Add notebook for Poisson post-estimation overview (PR #8420)
Add notebook for hurdle count model (PR #8424)
REF/DOC Poisson diagnostic (PR #8502)
PerfectSeparation, warn by default instead of raise, GLM, discrete (PR #8552)
Fixes, discrete perfect prediction check, Multinomial fit (PR #8669)
MNLogit if endog is series with no name (PR #8674)
Get_distribution, return 1-d instead of column frozen distribution (PR #8780)
Numpy compat, indexed assignment shape in NegativeBinomial (PR #8822)
Support offset in truncated count models (PR #8845)
distributions¶
Denominator needs to be a vector (PR #8086)
Adding weighted empirical CDF (PR #8192)
Add parameter allow_singular for gaussian copula (PR #8504)
Lint, pep-8 of empirical distribution, remove __main__ (PR #8546)
Remove extradoc from distribution, scipy deprecation (PR #8598)
Archimedean k_dim > 2, deriv inverse in generator transform (PR #8633)
Archimedean rvs for k_dim>2, test/gof tools (PR #8642)
Correct tau for small theta in FrankCopula (PR #8662)
docs¶
Release 0.13.1 documentation (PR #7881)
Issue #7889 (PR #7890)
Fix heading level (PR #7954)
DEV Guide modify redundant text (PR #8104)
Fix spelling in ARDL (PR #8127)
Fix typos in docstring (PR #8169)
Improve docs for using fleiss_kappa (PR #8203)
Fix docs std_null twice instead of std_alternative (PR #8228)
Missing f prefix on f-strings fix (PR #8245)
Updated duration.rst to display output (PR #8259)
Small doc fixes (PR #8264)
Update book reference in ETS example (PR #8282)
Easy PR! Fix minor typos (PR #8316)
Added detailed ValueError to prepare_trend_spec() (PR #8365)
Fix typo in documentation (PR #8386)
Improvements to linear regression diagnostics example (PR #8402)
Use pandas loc in contrasts notebook (PR #8433)
Fix warnings (PR #8483)
Add release note for 0.13.3 (PR #8485)
Final 0.13.3 docs (PR #8493)
Add release notes for .4 and .5 (PR #8501)
Fix typo in gmm.py (PR #8527)
Orthographic fix (PR #8555)
Changes made in the documentation on endogeneity (PR #8557)
Add to rst docs, fix docstrings (PR #8559)
Add Statsmodels logo to Readme (PR #8571)
Added notebook links to TSA documentation and doc strings (PR #8585)
Fix docstring typo in rank_compare_2indep (PR #8593)
Fix doc build (PR #8608)
Fix indent (PR #8613)
Remove dupe section (PR #8618)
Fix extlinks (PR #8621)
Various doc fixes and improvements (PR #8648)
Fix typo in examples/notebooks/mixed_lm_example.ipynb (PR #8684)
Fix developer page linting requirements (PR #8744)
Add a better description of the plot generated by plot_fit (PR #8760)
Add old release notes and draft of 0.14 (PR #8798)
Merge existing highlights (PR #8799)
Update PRs in release note (PR #8805)
Improve release notes highlights (PR #8806)
Fix more deprecations and restore doc build (PR #8826)
Final changes for 0.14.0rc0 notes (PR #8839)
Fix internet address of dataset (PR #8861)
Small additional fixes (PR #8862)
gam¶
Use sorted residual to calcualte _cpr (PR #7875)
genmod¶
Genmod’s loglog Formula Fixes (PR #7787)
Allow all appropriate links in a Family (PR #7816)
Discrete scorefactor offset rebased3 (PR #7825)
GLM score_test, use correct df_resid (PR #7843)
ENH/REF generic get_prediction (PR #7870)
Fix prediction docstrings (PR #7970)
Handle lists and tuples (PR #8010)
Adding logc link (PR #8155)
GLM negative binomial warns if default used for parameter alpha (PR #8371)
GLM predict which and get_prediction (PR #8505)
Deprecate link aliases (PR #8547)
PerfectSeparation, warn by default instead of raise, GLM, discrete (PR #8552)
Tweedie loglike (PR #8560)
Glm links (PR #8569)
ENH/REF generic get_prediction (PR #7870)
Get_prediction for more models and cases (PR #7900)
Add start_params to TestPenalizedPoissonOraclePenalized2 (PR #7868)
graphics¶
Correct limit in mean diff plot (PR #7921)
Linear regression diagnosis (PR #8102)
Fix bug #8248 (PR #8249)
Fixed minor typo on matplotlib import alias (PR #8271)
Fix histogram (PR #8299)
io¶
Add _repr_latex_ methods to iolib tables (PR #8134)
Determine if all rows have same length (PR #8257)
Possibility of not printing r-squared in summary_col (PR #8658)
Adding extra text in html of summary2.Summary #8663 (PR #8664)
maintenance¶
Switch to new codecov upload method (PR #7799)
Update setup to build normally when NumPy availble (PR #7801)
Clean up usage of private SciPy APIs as much as possible (PR #7820)
Fix for deprecation (PR #7832)
Protect against future pandas changes (PR #7844)
Merge pull request #7787 from gmcmacran/loglogDoc (PR #7845)
Merge pull request #7791 from Wooqo/fix-hw (PR #7846)
Merge pull request #7795 from bashtage/bug-none-kpss (PR #7847)
Merge pull request #7801 from bashtage/change-setup (PR #7850)
Merge pull request #7812 from joaomacalos/zivot-andrews-docs (PR #7852)
Merge pull request #7799 from bashtage/update-codecov (PR #7853)
Merge pull request #7820 from rgommers/scipy-imports (PR #7854)
BACKPORT Merge pull request #7844 from bashtage/future-pandas (PR #7855)
Merge pull request #7816 from tncowart/unalias_links (PR #7857)
Merge pull request #7832 from larsoner/dep (PR #7858)
Merge pull request #7874 from bashtage/scalar-wald (PR #7876)
Merge pull request #7842 from bashtage/deprecate-cols (PR #7877)
Merge pull request #7839 from guilhermesilveira/main (PR #7878)
Merge pull request #7868 from josef-pkt/tst_penalized_convergence (PR #7879)
Silence warning (PR #7904)
Remove Future and Deprecation warnings (PR #7914)
Start removing pytest warns with None (PR #7943)
Prevent future issues with pytest (PR #7965)
Relax tolerance on VAR test (PR #7988)
Modify setup requirements (PR #7993)
Add slim to summary docstring (PR #8004)
Add conditional models to API (PR #8011)
Add stacklevel to warnings (PR #8014)
Pin numpydoc (PR #8041)
Unpin numpydoc (PR #8043)
Add backport action (PR #8052)
Correct upstream target (PR #8074)
Cleanup CI (PR #8083)
[maintenance/0.13.x] Merge pull request #7950 from bashtage/cond-number (PR #8084)
Correct backport errors (PR #8085)
Stop using conda temporarily (PR #8088)
Correct small future issues (PR #8089)
Correct setup for oldest supported (PR #8092)
Release note for 0.13.2 (PR #8107)
Use correct setuptools backend (PR #8109)
Update examples in python (PR #8146)
Avoid divide by 0 in aicc (PR #8176)
Correct linting (PR #8181)
Use requirements (PR #8210)
Relax overly tight tolerance (PR #8215)
Auto bug report (PR #8244)
Small code quality and modernizations (PR #8246)
Further class clean (PR #8247)
Upper bound on Cython for CI (PR #8258)
Remove distutils (PR #8266)
Correct clean command (PR #8268)
Update used actions, cache pip deps, Python 3.10 (PR #8278)
Correct requirements-dev (PR #8285)
Update lint (PR #8296)
Remove pandas warning from pytest errors (PR #8320)
Remove unintended print statements (PR #8347)
Fix lint and upstream induced changes (PR #8366)
Relax tolerance due to Scipy changes (PR #8368)
GitHub Workflows security hardening (PR #8411)
Fix Matplotlib deprecation of loc as a positional keyword in legend functions (PR #8429)
Add a weekly scheduled run to the Azure pipelines (PR #8430)
Add Python 3.11 jobs (PR #8431)
Fix future warnings (PR #8434)
Fix Windows and SciPy issues (PR #8455)
Fix develop installs (PR #8462)
Refactor doc build (PR #8464)
Use stable Python 3.11 on macOS (PR #8466)
Replave setup with setup_method in tests (PR #8469)
Relax tolerance on tests that marginally fail (PR #8470)
Future fixes for 0.13 (PR #8473)
Try to fix object issue (PR #8474)
Update doc build instructions (PR #8479)
Update doc build instructions (PR #8480)
Backport Python 3.11 to 0.13.x branch (PR #8484)
Set some Pins (PR #8489)
Refine pins (PR #8491)
Refine pins (PR #8492)
Remove redundant wheel dep from pyproject.toml (PR #8498)
Add Dependabot configuration for GitHub Actions updates (PR #8499)
Bump actions/setup-python from 3 to 4 (PR #8500)
Add CodeQL workflow (PR #8509)
Fix pre testing errors (PR #8540)
Remove deprecated alias (PR #8566)
Clean up deprecations (PR #8588)
Disable failing random test, imputation, mediation (PR #8597)
Fix style in sandbox/distributions (PR #8603)
Fix test change due to pandas (PR #8604)
Pin sphinx (PR #8611)
Relax test tol for OSX fail (PR #8612)
Update copyright date in docs/source/conf.py (PR #8694)
MAINT/TST unit test failures, compatibility changes (PR #8777)
Update pyproject for 3.10 (PR #7880)
Simplify pyproject using oldest supported numpy (PR #7989)
Update doc builder to Python 3.9 (PR #7997)
Resore doct build to 3.8 (PR #7999)
Switch to single threaded doc build (PR #8012)
Improve specificity of warning check (PR #8797)
Ensure statsmodels test suite passes with pandas CoW (PR #8816)
Remove deprecated np.alltrue and np.product (PR #8823)
Remove casts from array to scalar (PR #8825)
Switch DeprecationWarn to FutureWarn (PR #8834)
nonparametric¶
Check dtype for xvals in lowess (PR #8047)
Correct description of cut parameter for KDEUnivariate (PR #8340)
Improve specificity of warning check (PR #8797)
Fix lowess Cython to handle read-only (PR #8820)
othermod¶
Get_prediction for more models and cases (PR #7900)
Scoretest betareg (PR #7907)
MLEInfluence for two-part models, extra params, BetaModel (PR #7912)
regression¶
Robust add MQuantileNorm (PR #3183)
Update maxlag to maxlags (PR #7916)
Ensure pinv_wexog is available (PR #8161)
Enforce type check in recursive_olsresiduals (PR #8225)
Faster whitening matrix calculation for sm.GLS() (PR #8373)
Add GLS singular test (PR #8375)
Adding extra text in html of summary2.Summary #8663 (PR #8664)
Mixedlm fit_regularized, missing vcomp in results (PR #8682)
Correct assignment in different versions of pandas (PR #8793)
robust¶
stats¶
REF/ENH delta method and nonlinear wald test rebased (PR #7758)
Update proportion.py (PR #7777)
GLM score_test, use correct df_resid (PR #7843)
Correct prop ci (PR #7998)
Use scipy.stats.studentized_range in tukey hsd when available (PR #8035)
Use nobs ratio in power and samplesize proportions_2indep (PR #8093)
Ensure exog is well specified (PR #8130)
Make ygrid work for etest_poisson_2indep (PR #8137)
Allows arrays in porportions (PR #8154)
hypothesis tests, confint, power for rates (poisson, negbin) (PR #8166)
Clarify difference between q_stat and acorr_ljungbox (PR #8191)
Fix #8227 wrong standard error of the mean (PR #8260)
Fix critical values for hansen structural change test (PR #8263)
ENH/DOC fixes in docs, missing in stats.api fpr rates (PR #8324)
Fix max in tost_proportions_2indep, vectorize tost (PR #8333)
Docs/add-missing-return-value-from-aggregate-raters-to-doc (PR #8400)
Add notebook for stats poisson rates (PR #8412)
Corrected the docstring of normal_sample_size_one_tail() (PR #8414)
Notebook rankcompare (PR #8427)
Fix docstrings (PR #8494)
REF/DOC Poisson diagnostic (PR #8502)
Normal_sample_size_one_tail, fix std_alt default, minimum nobs (PR #8544)
Ref/ENH misc, smaller fixes or enhancements (PR #8567)
Correct ContrastResults (PR #8615)
Fix fdrcorrection_twostage, order, pvals>1 (PR #8623)
Add FTestPowerF2 as corrected version of FTestPower (PR #8656)
Fix test_knockoff.py::test_sim failures and link (PR #8673)
Doc fixes, bugs in proportion (PR #8702)
topic.diagnostic¶
Add CountResults.get_diagnostic (PR #7895)
MLEInfluence for two-part models, extra params, BetaModel (PR #7912)
Add get_influence to DiscreteResults (PR #7951)
REF/DOC Poisson diagnostic (PR #8502)
treatment¶
tsa¶
Incorrect HW predictions (PR #7791)
Handle None in kpss (PR #7795)
Fix ZivotAndrewsUnitRoot.run() docstring (PR #7812)
Fox ACF/PACF docstrings (PR #7927)
Option of initial values whe simulating VAR model (PR #7930)
Correct STL api (PR #7933)
Correct condition number (PR #7950)
Correct incorrect initial trend access (PR #7969)
ETS model loglike doc typo fix (PR #8003)
Fix doc errors in MLEResults predict (PR #8005)
Add apply to AutoRegResults (PR #8006)
New census binaries have different tails (PR #8007)
Add append method to AutoRegResults (PR #8009)
Grammar (PR #8023)
Bugfix for tsa/stattools.py grangercausalitytest with uncentered_tss (PR #8026)
Improve testing of grangercausality (PR #8036)
Add burg as an option for method to pacf (PR #8113)
Fix ValueError output in lagmat when using pandas (PR #8118)
Add typing support classes (PR #8152)
Add MSTL algorithm for multi-seasonal time series decomposition (PR #8160)
Move STL and MSTL tests to STL subpackage (PR #8179)
Clarify difference between q_stat and acorr_ljungbox (PR #8191)
Change heading levels in MSTL notebook to fix docs (PR #8218)
Add MSTL docs (PR #8221)
Remove print statement in MSTL test fixture (PR #8226)
Switch to inexact match (PR #8239)
Fix typo comment in tsa_model.py (PR #8272)
Avoid removing directories from path in x13 (PR #8308)
Fix auto lag selection in acorr_ljungbox #8338 (PR #8339)
Fix when exog is Series and its name have multiple chars (PR #8343)
ETS loglike indexing bug when y_hat == 0 (PR #8355)
Remove inhonogenous array constructor (PR #8367)
Ensure x_columns is a list (PR #8378)
Dickey Fuller constant values (issue #8471 ) (PR #8537)
X13.py option for location of temporary files (PR #8564)
Ref/ENH misc, smaller fixes or enhancements (PR #8567)
AR/MA creation with ArmaProcess.from_roots (PR #8742)
Statespace: issue FutureWarning for unknown keyword args (PR #8810)
Correct initial level, treand and seasonal (PR #8831)
Add sharex for seasonal decompose plots (PR #8835)
tsa.statespace¶
Correct seasonal order (PR #7906)
Add prediction results to docs (PR #7932)
Fix heuristic and simple initial seasonals in state space ExponentialSmoothing (PR #7991)
Remove aliasing of type punned pointers (PR #7995)
Prevent signed and unsigned int comparison (PR #8000)
Add information set selection (predicted, filtered, smoothed) and “signal” prediction to state space predict (PR #8002)
Function to compute smoothed state weights (observations and prior mean) for state space models (PR #8013)
Improve some state space docstrings. (PR #8015)
State space: add revisions to news, decomposition of smoothed states/signals (PR #8028)
State space: improve weights performance (PR #8030)
Fix a typo in the documentation (PR #8275)
SARIMAX variance starting parameter when the MA order is large relative to sample size (PR #8297)
Fix sim smoother nan, dims / add options (PR #8354)
Loop instead of if in SARIMAX transition init (PR #8743)
Statespace: issue FutureWarning for unknown keyword args (PR #8810)
tsa.vector.ar¶
Option of initial values whe simulating VAR model (PR #7930)
Number of simulations on simualte var (PR #7958)
bug-wrong¶
A new issue label type-bug-wrong indicates bugs that cause that incorrect numbers are returned without warnings. (Regular bugs are mostly usability bugs or bugs that raise an exception for unsupported use cases.) see tagged issues
Major Bugs Fixed¶
See github issues for a list of bug fixes included in this release
Development summary and credits¶
Besides receiving contributions for new and improved features and for bugfixes, important contributions to general maintenance for this release came from
Chad Fulton
Brock Mendel
Peter Quackenbush
Kerby Shedden
Kevin Sheppard
and the general maintainer and code reviewer
Josef Perktold
Additionally, many users contributed by participation in github issues and providing feedback.
Thanks to all of the contributors for the 0.14.0 release (based on git log):
Adam Murphy
Alex
Alex Blackwell
Alex Thompson
AmarAdilovic
Amit Anchalia
Anthony Lee
Bill
Chad Fulton
Christian Lorentzen
Daedalos
EC-AI
Eitan Hemed
Elliot A Martin
Eric Larson
Eva Maxfield Brown
Evgeny Zhurko
Ewout Ter Hoeven
Geoffrey Oxberry
Greg Mcmahan
Gregory Parkes
Guilherme Silveira
Henry Schreiner
Ishan Chokshi
James Fiedler
Jan-Frederik Konopka
Jere Lahelma
Joao Pedro
Josef Perktold
João Tanaka
Kees Mulder
Kerby Shedden
Kevin Sheppard
Kirill Milash
Kirill Ulanov
Kishan Manani
Lindsay Stevens
Malte Londschien
Matt Spinelli
Max Foxley-Marrable
Michael Chirico
Michał Górny
Neil Zhao
Nicholas Shea
Nicky Sandhu
Nikita Kostiuchenko
Pavlo Fesenko
Peter Stöckli
Pierre Haessig
Prajwal Kafle
Ralf Gommers
Ramon Viñas
Rebecca N. Palmer
Ryan Russell
Samuel Wallan
Stefan Vodita
Thomas Cowart
Tobias Gebhard
Toshiaki Asakura
Wainberg
Winfield Chen
Yiming Paul Li
Zach Probst
Zachariah
code-review-doctor
dependabot[bot]
enricovara
j-svensmark
kuritzen
lanzariel
mildc055ee
oronimbus
partev
rambam613
vasudeva-ram
wisp3rwind
zhengkai2001
These lists of names are automatically generated based on git log, and may not be complete.
Merged Pull Requests¶
The following Pull Requests were merged since the last release:
PR #3183: ENH: robust add MQuantileNorm
PR #7597: ENH: Diagnostic class rebased
PR #7758: REF/ENH delta method and nonlinear wald test rebased
PR #7777: Update proportion.py
PR #7787: DOC: Genmod’s loglog Formula Fixes
PR #7791: BUG: incorrect HW predictions
PR #7795: BUG: Handle None in kpss
PR #7799: MAINT: Switch to new codecov upload method
PR #7801: MAINT: Update setup to build normally when NumPy availble
PR #7812: DOC: fix ZivotAndrewsUnitRoot.run() docstring
PR #7816: BUG: Allow all appropriate links in a Family
PR #7820: MAINT: clean up usage of private SciPy APIs as much as possible
PR #7825: Discrete scorefactor offset rebased3
PR #7832: FIX: Fix for deprecation
PR #7839: DOC: Fixes typo “Welsh ttest” to “Welch ttest”
PR #7842: MAINT: Deprecate cols in conf_int
PR #7843: BUG: GLM score_test, use correct df_resid
PR #7844: MAINT: Protect against future pandas changes
PR #7845: BACKPORT: Merge pull request #7787 from gmcmacran/loglogDoc
PR #7846: BACKPORT: Merge pull request #7791 from Wooqo/fix-hw
PR #7847: BACKPORT: Merge pull request #7795 from bashtage/bug-none-kpss
PR #7850: BACKPORT: Merge pull request #7801 from bashtage/change-setup
PR #7852: BACKPORT: Merge pull request #7812 from joaomacalos/zivot-andrews-docs
PR #7853: BACKPORT: Merge pull request #7799 from bashtage/update-codecov
PR #7854: BACKPORT: Merge pull request #7820 from rgommers/scipy-imports
PR #7855: BACKPORT Merge pull request #7844 from bashtage/future-pandas
PR #7857: BACKPORT: Merge pull request #7816 from tncowart/unalias_links
PR #7858: BACKPORT: Merge pull request #7832 from larsoner/dep
PR #7868: TST: add start_params to TestPenalizedPoissonOraclePenalized2
PR #7870: ENH/REF generic get_prediction
PR #7874: ENH: Start move to scalar test statistics
PR #7875: BUG: Use sorted residual to calcualte _cpr
PR #7876: BACKPORT: Merge pull request #7874 from bashtage/scalar-wald
PR #7877: BACKPORT: Merge pull request #7842 from bashtage/deprecate-cols
PR #7878: BACKPORT: Merge pull request #7839 from guilhermesilveira/main
PR #7879: BACKPORT: Merge pull request #7868 from josef-pkt/tst_penalized_convergence
PR #7880: MAINT: Update pyproject for 3.10
PR #7881: RLS: Release 0.13.1 documentation
PR #7890: DOC: Issue #7889
PR #7895: REF/ENH: add CountResults.get_diagnostic
PR #7900: ENH/BUG: get_prediction for more models and cases
PR #7904: MAINT: Silence warning
PR #7906: BUG: Correct seasonal order
PR #7907: ENH/REF: Scoretest betareg
PR #7912: ENH: MLEInfluence for two-part models, extra params, BetaModel
PR #7914: MAINT: Remove Future and Deprecation warnings
PR #7916: DOC: update maxlag to maxlags
PR #7921: BUG: Correct limit in mean diff plot
PR #7927: DOC: Fox ACF/PACF docstrings
PR #7929: ENH/REF: discrete add get_distribution, add which=”var” for NBP, GPP
PR #7930: ENH: Option of initial values whe simulating VAR model
PR #7932: DOC: Add prediction results to docs
PR #7933: DOC: Correct STL api
PR #7939: TST: Add tests for pandas compat
PR #7940: MAINT: Future NumPy compat
PR #7943: MAINT: Start removing pytest warns with None
PR #7950: BUG: Correct condition number
PR #7951: ENH: add get_influence to DiscreteResults
PR #7954: DOC: Fix heading level
PR #7958: ENH: Number of simulations on simualte var
PR #7965: MAINT: Prevent future issues with pytest
PR #7969: BUG: Correct incorrect initial trend access
PR #7970: DOC: Fix prediction docstrings
PR #7973: ENH: Truncated, hurdle count model rebased
PR #7986: MAINT: Remove DataFrame.append usage
PR #7988: MAINT: Relax tolerance on VAR test
PR #7989: MAINT: Simplify pyproject using oldest supported numpy
PR #7991: BUG/DOC: Fix heuristic and simple initial seasonals in state space ExponentialSmoothing
PR #7993: MAINT: Modify setup requirements
PR #7995: MAINT: Remove aliasing of type punned pointers
PR #7996: MAINT: Fix issues in future pandas
PR #7997: MAINT: Update doc builder to Python 3.9
PR #7998: BUG: Correct prop ci
PR #7999: MAINT: Resore doct build to 3.8
PR #8000: CLN: Prevent signed and unsigned int comparison
PR #8001: MAINT: Update binom_test to binomtest
PR #8002: ENH: Add information set selection (predicted, filtered, smoothed) and “signal” prediction to state space predict
PR #8003: DOC: ETS model loglike doc typo fix
PR #8004: MAINT: Add slim to summary docstring
PR #8005: DOC: Fix doc errors in MLEResults predict
PR #8006: ENH: Add apply to AutoRegResults
PR #8007: new census binaries have different tails
PR #8009: ENH: Add append method to AutoRegResults
PR #8010: GEE inputs: handle lists and tuples
PR #8011: MAINT: Add conditional models to API
PR #8012: MAINT: Switch to single threaded doc build
PR #8013: ENH: function to compute smoothed state weights (observations and prior mean) for state space models
PR #8014: MAINT: Add stacklevel to warnings
PR #8015: DOC: improve some state space docstrings.
PR #8023: Grammar
PR #8026: bugfix for tsa/stattools.py grangercausalitytest with uncentered_tss
PR #8028: ENH: state space: add revisions to news, decomposition of smoothed states/signals
PR #8030: PERF: state space: improve weights performance
PR #8031: ENH/REF/DOC improve hurdle and truncated count models
PR #8034: ENH: Treatment effect rebased
PR #8035: ENH: use scipy.stats.studentized_range in tukey hsd when available
PR #8036: MAINT: Improve testing of grangercausality
PR #8037: MAINT: Protect against future pandas changes
PR #8038: DOC: Fix missing reference
PR #8041: MAINT: Pin numpydoc
PR #8042: DOC: Apply small docstring corrections
PR #8043: MAINT: Unpin numpydoc
PR #8047: BUG: Check dtype for xvals in lowess
PR #8052: MAINT: Add backport action
PR #8053: [maintenance/0.13.x] Merge pull request #8035 from swallan/scipy-studentized-range-qcrit-pvalue
PR #8054: [maintenance/0.13.x] Merge pull request #7989 from bashtage/try-oldest-supported-numpy
PR #8055: [maintenance/0.13.x] Merge pull request #7906 from bashtage/reverse-seasonal
PR #8056: [maintenance/0.13.x] Merge pull request #7921 from bashtage/mean-diff-plot
PR #8057: [maintenance/0.13.x] Merge pull request #7927 from bashtage/enricovara-patch-1
PR #8058: [maintenance/0.13.x] Merge pull request #7939 from bashtage/test-pandas-compat
PR #8059: [maintenance/0.13.x] Merge pull request #7954 from bashtage/recursive-ls-heading
PR #8060: [maintenance/0.13.x] Merge pull request #7969 from bashtage/hw-wrong-param
PR #8061: [maintenance/0.13.x] Merge pull request #7988 from bashtage/relax-tol-var-test
PR #8062: [maintenance/0.13.x] Merge pull request #7991 from ChadFulton/ss-exp-smth-seasonals
PR #8063: [maintenance/0.13.x] Merge pull request #7995 from bashtage/remove-aliasing
PR #8064: [maintenance/0.13.x] Merge pull request #8000 from bashtage/unsigned-int-comparrison
PR #8065: [maintenance/0.13.x] Merge pull request #8003 from pkaf/ets-loglike-doc
PR #8066: [maintenance/0.13.x] Merge pull request #8007 from rambam613/patch-1
PR #8068: [maintenance/0.13.x] Merge pull request #8015 from ChadFulton/ss-docs
PR #8069: [maintenance/0.13.x] Merge pull request #8023 from MichaelChirico/patch-1
PR #8070: [maintenance/0.13.x] Merge pull request #8026 from wirkuttis/bugfix_statstools
PR #8072: [maintenance/0.13.x] Merge pull request #8042 from bashtage/pin-numpydoc
PR #8073: [maintenance/0.13.x] Merge pull request #8047 from bashtage/fix-lowess-8046
PR #8074: MAINT: Correct upstream target
PR #8075: [maintenance/0.13.x] Merge pull request #7916 from zprobs/main
PR #8077: [maintenance/0.13.x] Merge pull request #8037 from bashtage/future-pandas
PR #8078: [maintenance/0.13.x] Merge pull request #8005 from bashtage/mle-results-doc
PR #8079: [maintenance/0.13.x] Merge pull request #8004 from bashtage/doc-slim
PR #8080: [maintenance/0.13.x] Merge pull request #7875 from ZachariahPang/Fix-wrong-order-datapoints
PR #8081: [maintenance/0.13.x] Merge pull request #7940 from bashtage/future-co…
PR #8082: [maintenance/0.13.x] Merge pull request #7946 from bashtage/remove-looseversion
PR #8083: MAINT: Cleanup CI
PR #8084: [maintenance/0.13.x] Merge pull request #7950 from bashtage/cond-number
PR #8085: MAINT: Correct backport errors
PR #8086: BUG: denominator needs to be a vector
PR #8088: MAINT: Stop using conda temporarily
PR #8089: MAINT: Correct small future issues
PR #8092: MAINT: Correct setup for oldest supported
PR #8093: BUG: use nobs ratio in power and samplesize proportions_2indep
PR #8096: [maintenance/0.13.x] Merge pull request #8093 from josef-pkt/bug_proportion_pwer_2indep
PR #8097: [maintenance/0.13.x] Merge pull request #8086 from xjcl/patch-1
PR #8102: DOC: Linear regression diagnosis
PR #8104: DOC: DEV Guide modify redundant text
PR #8107: MAINT: Release note for 0.13.2
PR #8109: fix(setup): use correct setuptools backend
PR #8111: [maintenance/0.13.x] Merge pull request #8109 from henryiii/patch-2
PR #8113: ENH: add burg as an option for method to pacf
PR #8118: BUG: Fix ValueError output in lagmat when using pandas
PR #8127: DOC: Fix spelling in ARDL
PR #8130: BUG: Ensure exog is well specified
PR #8134: ENH: Add _repr_latex_ methods to iolib tables
PR #8137: BUG: Make ygrid work for etest_poisson_2indep
PR #8146: MAINT: Update examples in python
PR #8152: TYP: Add typing support classes
PR #8154: BUG: Allows arrays in porportions
PR #8155: ENH: Adding logc link
PR #8160: ENH: Add MSTL algorithm for multi-seasonal time series decomposition
PR #8161: BUG: Ensure pinv_wexog is available
PR #8166: ENH: hypothesis tests, confint, power for rates (poisson, negbin)
PR #8169: DOC: Fix typos in docstring
PR #8176: BUG: Avoid divide by 0 in aicc
PR #8179: REF: Move STL and MSTL tests to STL subpackage
PR #8181: MAINT: Correct linting
PR #8191: DOC: Clarify difference between q_stat and acorr_ljungbox
PR #8192: adding weighted empirical CDF
PR #8203: DOC: Improve docs for using fleiss_kappa
PR #8210: MAINT: Use requirements
PR #8215: MAINT: Relax overly tight tolerance
PR #8218: DOC: Change heading levels in MSTL notebook to fix docs
PR #8221: DOC: Add MSTL docs
PR #8225: BUG: Enforce type check in recursive_olsresiduals
PR #8226: TST: Remove print statement in MSTL test fixture
PR #8228: Fix docs std_null twice instead of std_alternative
PR #8239: BUG: Switch to inexact match
PR #8244: Auto bug report
PR #8245: Missing f prefix on f-strings fix
PR #8246: MAINT: Small code quality and modernizations
PR #8247: MAINT: Further class clean
PR #8249: Fix bug #8248
PR #8257: BUG: determine if all rows have same length
PR #8258: MAINT: Upper bound on Cython for CI
PR #8259: DOC: Updated duration.rst to display output
PR #8260: BUG: fix #8227 wrong standard error of the mean
PR #8263: BUG: fix critical values for hansen structural change test
PR #8264: DOC: Small doc fixes
PR #8266: MAINT: Remove distutils
PR #8268: BUG: Correct clean command
PR #8271: Fixed minor typo on matplotlib import alias
PR #8272: MAINT: fix typo comment in tsa_model.py
PR #8275: DOC: fix a typo in the documentation
PR #8278: CI: Update used actions, cache pip deps, Python 3.10
PR #8282: Update book reference in ETS example
PR #8285: MAINT: Correct requirements-dev
PR #8296: MAINT: Update lint
PR #8297: BUG: SARIMAX variance starting parameter when the MA order is large relative to sample size
PR #8299: DOC: fix histogram
PR #8305: ENH: Add method and converged attributes to DiscreteModel.
PR #8308: BUG: Avoid removing directories from path in x13
PR #8316: Easy PR! Fix minor typos
PR #8320: MAINT: Remove pandas warning from pytest errors
PR #8324: ENH/DOC fixes in docs, missing in stats.api fpr rates
PR #8333: BUG/ENH: fix max in tost_proportions_2indep, vectorize tost
PR #8335: Update data.py
PR #8339: BUG: Fix auto lag selection in acorr_ljungbox #8338
PR #8340: DOC: Correct description of cut parameter for KDEUnivariate
PR #8343: BUG: Fix when exog is Series and its name have multiple chars
PR #8347: MAINT: Remove unintended print statements
PR #8354: BUG/ENH: Fix sim smoother nan, dims / add options
PR #8355: BUG: ETS loglike indexing bug when y_hat == 0
PR #8365: DOC: added detailed ValueError to prepare_trend_spec()
PR #8366: MAINT: Fix lint and upstream induced changes
PR #8367: MAINT: Remove inhonogenous array constructor
PR #8368: MAINT: Relax tolerance due to Scipy changes
PR #8371: GLM negative binomial warns if default used for parameter alpha
PR #8373: ENH: faster whitening matrix calculation for sm.GLS()
PR #8375: TST: Add GLS singular test
PR #8378: BUG: Ensure x_columns is a list
PR #8386: Fix typo in documentation
PR #8400: docs/add-missing-return-value-from-aggregate-raters-to-doc
PR #8402: DOC: Improvements to linear regression diagnostics example
PR #8411: GitHub Workflows security hardening
PR #8412: DOC: add notebook for stats poisson rates
PR #8414: Corrected the docstring of normal_sample_size_one_tail()
PR #8418: DOC: add notebook for treatment effect
PR #8420: DOC: add notebook for Poisson post-estimation overview
PR #8424: DOC: add notebook for hurdle count model
PR #8427: DOC: Notebook rankcompare
PR #8429: Fix Matplotlib deprecation of loc as a positional keyword in legend functions
PR #8430: CI: Add a weekly scheduled run to the Azure pipelines
PR #8431: CI: Add Python 3.11 jobs
PR #8433: Maint: use pandas loc in contrasts notebook
PR #8434: MAINT: Fix future warnings
PR #8455: MAINT: Fix Windows and SciPy issues
PR #8462: MAINT: fix develop installs
PR #8464: MAINT: Refactor doc build
PR #8466: CI: Use stable Python 3.11 on macOS
PR #8469: MAINT: Replave setup with setup_method in tests
PR #8470: TST: Relax tolerance on tests that marginally fail
PR #8473: MAINT: Future fixes for 0.13
PR #8474: MAINT: Try to fix object issue
PR #8476: BUG: GenericLikelihood Results hasattr for df_resid is always true, s…
PR #8479: MAINT: Update doc build instructions
PR #8480: MAINT: Update doc build instructions
PR #8483: DOC: Fix warnings
PR #8484: MAINT: Backport Python 3.11 to 0.13.x branch
PR #8485: DOC: Add release note for 0.13.3
PR #8489: MAINT: Set some Pins
PR #8491: MAINT: Refine pins
PR #8492: MAINT: Refine pins
PR #8493: DOC: Final 0.13.3 docs
PR #8494: DOC: fix docstrings
PR #8498: BLD: Remove redundant wheel dep from pyproject.toml
PR #8499: Add Dependabot configuration for GitHub Actions updates
PR #8500: Bump actions/setup-python from 3 to 4
PR #8501: DOC: Add release notes for .4 and .5
PR #8502: REF/DOC Poisson diagnostic
PR #8504: add parameter allow_singular for gaussian copula
PR #8505: REF/ENH: GLM predict which and get_prediction
PR #8509: Add CodeQL workflow
PR #8521: fix typo in fit_regularized
PR #8527: DOC: Fix typo in gmm.py
PR #8537: BUG: Dickey Fuller constant values (issue #8471 )
PR #8540: MAINT: fix pre testing errors
PR #8544: BUG: normal_sample_size_one_tail, fix std_alt default, minimum nobs
PR #8545: ENH: Nelder-Mead and Powell has bounds in scipy
PR #8546: STY: lint, pep-8 of empirical distribution, remove __main__
PR #8547: MAINT: Deprecate link aliases
PR #8552: REF: PerfectSeparation, warn by default instead of raise, GLM, discrete
PR #8555: Orthographic fix
PR #8557: Changes made in the documentation on endogeneity
PR #8559: DOC: add to rst docs, fix docstrings
PR #8560: ENH: Tweedie loglike
PR #8564: ENH: x13.py option for location of temporary files
PR #8566: MAINT: Remove deprecated alias
PR #8567: Ref/ENH misc, smaller fixes or enhancements
PR #8569: REF/TST: glm links
PR #8571: Add Statsmodels logo to Readme
PR #8585: DOC: added notebook links to TSA documentation and doc strings
PR #8588: MAINT: Clean up deprecations
PR #8593: DOC: fix docstring typo in rank_compare_2indep
PR #8597: TST: disable failing random test, imputation, mediation
PR #8598: MAINT/REF: remove extradoc from distribution, scipy deprecation
PR #8603: MAINT: Fix style in sandbox/distributions
PR #8604: MAINT/TST: Fix test change due to pandas
PR #8608: DOC: Fix doc build
PR #8611: MAINT: Pin sphinx
PR #8612: MAINT/TST: Relax test tol for OSX fail
PR #8613: DOC: Fix indent
PR #8615: BUG: Correct ContrastResults
PR #8618: DOC: Remove dupe section
PR #8621: DOC: Fix extlinks
PR #8623: BUG: fix fdrcorrection_twostage, order, pvals>1
PR #8633: ENH/BUG: archimedean k_dim > 2, deriv inverse in generator transform
PR #8642: ENH/TST: archimedean rvs for k_dim>2, test/gof tools
PR #8648: DOC: various doc fixes and improvements
PR #8656: ENH/BUG: add FTestPowerF2 as corrected version of FTestPower
PR #8658: ENH/TST: Possibility of not printing r-squared in summary_col
PR #8662: BUG/ENH: correct tau for small theta in FrankCopula
PR #8664: BUG: Adding extra text in html of summary2.Summary #8663
PR #8669: BUG: fixes, discrete perfect prediction check, Multinomial fit
PR #8673: Fix test_knockoff.py::test_sim failures and link
PR #8674: BUG: MNLogit if endog is series with no name
PR #8682: BUG: mixedlm fit_regularized, missing vcomp in results
PR #8684: DOC: Fix typo in examples/notebooks/mixed_lm_example.ipynb
PR #8693: TST: readd deleted test_package.py
PR #8694: Update copyright date in docs/source/conf.py
PR #8702: BUG/DOC: doc fixes, bugs in proportion
PR #8735: BUG: a few more small bug fixes
PR #8742: ENH/TST: AR/MA creation with ArmaProcess.from_roots
PR #8743: BUG: loop instead of if in SARIMAX transition init
PR #8744: DOC: fix developer page linting requirements
PR #8760: DOC: Add a better description of the plot generated by plot_fit
PR #8777: MAINT/TST unit test failures, compatibility changes
PR #8780: REF: get_distribution, return 1-d instead of column frozen distribution
PR #8793: BUG: Correct assignment in different versions of pandas
PR #8797: MAINT: Improve specificity of warning check
PR #8798: DOC: Add old release notes and draft of 0.14
PR #8799: DOC: Merge existing highlights
PR #8801: BUG: fix robust.norm.Hampel
PR #8805: DOC: Update PRs in release note
PR #8806: DOC: improve release notes highlights
PR #8810: ENH/BUG: statespace: issue FutureWarning for unknown keyword args
PR #8816: MAINT: Ensure statsmodels test suite passes with pandas CoW
PR #8819: MAINT: Cap sphinx in the doc build
PR #8820: MAINT: Fix lowess Cython to handle read-only
PR #8822: MAINT: numpy compat, indexed assignment shape in NegativeBinomial
PR #8823: Maint: remove deprecated np.alltrue and np.product
PR #8825: MAINT: Remove casts from array to scalar
PR #8826: MAINT/DOC: Fix more deprecations and restore doc build
PR #8828: Theta method bug
PR #8829: DOC: Correct docstring for diff
PR #8830: MAINT: Monkey deprecated patsy function
PR #8831: BUG: Correct initial level, treand and seasonal
PR #8834: MAINT: Switch DeprecationWarn to FutureWarn
PR #8835: ENH: Add sharex for seasonal decompose plots
PR #8839: DOC: Final changes for 0.14.0rc0 notes
PR #8845: BUG/ENH: support offset in truncated count models
PR #8847: DOC: Use JSON for versioning
PR #8851: BUG: Fix added variable plots to work with OLS
PR #8857: DOC: Small fix for STLForecast example
PR #8858: DOC: Fix example notebooks
PR #8861: DOC: Fix internet address of dataset
PR #8862: DOC: Small additional fixes
PR #8863: DOC: Add version
PR #8865: MAINT: Move from Styler.applymap to map
PR #8866: DOC: Add admonitions for changes and deprecations