statsmodels / statsmodels/statsmodels

pggls and ShortPanel

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comp-panel
Dominant language
Python
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Description

I just saw pggls in plm,
http://www.inside-r.org/packages/cran/plm/docs/summary.pggls

this looks close to what I have in my ShortPanel, need to write example and test against it, if it's close enough

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading the existing ShortPanel implementation and the linked pggls documentation in the plm package. Compare their behavior and determine whether they are close enough to justify an example and tests; done means the comparison is documented by a working example and test coverage.

Written by the indexing model from the issue text.

Assessment

Tech stack
python, r
Domain
data
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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