bashtage/linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels. observed · 2026-09-01
Health v2 · maintenance only
72/100
- Activity 100
- Release rhythm 21
- Longevity 100
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-02. Adoption (stars, forks) is never an input.
- gap_med: 392
- age_days: 3484
- days_rel: 316
- days_push: 2
- n_releases_24m: 2
Adoption not part of the score
1065 stars · 198 forks observed · 2026-09-01
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded
A Python library extending statsmodels with linear regression models for panel data, instrumental variables, system regression, and asset pricing. It provides estimators such as fixed effects, Fama-MacBeth, 2SLS, LIML, GMM, SUR, and 3SLS with robust covariance options.
Use cases
- estimate fixed effects panel regressions in python
- run instrumental variable two-stage least squares estimation
- compute fama-macbeth regressions for asset pricing
- fit seemingly unrelated regression (SUR) models
- estimate panel data models with clustered standard errors
- perform GMM estimation for linear models
- run three-stage least squares system regression
When to choose
- you need panel data or IV estimators missing from statsmodels
- you want econometric linear models with a statsmodels-like API
- you need asset pricing factor model estimation and testing
When to avoid
- you need nonlinear models like logit or probit
- you need Bayesian or machine-learning regression methods
- you need a GUI or point-and-click econometrics tool
Facets
library · maturity stable
machine-learning data-science math data-science analytics python cross-platform econometrics panel-data instrumental-variables regression asset-pricing statsmodels gmm fixed-effects statistics
3 sources
- readme: https://github.com/bashtage/linearmodels · fetched 2026-09-01 · 8c8a9faf0fc6
- homepage: https://bashtage.github.io/linearmodels/ · fetched 2026-08-29 · 64ec4795b937
- registry_pypi: https://pypi.org/pypi/linearmodels/json · fetched 2026-08-29 · bc870afb3f77
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| bashtage/linearmodels | main | 72 |
For agents
markdown · JSON · MCP: product_card(name="bashtage/linearmodels")
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem