aae5f35d7b2e167a2d3c0af0f44542448c36557d,linearmodels/tests/panel/test_panel_ols.py,,test_const_data_entity_weights,#Any#,74

Before Change

    w = mod.weights.dataframe
    x = mod.exog.dataframe
    d = mod.dependent.dummies("entity", drop_first=True)
    d.iloc[:, :] = d.values - x.values @ np.linalg.lstsq(x.values, d.values)[0]

    xd = np.c_[x.values, d.values]
    xd = pd.DataFrame(xd, index=x.index, columns=list(x.columns) + list(d.columns))

After Change

    d = mod.dependent.dummies("entity", drop_first=True)
    d_columns = list(d.columns)
    
    root_w = np.sqrt(w.values)
    z = np.ones_like(x)
    wd = root_w * d.values
    wz = root_w
    d = d - z @ np.linalg.lstsq(wz, wd)[0]
    
    xd = np.c_[x.values, d.values]
    xd = pd.DataFrame(xd, index=x.index, columns=list(x.columns) + d_columns)
    

Instances