from linearmodels.panel.data import PanelData
from linearmodels.tests.panel.test_data import panel
data = PanelData(panel())
print(data)
print(data.demean("time"))
After Change
import pandas as pd
data =pd.read_stata(r"C:\git\linearmodels\linearmodels\tests\panel\results\simulated-panel.dta")
data = data.set_index(["firm","time"])
y = data[["y"]]
x = data[["intercept","x1","x2","x3","x4","x5"]]
from linearmodels.panel.model import PanelOLS
print(PanelOLS(y,x).fit())
