I've installed the dependencies as well as Cython and am getting a failing test on Ubuntu 10.04:

FAIL: testOLSWithDatasets (pandas.stats.tests.test_ols.TestOLS)

Traceback (most recent call last):
File "/home/ryan/Code/pandas/pandas/stats/tests/test_ols.py", line 56, in testOLSWithDatasets
self.checkDataSet(datasets.ccard.load(), 39, 49) # one col in X all 0s
File "/home/ryan/Code/pandas/pandas/stats/tests/test_ols.py", line 67, in checkDataSet
self.checkOLS(exog, endog, x, y)
File "/home/ryan/Code/pandas/pandas/stats/tests/test_ols.py", line 86, in checkOLS
assert_almost_equal(reference.params, result._beta_raw)
File "/home/ryan/Code/pandas/pandas/util/testing.py", line 76, in assert_almost_equal
np.testing.assert_equal(len(a), len(b))
File "/usr/lib/python2.6/dist-packages/numpy/testing/utils.py", line 313, in assert_equal
raise AssertionError(msg)
AssertionError:
Items are not equal:
ACTUAL: 4
DESIRED: 5