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@jreback jreback commented Dec 24, 2015

closes #6077

this cleans ups the remainder of the pandas.stats modules

we are directing:

  • OLS -> http://statsmodels.sourceforge.net/stable/regression.html
  • PanelOLS/MovingOLS/PooledOLS to http://statsmodels.sourceforge.net/stable/mixed_linear.html
  • VAR to http://statsmodels.sourceforge.net/stable/vector_ar.html#var
  • fama_macbeth to http://statsmodels.sourceforge.net/stable/index.html (as not implemented in statsmodell, but good place to start)
@jreback jreback added Stats Deprecate Functionality to remove in pandas labels Dec 24, 2015
@jreback jreback added this to the 0.18.0 milestone Dec 24, 2015
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jreback commented Dec 24, 2015

cc @jseabold
cc @josef-pkt

looks reasonable?

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looks fine to me (without checking details)

Hopefully the deprecation warnings induce some users to help, at least with missing API and testing.
I can check panel models (missing conveniences for fixed effects handling) and move FamaMacBeth (given the example and test case in the issue) in late winter or spring.

I don't know if there is anything directly to do about expanding and rolling OLS or whether it's handled by just a call to the general pandas methods. (I haven't looked at that in years.)

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jreback commented Dec 26, 2015

thanks @josef-pkt

yeah meant to deprecate these a while ago.

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+1 !

jreback added a commit that referenced this pull request Dec 26, 2015
DEPR: pandas.stats.var, pandas.stats.plm, pandas.stats.ols, pandas.stats.fama_macbeth
@jreback jreback merged commit c45dc76 into pandas-dev:master Dec 26, 2015
jreback added a commit to jreback/pandas that referenced this pull request Feb 9, 2017
remove pd.ols, pd.fama_macbeth from top-level namespace

xref pandas-dev#11898
jreback added a commit to jreback/pandas that referenced this pull request Feb 9, 2017
remove pd.ols, pd.fama_macbeth from top-level namespace

xref pandas-dev#11898
jreback added a commit that referenced this pull request Feb 9, 2017
remove pd.ols, pd.fama_macbeth from top-level namespace

xref #11898
closes wesm/pandas2#26

previously deprecated in 0.18.0

Author: Jeff Reback <[email protected]>

Closes #15353 from jreback/stats and squashes the following commits:

9563740 [Jeff Reback] DEPR: remove statsmodels as a dependency
AnkurDedania pushed a commit to AnkurDedania/pandas that referenced this pull request Mar 21, 2017
remove pd.ols, pd.fama_macbeth from top-level namespace

xref pandas-dev#11898
closes wesm/pandas2#26

previously deprecated in 0.18.0

Author: Jeff Reback <[email protected]>

Closes pandas-dev#15353 from jreback/stats and squashes the following commits:

9563740 [Jeff Reback] DEPR: remove statsmodels as a dependency
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Deprecate Functionality to remove in pandas

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