Merge pull request #535 from bashtage/fix-bincount

BUG: Correct entity and time count

Author: bashtage

doc/source/changes/5.0.rst

@@ -4,6 +4,10 @@
    Variables will appear in results in the same order they are entered in
    the formula string.
 
+Since Version 5.1
+-----------------
+* Fixed a bug that affected the counting of the number of entities and time periods
+  in panel models (:issue:`534`).
 
 Version 5.0
 ------------

linearmodels/panel/model.py

@@ -91,6 +91,7 @@ def _lstsq(
 
 def panel_structure_stats(ids: IntArray, name: str) -> Series:
     bc = np.bincount(ids)
+    bc = bc[bc > 0]
     index = ["mean", "median", "max", "min", "total"]
     out = [bc.mean(), np.median(bc), bc.max(), bc.min(), bc.shape[0]]
     return Series(out, index=index, name=name)

linearmodels/tests/panel/test_panel_ols.py

@@ -1501,3 +1501,33 @@ def test_quoted_var_names():
     d = pd.DataFrame({"var a": np.arange(100.0)}, index=mi)
     res = PanelOLS.from_formula("`var a` ~ 1", data=d).fit()
     assert_allclose(res.params, d.mean().iloc[0])
+
+
+def test_entity_into():
+    # GH 534
+    rg = np.random.default_rng(12345)
+    mi = pd.MultiIndex.from_product([np.arange(20), np.arange(5)])
+    df = pd.DataFrame(
+        {
+            "a": rg.standard_normal(100),
+            "b": rg.standard_normal(100),
+        },
+        index=mi,
+    )
+    res = PanelOLS.from_formula("a ~ 1 + b", data=df).fit()
+    ei = res.entity_info
+    assert ei["total"] == 20
+    assert ei["min"] == 5
+    ti = res.time_info
+    assert ti["total"] == 5
+    assert ti["min"] == 20
+
+    df2 = df.drop([2, 4, 6, 8], level=0)
+    df2 = df2.drop(0, level=1)
+    res = PanelOLS.from_formula("a ~ 1 + b", data=df2).fit()
+    ei = res.entity_info
+    assert ei["min"] == 4
+    assert ei["total"] == 16
+    ti = res.time_info
+    assert ti["total"] == 4
+    assert ti["min"] == 16