MAINT: Avoid dtype changing insert

Convert to series to avoid change dtypes
Add pyarrow for testing

Author: bashtage

ci/install-posix.sh

@@ -16,6 +16,7 @@ eval "$CMD"
 
 if [ "${PIP_PRE}" = true ]; then
   python -m pip uninstall -y numpy pandas scipy matplotlib statsmodels
+  python -m pip install pyarrow
   python -m pip install -i https://pypi.anaconda.org/scientific-python-nightly-wheels/simple numpy pandas scipy matplotlib --upgrade --use-deprecated=legacy-resolver
   python -m pip install git+https://github.com/statsmodels/statsmodels.git --upgrade --no-build-isolation -v
-fi
+fi

linearmodels/tests/panel/test_between_ols.py

@@ -349,7 +349,10 @@ def test_fitted_effects_residuals(both_data_types):
     assert_frame_similar(res.estimated_effects, expected)
 
     fitted_effects = res.fitted_values.values + res.estimated_effects.values
-    expected.iloc[:, 0] = mod.dependent.values2d - fitted_effects
+    idiosyncratic = pd.DataFrame(
+        mod.dependent.values2d - fitted_effects, index=expected.index
+    )
+    expected.iloc[:, 0] = idiosyncratic.iloc[:, 0]
     expected.columns = ["idiosyncratic"]
     assert_allclose(expected, res.idiosyncratic, atol=1e-8)
     assert_frame_similar(res.idiosyncratic, expected)

linearmodels/tests/panel/test_fama_macbeth.py

@@ -95,7 +95,10 @@ def test_fitted_effects_residuals(data):
     assert_allclose(res.fitted_values, expected)
     assert_frame_similar(res.fitted_values, expected)
 
-    expected.iloc[:, 0] = mod.dependent.values2d - expected.values
+    idiosyncratic = pd.DataFrame(
+        mod.dependent.values2d - expected.values, index=expected.index
+    )
+    expected.iloc[:, 0] = idiosyncratic.iloc[:, 0]
     expected.columns = ["idiosyncratic"]
     assert_allclose(res.idiosyncratic, expected)
     assert_frame_similar(res.idiosyncratic, expected)

linearmodels/tests/panel/test_firstdifference_ols.py

@@ -207,7 +207,10 @@ def test_fitted_effects_residuals(data):
     assert_allclose(res.fitted_values, expected)
     assert_frame_similar(res.fitted_values, expected)
 
-    expected.iloc[:, 0] = mod.dependent.values2d - expected.values
+    idiosyncratic = pd.DataFrame(
+        mod.dependent.values2d - expected.values, index=expected.index
+    )
+    expected.iloc[:, 0] = idiosyncratic.iloc[:, 0]
     expected.columns = ["idiosyncratic"]
     assert_allclose(res.idiosyncratic, expected)
     assert_frame_similar(res.idiosyncratic, expected)

linearmodels/tests/panel/test_panel_ols.py

@@ -1257,7 +1257,8 @@ def test_fitted_effects_residuals(data, entity_eff, time_eff):
     assert_frame_similar(res.idiosyncratic, expected)
 
     fitted_error = res.fitted_values + res.idiosyncratic.values
-    expected.iloc[:, 0] = mod.dependent.values2d - fitted_error
+    estimated_effects = mod.dependent.values2d - fitted_error
+    expected.iloc[:, 0] = estimated_effects.iloc[:, 0]
     expected.columns = ["estimated_effects"]
     assert_allclose(res.estimated_effects, expected, atol=1e-8)
     assert_frame_similar(res.estimated_effects, expected)

linearmodels/tests/panel/test_random_effects.py

@@ -70,7 +70,8 @@ def test_fitted_effects_residuals(data):
     assert_frame_similar(res.idiosyncratic, expected)
 
     fitted_error = res.fitted_values + res.idiosyncratic.values
-    expected.iloc[:, 0] = mod.dependent.values2d - fitted_error
+    estimated_effects = mod.dependent.values2d - fitted_error
+    expected.iloc[:, 0] = estimated_effects.iloc[:, 0]
     expected.columns = ["estimated_effects"]
     assert_allclose(res.estimated_effects, expected)
     assert_frame_similar(res.estimated_effects, expected)

requirements-test.txt

@@ -10,3 +10,4 @@ pytest-cov
 seaborn
 xarray>=0.13
 wheel
+pyarrow

setup.cfg

@@ -26,6 +26,7 @@ filterwarnings =
     ignore:`np.bool` is a deprecated alias:DeprecationWarning:pyhdfe
     ignore:defusedxml.cElementTree:DeprecationWarning:nbconvert
     ignore:the imp module is deprecated in favour of importlib:DeprecationWarning:pywintypes
+    error:Setting an item of incompatible dtype:FutureWarning:
 
 markers =
     slow: mark a test as slow