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BUG: Use dependent groups for positional panel inputs - #871

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AryanRG wants to merge 1 commit into
bashtage:mainfrom
AryanRG:fix-positional-panel-groups
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AryanRG wants to merge 1 commit into
bashtage:mainfrom
AryanRG:fix-positional-panel-groups

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@AryanRG

@AryanRG AryanRG commented Nov 7, 2026

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Positional arrays can retain generated entity/time groups that disagree with the dependent data. This can reverse FirstDifferenceOLS coefficient signs and misgroup within/between transformations or weights.

Use the dependent index for validated, positionally paired regressors and weights before transformations. Added coverage for ordered/shuffled rows, missing observations, labelled/array inputs and weighted models.

The new regressions produce 33 baseline failures. Final panel tests pass 6,858 cases with 367 skips and 47 expected failures. Independent chronological and weighted least-squares checks pass 627 tests. Ruff passes.

Validation used the pure-Python runtime with slow tests excluded. Native/Cython, wheel, full-repository and additional-platform validation remain pending.

Prepared with AI assistance.

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codecov Bot commented Nov 7, 2026 •

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.68%. Comparing base (d29628d) to head (dfd85c2).

Additional details and impacted files
@@           Coverage Diff           @@
##             main     #871   +/-   ##
=======================================
  Coverage   99.68%   99.68%           
=======================================
  Files         201      202    +1     
  Lines       38176    38245   +69     
  Branches     2442     2448    +6     
=======================================
+ Hits        38057    38126   +69     
  Misses         51       51           
  Partials       68       68           
Flag Coverage Δ
adder 99.68% <100.00%> (+<0.01%) ⬆️
subtractor 99.68% <100.00%> (+<0.01%) ⬆️

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