Kevin Sheppard comments

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                                            Kevin Sheppard

Effects option does not take effects for predict method?

But yes, this seems suspicion.

Effects option does not take effects for predict method?

I need to check what this is supposed to do; at a minimum the docstring is inadequate.

Effects option does not take effects for predict method?

Thanks for the report!

Effects option does not take effects for predict method?

And the reproducible example.

ENH: Add clustered Standard Errors for system models.

Yes. See https://bashtage.github.io/linearmodels/iv/examples/advanced-examples.html#Multiple-Instruments

ENH: Add clustered Standard Errors for system models.

Oh, sorry.

ENH: Add clustered Standard Errors for system models.

I just saw the IV and didn't pay attention to the System.

ENH: Add clustered Standard Errors for system models.

The covariance estimators are listed here: https://bashtage.github.io/linearmodels/system/mathematical-formula.html#covariance-estimation No clustered.

cast of non-full rank regression in the first-step regression of FamaMacBeth

Stata and R both use a QR decomposition to decide if one or more regressors are perfectly collinear, and then drop some until the model is estimable. So far I...

Check performance of PanelOLS and AbsorbingLS in large models

There is no multiprocessing, but there should be multithreading. Can you post an example with a simulated dataset that is like the one you are fitting (similar group structure), along...