Comment 1 for bug 434407

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joep (josef-pktd) wrote :

In a related issue, I am a bit puzzled why class Model defines self.exog as row vector if original exog is 1d

class Model
def __init__(self, endog, exog=None):
        self.endog = np.asarray(endog)
        self.exog = np.atleast_2d(np.asarray(exog))

I think in GLSAR.__init__, I used a (n,1) exog when I only have the constant:
if exog is None:
            super(GLSAR, self).__init__(endog, np.ones((endog.shape[0],1)))

I guess we need tests to make sure every class works consistently with 1d row or column vectors as exog. Similarly, I'm not sure what the dimension requirements for endog are, 1d or also 2d column vector.