Option to avoid MissingValueWarning warning. about linearmodels HOT 3 OPEN

I think the only practical way to disable this would require an options structure similar to what pandas does. Something like

from linear models import options, options_manager

# Permanent, until switched
options.warn_on_missing = False
# or, temporarily
with options_manager(warn_on_missing=False):
   PanelOLS(...)

from linearmodels.

Alternatively, you could call dropna on your DataFrame.

from linearmodels.

Thx. dropna in the DataFrame does not work if I use .shift() in the formula since it introduces na values even with a dataset without na. the options make sense and I don't have to use warnings. It would be great to have it as an option when creating the instance IV2SLS.

from linearmodels.