MCPInstall

python-panel-data

Panel data analysis with Python using linearmodels and pandas.

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Install

Works with every agent the skills CLI supports.

npx skills add https://github.com/meleantonio/awesome-econ-ai-stuff --skill python-panel-data
  1. 01

    Install

    Run the command in your project. The CLI asks which agents to install for.

  2. 02

    Describe the task

    Ask your agent for something this skill covers. It loads python-panel-data automatically when relevant.

  3. 03

    Review the result

    The agent follows the SKILL.md steps, scripts and references bundled with the skill.

SKILL.md

The instructions your agent reads when the skill is triggered.

Python Panel Data

Purpose

This skill helps economists run panel data models in Python using pandas, statsmodels, and linearmodels, with correct fixed effects, clustering, and diagnostics.

When to Use

  • Estimating fixed effects or random effects models
  • Running difference-in-differences on panel data
  • Creating regression tables and plots in Python

Instructions

Follow these steps to complete the task:

Step 1: Understand the Context

Before generating any code, ask the user:

  • What is the unit of observation and panel identifiers?
  • Which outcomes and regressors are required?
  • What fixed effects or time effects are needed?
  • How should standard errors be clustered?

Step 2: Generate the Output

Based on the context, generate Python code that:

  1. Loads and cleans the data with pandas
  2. Sets a MultiIndex for panel structure
  3. Fits the model using linearmodels.PanelOLS or RandomEffects
  4. Outputs results in a readable table and optional LaTeX

Step 3: Verify and Explain

After generating output:

  • Interpret key coefficients
  • Note assumptions (strict exogeneity, parallel trends, etc.)
  • Suggest robustness checks (alternative clustering, placebo tests)

Example Prompts

  • "Run a two-way fixed effects model with firm and year effects"
  • "Estimate a DiD using state and year fixed effects"
  • "Export panel regression results to LaTeX"

Example Output

# ============================================
# Panel Data Analysis in Python
# ============================================
import pandas as pd
from linearmodels.panel import PanelOLS

# Load data
df = pd.read_csv("panel_data.csv")

# Set panel index
df = df.set_index(["firm_id", "year"])

# Create treatment indicator
df["treat_post"] = df["treated"] * df["post"]

# Two-way fixed effects model
model = PanelOLS.from_formula(
    "outcome ~ 1 + treat_post + EntityEffects + TimeEffects",
    data=df
)
results = model.fit(cov_type="clustered", cluster_entity=True)

print(results.summary)

Requirements

Software

  • Python 3.10+

Packages

  • pandas
  • linearmodels
  • statsmodels

Install with:

pip install pandas linearmodels statsmodels

Best Practices

  1. Always verify panel identifiers and balanced vs unbalanced panels
  2. Cluster standard errors at the appropriate level
  3. Check for missing data before estimation

Common Pitfalls

  • Failing to set a proper panel index
  • Using pooled OLS when fixed effects are required
  • Misinterpreting coefficients without accounting for fixed effects

References

Changelog

v1.0.0

  • Initial release

FAQ

What does the python-panel-data skill do?

Panel data analysis with Python using linearmodels and pandas.

How do I install python-panel-data?

Run npx skills add https://github.com/meleantonio/awesome-econ-ai-stuff --skill python-panel-data in your project. The skills CLI detects the agents you use and copies the skill into the right folder. For Claude Code you can also place the skill folder at ~/.claude/skills/python-panel-data/ (personal) or .claude/skills/python-panel-data/ (project).

Which AI agents can use python-panel-data?

Any agent that supports the open Agent Skills format (a folder with a SKILL.md file), including Claude Code, Codex, Cursor, GitHub Copilot, Gemini CLI, Windsurf, Cline, OpenCode and more.

Is python-panel-data safe to install?

No partner security audit is available yet. Skills can run commands and scripts, so read the SKILL.md and any bundled files before installing.

Who maintains python-panel-data?

It is published by meleantonio in meleantonio/awesome-econ-ai-stuff. It has 155 recorded installs.

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