a Panel regression in Python
<p>I'm trying to run a panel regression on pandas Dataframes:</p>

<p>Currently I have two dataframes each containing 52 rows(dates)*99 columns(99stocks)
:<a href="https://stackedit.io/viewer#!provider=gist&amp;gistId=277b22e8219c1afb7b98210819aa6955&amp;filename=data" rel="noreferrer">Markdown file with data representation</a></p>

<p>When running:</p>

<pre><code>est=sm.OLS(Stockslist,averages).fit()
est.summary()
</code></pre>

<p>I get the ValueError: shapes (52,99) and (52,99) not aligned: 99 (dim 1) != 52 (dim 0)</p>

<p>Can somebody point me out what I am doing wrong?
The model is simply y(i,t)=x(i,t)+error term 
so no intercept.
However I would like to add time effects in the future.</p>

<p>Kind regards,
Jeroen</p>