Merge pull request statsmodels#8830 from bashtage/monkey-patch-patsy

MAINT: Monkey deprecated patsy function

Author: bashtage

statsmodels/__init__.py

@@ -1,7 +1,10 @@
+from statsmodels.compat.patsy import monkey_patch_cat_dtype
+
 from statsmodels._version import __version__, __version_tuple__
 
 __version_info__ = __version_tuple__
 
+monkey_patch_cat_dtype()
 
 debug_warnings = False
 

statsmodels/compat/patsy.py

@@ -0,0 +1,16 @@
+from statsmodels.compat.pandas import PD_LT_2
+
+import pandas as pd
+import patsy.util
+
+
+def _safe_is_pandas_categorical_dtype(dt):
+    if PD_LT_2:
+        return pd.api.types.is_categorical_dtype(dt)
+    return isinstance(dt, pd.CategoricalDtype)
+
+
+def monkey_patch_cat_dtype():
+    patsy.util.safe_is_pandas_categorical_dtype = (
+        _safe_is_pandas_categorical_dtype
+    )