title: ValueError: exog does not have full column rank
body: <p>I'm running a <code>PanelOLS</code> from the <a href="https://bashtage.github.io/linearmodels/doc/panel/models.html#linearmodels.panel.model.PanelOLS" rel="noreferrer">linearmodels</a> package.</p>
  
  <p>As must very often be the case, some observations are missing. When I run the equivalent command in <code>R</code> (I think the equivalent command is <code>plm</code>) I get the following:</p>
  
  <pre><code>Unbalanced Panel: n=11, T=17-61, N=531
  </code></pre>
  
  <p>So the panel is unbalanced: some of the individuals only have complete data for 17 time periods and others for many more. But the regression runs nevertheless.</p>
  
  <p>The equivalent python command is:</p>
  
  <pre><code>import linearmodels.panel as pnl
  model = pnl.PanelOLS.from_formula(formula, data=src)
  </code></pre>
  
  <p>Which gets me a warning:</p>
  
  <blockquote>
    <p>Inputs contain missing values. Dropping rows with missing observations.</p>
  </blockquote>
  
  <p>and also an error:</p>
  
  <pre><code>MyPythonInstallation\lib\site-packages\linearmodels\panel\model.py in _validate_data(self)
      207 
      208         if matrix_rank(x) &lt; x.shape[1]:
  --&gt; 209             raise ValueError('exog does not have full column rank.')
      210         self._constant, self._constant_index = has_constant(x)
      211 
  
  ValueError: exog does not have full column rank.
  </code></pre>
  
  <p>How can I proceed with my regression?</p>