BUG: Raise for ignored flags in out-of-sample panel predictions

[inchang-ing]

Fixes #768.

PanelResults.predict silently ignored fitted, effects and idiosyncratic whenever exog or data was passed, returning a single predictions column regardless of the flags:

res.predict(exog, effects=True).columns           # ['predictions']
res.predict(exog, idiosyncratic=True).columns     # ['predictions']
res.predict(exog, fitted=False).columns           # ['predictions']

This contradicts the documented contract: effects and idiosyncratic errors are not available for out-of-sample predictions, and at least one output must be selected.

Changes

• Raise ValueError when effects or idiosyncratic is requested together with exog/data.
• Raise ValueError("At least one output must be selected") when fitted=False and no other output is selected, matching the existing in-sample behaviour.
• Update the Raises section of the docstring.
• Add test_predict_out_of_sample_flags covering the three previously ignored flags.

Verification

• linearmodels/tests/panel/: 7061 passed, 73 skipped, 47 xfailed.
• ruff check, ruff format --check and numpydoc lint pass on the changed files.

Happy to add a changelog entry or adjust the error type/message if you prefer a different convention.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.68%. Comparing base (89c3487) to head (c2063b5).

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #849   +/-   ##
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  Coverage   99.68%   99.68%           
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  Files         199      199           
  Lines       37851    37870   +19     
  Branches     2433     2436    +3     
=======================================
+ Hits        37730    37751   +21     
+ Misses         53       51    -2     
  Partials       68       68           

Flag	Coverage Δ
adder	99.67% <100.00%> (+<0.01%)	⬆️
subtractor	99.67% <100.00%> (+<0.01%)	⬆️

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[inchang-ing]

Gentle ping on this one — CI is green (15/15) and it is a small, self-contained bug fix. Would appreciate a review when you get a chance. Thanks!

[bashtage]

Thanks. LGTM.