Adding statsmodels 'predict' results to a Pandas dataframe

Question

It is common to want to append the results of predictions to the dataset used to make the predictions, but the statsmodels predict function returns (non-indexed

Answer 1

Predict shouldn't drop any rows. Can you post a minimal working example where this happens? Preserving the pandas index is on my radar and should be fixed in master soon.

https://github.com/statsmodels/statsmodels/issues/1501

Edit: Nevermind. This is a known issue. https://github.com/statsmodels/statsmodels/issues/1352