Describe the bug
The patsy package, used by statsmodels, throws the following :
DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is
deprecated since Python 3.3, and in 3.9 it will stop working
from collections import Mapping
A fix is already implemented in the patsy source code: pydata/patsy#140
So we just need to wait for a new release of patsy onto pypi. Not sure when this will happen. But when it does, we should make sure to update our setup.py right away.