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OLS.predict() makes a call to dropna() with an argument when Series has no such argument. I believe the fix here is to just move the DataFrame creation above the "if fill_value" clause.
orig_x = x
if fill_value is None and fill_method is None:
x = x.dropna(how='any')
else:
x = x.fillna(value=fill_value, method=fill_method, axis=axis)
if isinstance(x, Series):
x = DataFrame({'x': x})
if self._intercept:
x['intercept'] = 1.
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