:hero: Models for panel data, system regression, instrumental variables and asset pricing. .. image:: images/logo-text.svg :width: 50% :align: left :alt: linearmodels logo .. note:: `Stable documentation `_ for the latest release is located at `doc `_. Documentation for `recent developments `_ is located at `devel `_. Estimation and inference in some common linear models that are missing from `statsmodels `_: **Panel Data Models** * Fixed Effects (:class:`~linearmodels.panel.model.PanelOLS`) * Random Effects (:class:`~linearmodels.panel.model.RandomEffects`) * First Difference (:class:`~linearmodels.panel.model.FirstDifferenceOLS`) * Between Estimation (:class:`~linearmodels.panel.model.BetweenOLS`) * Pooled OLS (:class:`~linearmodels.panel.model.PooledOLS`) * Fama-MacBeth Estimation (:class:`~linearmodels.panel.model.FamaMacBeth`) **High-dimensional Regression** * Absorbing Least Squares (:class:`~linearmodels.iv.absorbing.AbsorbingLS`) **Single equation Instrumental Variables (IV) models** * Two-stage least squares (2SLS, :class:`~linearmodels.iv.model.IV2SLS`) * Limited Information ML (LIML, :class:`~linearmodels.iv.model.IVLIML`) * Generalized Method of Moments (GMM, :class:`~linearmodels.iv.model.IVGMM`) * Continuously Updating GMM (CUE-GMM, :class:`~linearmodels.iv.model.IVGMMCUE`) **System Regression Estimators** * Seemingly Unrelated Regression (SUR, :class:`~linearmodels.system.model.SUR`) * Three-stage Least Squares (3SLS, :class:`~linearmodels.system.model.IV3SLS`) * Generalized Method of Moments System Estimator (GMM, :class:`~linearmodels.system.model.IVSystemGMM`) **Asset Pricing Model Estimation and Testing** * Linear Factor Model (2-step, for traded or non-traded factors) (:class:`~linearmodels.asset_pricing.model.LinearFactorModel`) * Linear Factor Model (GMM, for traded or non-traded factors) (:class:`~linearmodels.asset_pricing.model.LinearFactorModelGMM`) * Linear factor model (1-step SUR, only for traded factors) (:class:`~linearmodels.asset_pricing.model.TradedFactorModel`) linearmodels ============ .. toctree:: :maxdepth: 1 :glob: iv/index panel/index asset-pricing/index system/index utility compatibility plan contributing changes references Indices ======= * :ref:`genindex` * :ref:`modindex`