linearmodels.iv.absorbing.AbsorbingLSResults.absorbed_effects¶

property AbsorbingLSResults.absorbed_effects : DataFrame[source]¶

Fitted values from only absorbed terms

The part of fitted_values that the absorbed terms explain, which is fitted_values - exog @ params, in the units of the dependent variable. It has one value for each observation. It is the contribution of the effects, the interactions and the continuous variables that were absorbed, and of any regressor in exog that was dropped because it was absorbed.

If exog contains a constant and the effects include a categorical variable, the constant has the mean of the effects and the absorbed terms have mean 0, using the weights of the model. Otherwise the absorbed terms include the mean.