linearmodels.iv.absorbing.AbsorbingRegressor¶

class linearmodels.iv.absorbing.AbsorbingRegressor(*, cat: DataFrame | None = None, cont: DataFrame | None = None, interactions: list[Interaction] | None = None, weights: ndarray[Any, dtype[float64]] | None = None)[source]¶

Constructed weights sparse matrix from components

Parameters:¶

cat: DataFrame | None = None¶: List of categorical variables (factors) to absorb
cont: DataFrame | None = None¶: List of continuous variables to absorb
interactions: list[Interaction] | None = None¶: List of included interactions
weights: ndarray[Any, dtype[float64]] | None = None¶: Weights, if any

Methods

Properties

`approx_rank`
`has_constant`	Flag indicating whether the regressors have a constant equivalent
`hash`
`regressors`