linearmodels.iv.absorbing.AbsorbingRegressor

class AbsorbingRegressor(*, cat=None, cont=None, interactions=None, weights=None)[source]

Constructed weights sparse matrix from components

Parameters:
catDataFrame

List of categorical variables (factors) to absorb

contDataFrame

List of continuous variables to absorb

interactionslist[Interaction]

List of included interactions

weightsndarray

Weights, if any

Attributes:
approx_rank
has_constant

Flag indicating whether the regressors have a constant equivalent

hash
regressors

Methods

Properties

approx_rank

has_constant

Flag indicating whether the regressors have a constant equivalent

hash

regressors