linearmodels.iv.data.IVData

class linearmodels.iv.data.IVData(x: IVData | ndarray | DataArray | DataFrame | Series | list[Any] | tuple[Any, ...] | None, var_name: str = 'x', nobs: int | None = None, convert_dummies: bool = True, drop_first: bool = True)[source]

Type abstraction for use in univariate models.

Parameters:
x: IVData | ndarray | DataArray | DataFrame | Series | list[Any] | tuple[Any, ...] | None

Data to wrap and standardize. Anything that is not a pandas Series or DataFrame, an xarray DataArray or an IVData, such as a list or a tuple, is converted using np.asarray. A TypeError is raised if the data are complex or cannot be converted to float64. If None, then nobs must be provided to produce an IVData instance with shape (nobs, 0).

var_name: str = 'x'

Variable name to use when naming variables in NumPy arrays or xarray DataArrays. The default is "x".

nobs: int | None = None

Number of observations, used when x is None. If x is array_like, then nobs is used to check the number of observations in x.

convert_dummies: bool = True

Flag indicating whether pandas categoricals or string input data should be converted to dummy variables. The default is True.

drop_first: bool = True

Flag indicating to drop the first dummy category. The default is True.

Raises:
  • ValueError – If x is None and nobs is not provided, if x has more than two dimensions, if the number of observations in x is not nobs, if a DataFrame has duplicate column names or has a column that is not numeric, string or categorical.

  • TypeError – If x is complex or cannot be converted to float64.

Methods

drop(locs)

Drop rows in place.

Properties

cols

Return the column labels.

isnull

Return a Series that is True for the rows that contain a missing value.

labels

Return a dictionary containing row and column labels keyed by axis.

ndarray

Return an ndarray view of the data, which is always 2d.

ndim

Return the number of dimensions.

pandas

Return a DataFrame view of the data.

rows

Return the row labels (index).

shape

Return the shape of the data as a tuple.