- static IV2SLS.from_formula(formula, data, *, weights=None)¶
The IV formula modifies the standard formula syntax to include a block of the form [endog ~ instruments] which is used to indicate the list of endogenous variables and instruments. The general structure is dependent ~ exog [endog ~ instruments] and it must be the case that the formula expressions constructed from blocks dependent ~ exog endog and dependent ~ exog instruments are both valid formulas.
A constant must be explicitly included using “1 +” if required.
>>> import numpy as np >>> from linearmodels.datasets import wage >>> from linearmodels.iv import IV2SLS >>> data = wage.load() >>> formula = 'np.log(wage) ~ 1 + exper + exper ** 2 + brthord + [educ ~ sibs]' >>> mod = IV2SLS.from_formula(formula, data)
- Return type: