static IVGMMCUE.from_formula(formula: str, data: DataFrame, *, weights: IVData | ndarray | DataArray | DataFrame | Series | None =
None, weight_type: str =
'robust', **weight_config: Any) IVGMMCUE ¶
- formula: str¶
Formula modified for the IV syntax described in the notes section
- data: DataFrame¶
DataFrame containing the variables used in the formula
- weights: IVData | ndarray | DataArray | DataFrame | Series | None =
Observation weights used in estimation
- weight_type: str =
Name of moment condition weight function to use in the GMM estimation
Additional keyword arguments to pass to the moment condition weight function
- Return type:¶
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 IVGMMCUE >>> data = wage.load() >>> formula = "np.log(wage) ~ 1 + exper + exper ** 2 + brthord + [educ ~ sibs]" >>> mod = IVGMMCUE.from_formula(formula, data)