linearmodels.panel.data.PanelData.dummies¶

PanelData.dummies(group: str = 'entity', drop_first: bool = False) → DataFrame[source]¶

Generate entity or time dummies.

Parameters:¶

group: str = 'entity'¶

Type of dummies to generate. The default is “entity”. The names are not case sensitive.

drop_first: bool = False¶

Flag indicating that the dummy column corresponding to the first entity or time period should be dropped. The default is False.

Returns:¶

Dummy variables.

Return type:¶

pandas.DataFrame

Raises:¶

ValueError – If group is not one of the supported values, or if the level of the index that is used has a missing label.