linearmodels.panel.model.FamaMacBeth.reformat_clusters¶
- FamaMacBeth.reformat_clusters(clusters)¶
Reformat cluster variables
- Parameters:
- clustersarray_like
Values to use for variance clustering
- Returns:
PanelDataOriginal data with matching axis and observation dropped where missing in the model data.
Notes
This is exposed for testing and is not normally needed for estimation
- Return type: