linearmodels.panel.model.FamaMacBeth.reformat_clusters

FamaMacBeth.reformat_clusters(clusters)

Reformat cluster variables

Parameters:
clustersarray_like

Values to use for variance clustering

Returns:
PanelData

Original 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:

PanelData