linearmodels.panel.results.PanelEffectsResults.predict

PanelEffectsResults.predict(exog=None, *, data=None, fitted=True, effects=False, idiosyncratic=False, missing=False)

In- and out-of-sample predictions

Parameters:
exogarray_like

Exogenous values to use in out-of-sample prediction (nobs by nexog)

dataDataFrame

DataFrame to use for out-of-sample predictions when model was constructed using a formula.

fittedbool

Flag indicating whether to include the fitted values

effectsbool

Flag indicating whether to include estimated effects

idiosyncraticbool

Flag indicating whether to include the estimated idiosyncratic shock

missingbool

Flag indicating to adjust for dropped observations. if True, the values returns will have the same size as the original input data before filtering missing values

Returns:
DataFrame

DataFrame containing columns for all selected output

Notes

data can only be used when the model was created using the formula interface. exog can be used for both a model created using a formula or a model specified with dependent and exog arrays.

When using exog to generate out-of-sample predictions, the variable order must match the variables in the original model.

Idiosyncratic errors and effects are not available for out-of-sample predictions.

Return type:

DataFrame