linearmodels.system.model.IVSystemGMM.add_constraints

IVSystemGMM.add_constraints(r, q=None)

Add parameter constraints to a model.

Parameters:

rDataFrame

Constraint matrix. nconstraints by nparameters

qSeries

Constraint values (nconstraints). If not set, set to 0

Notes

Constraints are of the form

\[r \beta = q\]

The property param_names can be used to determine the order of parameters.

Return type:

None