linearmodels.system.model.LinearConstraint.a¶
- property LinearConstraint.a : ndarray[tuple[int, ...], dtype[float64]]¶
Transformed constraint target
Notes
Has two uses. The first is to translate the restricted parameters back to the full parameter vector using
\[beta = t beta_c + ^\prime\]Also used in estimation or restricted model to demean the dependent variable
\[\tilde{y} = y - x a^\prime\]