linearmodels.system.model.LinearConstraint

class linearmodels.system.model.LinearConstraint(r: DataFrame | ndarray, q: Series | ndarray | None = None, num_params: int | None = None, require_pandas: bool = True)[source]

Linear constraint for regression estimation

Parameters:
r: DataFrame | ndarray

Restriction loading matrix

q: Series | ndarray | None = None

Restriction value

num_params: int | None = None

Number of model parameter. Used to test for correctness

require_pandas: bool = True

Flag indicating whether r and q must be pandas

Notes

Used to impose the constraints

\[r \beta = q\]

Methods

Properties

a

Transformed constraint target

q

Constrain target values

r

Constraint loading matrix

t

Constraint transformation matrix