linearmodels.system.model.LinearConstraint¶

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

Linear constraint for regression estimation

Parameters:¶

r: pd.DataFrame | np.ndarray¶

Restriction loading matrix

q: pd.Series | np.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