linearmodels.system.model.LinearConstraint

class LinearConstraint(r, q=None, num_params=None, require_pandas=True)[source]

Linear constraint for regression estimation

Parameters:
r{ndarray, DataFrame}

Restriction loading matrix

q{ndarray, Series}

Restriction value

num_paramsint

Number of model parameter. Used to test for correctness

require_pandasbool

Flag indicating whether r and q must be pandas

Notes

Used to impose the constraints

\[r \beta = q\]
Attributes:
a

Transformed constraint target

q

Constrain target values

r

Constraint loading matrix

t

Constraint transformation matrix

Methods

Properties

a

Transformed constraint target

q

Constrain target values

r

Constraint loading matrix

t

Constraint transformation matrix