Index A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | R | S | T | U | V | W A absorbed_dependent() (AbsorbingLS property) absorbed_exog() (AbsorbingLS property) AbsorbingLS (class in linearmodels.iv.absorbing) ACCovariance (class in linearmodels.panel.covariance) add_constraints() (IV3SLS method) (IVSystemGMM method) (SUR method) alphas() (LinearFactorModelResults property) anderson_rubin() (IVResults property) AttrDict (class in linearmodels.utility) B bandwidth() (FamaMacBethKernelCovariance property) (GMMKernelCovariance property) (KernelCovariance property), [1] (KernelWeightMatrix property), [1] basmann() (IVResults property) basmann_f() (IVResults property) betas() (LinearFactorModelResults property) BetweenOLS (class in linearmodels.panel.model) C c_stat() (IVGMMResults method) cat() (Interaction property) clear() (AttrDict method) ClusteredCovariance (class in linearmodels.iv.covariance) (class in linearmodels.panel.covariance) compare() (in module linearmodels.iv.results) (in module linearmodels.panel.results) conf_int() (GMMSystemResults method) (IVGMMResults method) (IVResults method) (OLSResults method) (PanelEffectsResults method) (PanelResults method) (RandomEffectsResults method) (SystemResults method) config() (HeteroskedasticWeightMatrix property), [1] (HomoskedasticWeightMatrix property), [1] (KernelWeightMatrix property), [1] (OneWayClusteredWeightMatrix property) constraints() (IV3SLS property) (IVSystemGMM property) (SUR property) cont() (Interaction property) copy() (AttrDict method) (PanelData method) count() (PanelData method) cov() (ACCovariance property) (ClusteredCovariance property), [1] (DriscollKraay property) (FamaMacBethCovariance property) (FamaMacBethKernelCovariance property) (GMMHeteroskedasticCovariance property) (GMMHomoskedasticCovariance property) (GMMKernelCovariance property) (GMMSystemResults property) (HeteroskedasticCovariance property), [1], [2], [3] (HomoskedasticCovariance property), [1], [2] (IVGMMCovariance property) (IVGMMResults property) (IVResults property) (KernelCovariance property), [1], [2] (LinearFactorModelResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) cov_config() (GMMHeteroskedasticCovariance property) (GMMHomoskedasticCovariance property) (GMMKernelCovariance property) (GMMSystemResults property) (HeteroskedasticCovariance property) (HomoskedasticCovariance property) (IVGMMResults property) (IVResults property) (KernelCovariance property) (OLSResults property) (SystemResults property) cov_estimator() (GMMSystemResults property) (IVGMMResults property) (IVModelComparison property) (IVResults property) (LinearFactorModelResults property) (OLSResults property) (PanelModelComparison property) (SystemResults property) cov_type() (IVGMMResults property) (IVResults property) (OLSResults property) critical_values() (InvalidTestStatistic property) (WaldTestStatistic property) D dataframe() (PanelData property) debiased() (ClusteredCovariance property) (GMMSystemResults property) (HeteroskedasticCovariance property) (HomoskedasticCovariance property) (IVGMMCovariance property) (IVGMMResults property) (IVResults property) (KernelCovariance property) (OLSResults property) (SystemResults property) deferred_cov() (ACCovariance method) (ClusteredCovariance method) (DriscollKraay method) (FamaMacBethCovariance method) (FamaMacBethKernelCovariance method) (HeteroskedasticCovariance method) (HomoskedasticCovariance method) demean() (PanelData method) df_model() (GMMSystemResults property) (IVGMMResults property) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) df_resid() (GMMSystemResults property) (IVGMMResults property) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) diagnostics() (FirstStageResults property) DriscollKraay (class in linearmodels.panel.covariance) drop() (PanelData method) dummies() (PanelData method) durbin() (IVResults method) E entities() (PanelData property) entity_effects() (PanelOLS property) entity_ids() (PanelData property) entity_info() (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) eps() (ACCovariance property) (ClusteredCovariance property) (DriscollKraay property) (FamaMacBethCovariance property) (FamaMacBethKernelCovariance property) (HeteroskedasticCovariance property) (HomoskedasticCovariance property) equation_labels() (GMMSystemResults property) (SystemResults property) equations() (GMMSystemResults property) (SystemResults property) estimate_parameters() (IV2SLS static method) (IVGMM static method) (IVGMMCUE method) (IVLIML static method) estimated_effects() (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) estimator_method() (IVModelComparison property) (PanelModelComparison property) F f_pooled() (PanelEffectsResults property) f_statistic() (IVGMMResults property) (IVModelComparison property) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) f_statistic_robust() (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) FamaMacBeth (class in linearmodels.panel.model) FamaMacBethCovariance (class in linearmodels.panel.covariance) FamaMacBethKernelCovariance (class in linearmodels.panel.covariance) first_difference() (PanelData method) first_stage() (IVGMMResults property) (IVResults property) FirstDifferenceOLS (class in linearmodels.panel.model) FirstStageResults (class in linearmodels.iv.results) fit() (AbsorbingLS method) (BetweenOLS method) (FamaMacBeth method) (FirstDifferenceOLS method) (IV2SLS method) (IV3SLS method) (IVGMM method) (IVGMMCUE method) (IVLIML method) (IVSystemGMM method) (LinearFactorModel method) (LinearFactorModelGMM method) (PanelOLS method) (PooledOLS method) (RandomEffects method) (SUR method) (TradedFactorModel method) fitted_values() (GMMSystemResults property) (IVGMMResults property) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) formula() (BetweenOLS property) (FamaMacBeth property) (FirstDifferenceOLS property) (IV2SLS property) (IV3SLS property) (IVGMM property) (IVGMMCUE property) (IVLIML property) (IVSystemGMM property) (PanelOLS property) (PooledOLS property) (RandomEffects property) (SUR property) from_formula() (BetweenOLS class method) (FamaMacBeth class method) (FirstDifferenceOLS class method) (IV2SLS static method) (IV3SLS class method) (IVGMM static method) (IVGMMCUE static method) (IVLIML static method) (IVSystemGMM class method) (LinearFactorModel class method) (LinearFactorModelGMM class method) (PanelOLS class method) (PooledOLS class method) (RandomEffects class method) (SUR class method) (TradedFactorModel class method) from_frame() (Interaction static method) full_summary() (LinearFactorModelResults property) G general_demean() (PanelData method) GMMHeteroskedasticCovariance (class in linearmodels.system.covariance) GMMHomoskedasticCovariance (class in linearmodels.system.covariance) GMMKernelCovariance (class in linearmodels.system.covariance) GMMSystemResults (class in linearmodels.system.results) H has_constant() (BetweenOLS property) (FamaMacBeth property) (FirstDifferenceOLS property) (IV2SLS property) (IV3SLS property) (IVGMM property) (IVGMMCUE property) (IVGMMResults property) (IVLIML property) (IVResults property) (IVSystemGMM property) (OLSResults property) (PanelOLS property) (PooledOLS property) (RandomEffects property) (SUR property) hash() (Interaction property) HeteroskedasticCovariance (class in linearmodels.asset_pricing.covariance) (class in linearmodels.iv.covariance) (class in linearmodels.panel.covariance) (class in linearmodels.system.covariance) HeteroskedasticWeightMatrix (class in linearmodels.iv.gmm) (class in linearmodels.system.gmm) HomoskedasticCovariance (class in linearmodels.iv.covariance) (class in linearmodels.panel.covariance) (class in linearmodels.system.covariance) HomoskedasticWeightMatrix (class in linearmodels.iv.gmm) (class in linearmodels.system.gmm) I idiosyncratic() (IVGMMResults property) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) included_effects() (PanelEffectsResults property) index() (PanelData property) individual() (FirstStageResults property) Interaction (class in linearmodels.iv.absorbing) inv_jacobian() (HeteroskedasticCovariance property) (KernelCovariance property) InvalidTestStatistic (class in linearmodels.utility) isnull() (IV2SLS property) (IVGMM property) (IVGMMCUE property) (IVLIML property) (PanelData property) items() (AttrDict method) iterations() (GMMSystemResults property) (IVGMMResults property) (SystemResults property) IV2SLS (class in linearmodels.iv.model) IV3SLS (class in linearmodels.system.model) IVGMM (class in linearmodels.iv.model) IVGMMCovariance (class in linearmodels.iv.gmm) IVGMMCUE (class in linearmodels.iv.model) IVGMMResults (class in linearmodels.iv.results) IVLIML (class in linearmodels.iv.model) IVModelComparison (class in linearmodels.iv.results) IVResults (class in linearmodels.iv.results) IVSystemGMM (class in linearmodels.system.model) J j() (IVGMMCUE method) j_stat() (GMMSystemResults property) (IVGMMResults property) j_statistic() (LinearFactorModelResults property) jacobian() (HeteroskedasticCovariance property) (KernelCovariance property) K kappa() (IVGMMResults property) (IVResults property) (OLSResults property) kernel() (GMMKernelCovariance property) (KernelCovariance property), [1] (KernelWeightMatrix property) kernel_weight_bartlett() (covariance method) kernel_weight_parzen() (covariance method) kernel_weight_quadratic_spectral() (covariance method) KernelCovariance (class in linearmodels.asset_pricing.covariance) (class in linearmodels.iv.covariance) (class in linearmodels.system.covariance) KernelWeightMatrix (class in linearmodels.iv.gmm) (class in linearmodels.system.gmm) keys() (AttrDict method) L LinearFactorModel (class in linearmodels.asset_pricing.model) LinearFactorModelGMM (class in linearmodels.asset_pricing.model) LinearFactorModelResults (class in linearmodels.asset_pricing.results) linearmodels.asset_pricing.covariance (module) linearmodels.asset_pricing.model (module) linearmodels.asset_pricing.results (module) linearmodels.iv.absorbing (module) linearmodels.iv.covariance (module) linearmodels.iv.gmm (module) linearmodels.iv.model (module) linearmodels.panel.covariance (module) linearmodels.panel.data (module) linearmodels.panel.model (module) linearmodels.panel.results (module) linearmodels.system.covariance (module) linearmodels.system.gmm (module) linearmodels.system.model (module) linearmodels.system.results (module) linearmodels.utility (module) loglik() (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) M mean() (PanelData method) method() (GMMSystemResults property) (IVGMMResults property) (IVResults property) (OLSResults property) (SystemResults property) model() (GMMSystemResults property) (SystemResults property) model_ss() (GMMSystemResults property) (IVGMMResults property) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) multivariate_ls() (IV3SLS class method) (IVSystemGMM class method) (SUR class method) N name() (ACCovariance property) (ClusteredCovariance property) (DriscollKraay property) (FamaMacBethCovariance property) (FamaMacBethKernelCovariance property) (HeteroskedasticCovariance property) (HomoskedasticCovariance property) (LinearFactorModelResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) ndim() (PanelData property) nentity() (PanelData property) nobs() (GMMSystemResults property) (IVGMMResults property) (IVModelComparison property) (IVResults property) (LinearFactorModelResults property) (OLSResults property) (PanelData property) (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) not_null() (BetweenOLS property) (FamaMacBeth property) (FirstDifferenceOLS property) (PanelOLS property) (PooledOLS property) (RandomEffects property) notnull() (IV2SLS property) (IVGMM property) (IVGMMCUE property) (IVLIML property) null() (WaldTestStatistic property) nvar() (PanelData property) O OLSResults (class in linearmodels.iv.results) OneWayClusteredWeightMatrix (class in linearmodels.iv.gmm) other_effects() (PanelOLS property) other_info() (PanelEffectsResults property) P panel() (PanelData property) PanelData (class in linearmodels.panel.data) PanelEffectsResults (class in linearmodels.panel.results) PanelModelComparison (class in linearmodels.panel.results) PanelOLS (class in linearmodels.panel.model) PanelResults (class in linearmodels.panel.results) param_names() (IV3SLS property) (IVSystemGMM property) (SUR property) params() (GMMSystemResults property) (IVGMMResults property) (IVModelComparison property) (IVResults property) (LinearFactorModelResults property) (OLSResults property) (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) PooledOLS (class in linearmodels.panel.model) pop() (AttrDict method) predict() (BetweenOLS method) (FamaMacBeth method) (FirstDifferenceOLS method) (GMMSystemResults method) (IV2SLS method) (IV3SLS method) (IVGMM method) (IVGMMCUE method) (IVGMMResults method) (IVLIML method) (IVResults method) (IVSystemGMM method) (OLSResults method) (PanelEffectsResults method) (PanelOLS method) (PanelResults method) (PooledOLS method) (RandomEffects method) (RandomEffectsResults method) (SUR method) (SystemResults method) pval() (InvalidTestStatistic property) (WaldTestStatistic property) pvalues() (GMMSystemResults property) (IVGMMResults property) (IVModelComparison property) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) R RandomEffects (class in linearmodels.panel.model) RandomEffectsResults (class in linearmodels.panel.results) reformat_clusters() (BetweenOLS method) (FamaMacBeth method) (FirstDifferenceOLS method) (PanelOLS method) (PooledOLS method) (RandomEffects method) reset_constraints() (IV3SLS method) (IVSystemGMM method) (SUR method) resid_ss() (GMMSystemResults property) (IVGMMResults property) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) resids() (AbsorbingLS method) (GMMSystemResults property) (IV2SLS method) (IVGMM method) (IVGMMCUE method) (IVGMMResults property) (IVLIML method) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) residual_ss() (LinearFactorModelResults property) risk_premia() (LinearFactorModelResults property) risk_premia_se() (LinearFactorModelResults property) risk_premia_tstats() (LinearFactorModelResults property) rsquared() (GMMSystemResults property) (IVGMMResults property) (IVModelComparison property) (IVResults property) (LinearFactorModelResults property) (OLSResults property) (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) rsquared_adj() (IVGMMResults property) (IVModelComparison property) (IVResults property) (OLSResults property) rsquared_between() (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) rsquared_inclusive() (PanelEffectsResults property) rsquared_overall() (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) rsquared_within() (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) S s() (ClusteredCovariance property) (HeteroskedasticCovariance property), [1] (HomoskedasticCovariance property) (IVGMMCovariance property) (KernelCovariance property), [1] s2() (ACCovariance property) (ClusteredCovariance property), [1] (DriscollKraay property) (FamaMacBethCovariance property) (FamaMacBethKernelCovariance property) (HeteroskedasticCovariance property), [1] (HomoskedasticCovariance property), [1] (IVGMMCovariance property) (IVGMMResults property) (IVResults property) (KernelCovariance property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) sargan() (IVResults property) shape() (PanelData property) sigma() (GMMSystemResults property) (HeteroskedasticCovariance property) (HomoskedasticCovariance property) (KernelCovariance property) (SystemResults property) sparse() (Interaction property) square() (HeteroskedasticCovariance property) (KernelCovariance property) stat() (WaldTestStatistic property) std_errors() (GMMSystemResults property) (IVGMMResults property) (IVModelComparison property) (IVResults property) (LinearFactorModelResults property) (OLSResults property) (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) summary() (FirstStageResults property) (GMMSystemResults property) (IVGMMResults property) (IVModelComparison property) (IVResults property) (LinearFactorModelResults property) (OLSResults property) (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) SUR (class in linearmodels.system.model) SystemResults (class in linearmodels.system.results) T theta() (RandomEffectsResults property) time() (PanelData property) time_effects() (PanelOLS property) time_ids() (PanelData property) time_info() (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) total_ss() (GMMSystemResults property) (IVGMMResults property) (IVResults property) (LinearFactorModelResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) TradedFactorModel (class in linearmodels.asset_pricing.model) tstats() (GMMSystemResults property) (IVGMMResults property) (IVModelComparison property) (IVResults property) (LinearFactorModelResults property) (OLSResults property) (PanelEffectsResults property) (PanelModelComparison property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) U update() (AttrDict method) V values() (AttrDict method) values2d() (PanelData property) values3d() (PanelData property) variance_decomposition() (PanelEffectsResults property) (RandomEffectsResults property) vars() (PanelData property) W w() (GMMSystemResults property) wald_test() (IVGMMResults method) (IVResults method) (OLSResults method) (PanelEffectsResults method) (PanelResults method) (RandomEffectsResults method) WaldTestStatistic (class in linearmodels.utility) weight_config() (GMMSystemResults property) (IVGMMResults property) weight_matrix() (HeteroskedasticWeightMatrix method), [1] (HomoskedasticWeightMatrix method), [1] (IVGMMResults property) (KernelWeightMatrix method), [1] (OneWayClusteredWeightMatrix method) weight_type() (GMMSystemResults property) (IVGMMResults property) wooldridge_overid() (IVResults property) wooldridge_regression() (IVResults property) wooldridge_score() (IVResults property) wresids() (AbsorbingLS method) (GMMSystemResults property) (IV2SLS method) (IVGMM method) (IVGMMCUE method) (IVGMMResults property) (IVLIML method) (IVResults property) (OLSResults property) (PanelEffectsResults property) (PanelResults property) (RandomEffectsResults property) (SystemResults property) wu_hausman() (IVResults method)