linearmodels.iv.absorbing.AbsorbingRegressor

class linearmodels.iv.absorbing.AbsorbingRegressor(*, cat=None, cont=None, interactions=None, weights=None)[source]

Constructed weights sparse matrix from components

Parameters:
cat : DataFrame

List of categorical variables (factors) to absorb

cont : DataFrame

List of continuous variables to absorb

interactions : list[Interaction]

List of included interactions

weights : ndarray

Weights, if any

Methods

Properties

approx_rank

has_constant

Flag indicating whether the regressors have a constant equivalent

hash

regressors