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