linearmodels.iv.absorbing.AbsorbingRegressor

class linearmodels.iv.absorbing.AbsorbingRegressor(*, cat: DataFrame | None = None, cont: DataFrame | None = None, interactions: list[Interaction] | None = None, weights: ndarray | None = None)[source]

Constructed weights sparse matrix from components

Parameters:
cat: DataFrame | None = None

List of categorical variables (factors) to absorb

cont: DataFrame | None = None

List of continuous variables to absorb

interactions: list[Interaction] | None = None

List of included interactions

weights: ndarray | None = None

Weights, if any

Methods

Properties

approx_rank

has_constant

Flag indicating whether the regressors have a constant equivalent

hash

regressors