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