linearmodels.iv.absorbing.Interaction.from_frame

static Interaction.from_frame(frame)[source]

Convenience function the simplifies using a DataFrame

Parameters
frameDataFrame

Frame containing categorical and continuous variables. All categorical variables are passed to cat and all other variables are passed as cont.

Returns
Interaction

Instance using the columns of frame

Examples

>>> import numpy as np
>>> from linearmodels.iv.absorbing import Interaction
>>> import pandas as pd
>>> rs = np.random.RandomState(0)
>>> n = 100000
>>> cats = pd.concat([pd.Series(pd.Categorical(rs.randint(i+2,size=n)))
...                  for i in range(4)], axis=1)
>>> cats.columns = ["cat{0}".format(i) for i in range(4)]
>>> columns = ["cont{0}".format(i) for i in range(6)]
>>> cont = pd.DataFrame(rs.standard_normal((n, 6)), columns=columns)
>>> frame = pd.concat([cats, cont], axis=1)
>>> interact = Interaction.from_frame(frame)
>>> interact.sparse.shape # Cart product of all cats, 5!, times ncont, 6
(100000, 720)
Return type

Interaction