linearmodels.iv.absorbing.Interaction.sparse¶

property Interaction.sparse : csc_matrix¶

Construct a sparse interaction matrix

Returns:¶

Dummy interaction constructed from the cartesian product of the categories and each of the continuous variables.

Return type:¶

scipy.sparse.csc_matrix

Notes

The number of columns in dummy_interact is

\[ncont \times \prod_{i=1}^{ncat} |c_i|\]

where \(|c_i|\) is the number distinct categories in column i.