linearmodels.iv.absorbing.Interaction.sparse

property Interaction.sparse: csc_matrix

Construct a sparse interaction matrix

Returns
csc_matrix

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

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.

Return type

csc_matrix