linearmodels.iv.gmm.OneWayClusteredWeightMatrix

class OneWayClusteredWeightMatrix(clusters, center=False, debiased=False)[source]

Clustered (one-way) weight estimation

Parameters
clustersndarray

Array indicating cluster membership

centerbool

Flag indicating whether to center the moment conditions by subtracting the mean before computing the weight matrix.

debiasedbool

Flag indicating whether to use small-sample adjustments

Attributes
config

Weight estimator configuration

Methods

weight_matrix(x, z, eps)

Parameters

Properties

config

Weight estimator configuration