- static IVGMM.from_formula(formula, data, *, weights=None, weight_type='robust', **weight_config)¶
Formula modified for the IV syntax described in the notes section
DataFrame containing the variables used in the formula
Observation weights used in estimation
Name of moment condition weight function to use in the GMM estimation
Additional keyword arguments to pass to the moment condition weight function
The IV formula modifies the standard formula syntax to include a block of the form [endog ~ instruments] which is used to indicate the list of endogenous variables and instruments. The general structure is dependent ~ exog [endog ~ instruments] and it must be the case that the formula expressions constructed from blocks dependent ~ exog endog and dependent ~ exog instruments are both valid formulas.
A constant must be explicitly included using “1 +” if required.
>>> import numpy as np >>> from linearmodels.datasets import wage >>> from linearmodels.iv import IVGMM >>> data = wage.load() >>> formula = "np.log(wage) ~ 1 + exper + exper ** 2 + brthord + [educ ~ sibs]" >>> mod = IVGMM.from_formula(formula, data)
- Return type