linearmodels.iv.model.IVGMMCUE.from_formula

static IVGMMCUE.from_formula(formula, data, *, weights=None, weight_type='robust', **weight_config)[source]
Parameters
formulastr

Formula modified for the IV syntax described in the notes section

dataDataFrame

DataFrame containing the variables used in the formula

weightsarray_like

Observation weights used in estimation

weight_typestr

Name of moment condition weight function to use in the GMM estimation

**weight_config

Additional keyword arguments to pass to the moment condition weight function

Returns
IVGMMCUE

Model instance

Notes

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.

Examples

>>> import numpy as np
>>> from linearmodels.datasets import wage
>>> from linearmodels.iv import IVGMMCUE
>>> data = wage.load()
>>> formula = "np.log(wage) ~ 1 + exper + exper ** 2 + brthord + [educ ~ sibs]"
>>> mod = IVGMMCUE.from_formula(formula, data)
Return type

IVGMMCUE