linearmodels.panel.data.PanelData.dummies¶

PanelData.dummies(group: str = 'entity', drop_first: bool = False) → DataFrame[source]¶

Generate entity or time dummies

Parameters:¶

group: str = 'entity'¶

Type of dummies to generate

drop_first: bool = False¶

Flag indicating that the dummy column corresponding to the first entity or time period should be dropped

Returns:¶

Dummy variables

Return type:¶

pandas.DataFrame