linearmodels.panel.model.FamaMacBeth.predict¶
- FamaMacBeth.predict(params, *, exog=None, data=None, context=4)¶
Predict values for additional data
- Parameters
- paramsarray_like
Model parameters (nvar by 1)
- exogarray_like
Exogenous regressors (nobs by nvar)
- data
DataFrame
Values to use when making predictions from a model constructed from a formula
- context
int
Depth of use when evaluating formulas.
- Returns
DataFrame
Fitted values from supplied data and parameters
Notes
If data is not None, then exog must be None. Predictions from models constructed using formulas can be computed using either exog, which will treat these are arrays of values corresponding to the formula-processed data, or using data which will be processed using the formula used to construct the values corresponding to the original model specification.
- Return type