linearmodels.panel.model.FamaMacBeth.predict

FamaMacBeth.predict(params: ndarray | DataArray | DataFrame | Series, *, exog: PanelData | ndarray | DataArray | DataFrame | Series | None = None, data: PanelData | ndarray | DataArray | DataFrame | Series | None = None, eval_env: int = 1, context: Mapping[str, Any] | None = None) DataFrame

Predict values for additional data

Parameters:
params: ndarray | DataArray | DataFrame | Series

Model parameters (nvar by 1)

exog: PanelData | ndarray | DataArray | DataFrame | Series | None = None

Exogenous regressors (nobs by nvar)

data: PanelData | ndarray | DataArray | DataFrame | Series | None = None

Values to use when making predictions from a model constructed from a formula

context: Mapping[str, Any] | None = None

Depth of use when evaluating formulas.

Returns:

Fitted values from supplied data and parameters

Return type:

pandas.DataFrame

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.