linearmodels.panel.model.FamaMacBeth.reformat_clusters¶
- FamaMacBeth.reformat_clusters(clusters: ndarray | PanelData | DataArray | DataFrame | Series) PanelData ¶
Reformat cluster variables
- Parameters:¶
- Returns:¶
Original data with matching axis and observation dropped where missing in the model data.
- Return type:¶
Notes
This is exposed for testing and is not normally needed for estimation