linearmodels.panel.model.PooledOLS¶
- class PooledOLS(dependent, exog, *, weights=None, check_rank=True)[source]¶
Pooled coefficient estimator for panel data
- Parameters
- dependentarray_like
Dependent (left-hand-side) variable (time by entity)
- exogarray_like
Exogenous or right-hand-side variables (variable by time by entity).
- weightsarray_like,
optional
Weights to use in estimation. Assumes residual variance is proportional to inverse of weight to that the residual time the weight should be homoskedastic.
- check_rankbool,
optional
Flag indicating whether to perform a rank check on the exogenous variables to ensure that the model is identified. Skipping this check can reduce the time required to validate a model specification. Results may be numerically unstable if this check is skipped and the matrix is not full rank.
Notes
The model is given by
\[y_{it}=\beta^{\prime}x_{it}+\epsilon_{it}\]- Attributes
formula
Formula used to construct the model
has_constant
Flag indicating the model a constant or implicit constant
not_null
Locations of non-missing observations
Methods
fit
(*[, cov_type, debiased])Estimate model parameters
from_formula
(formula, data, *[, weights, ...])Create a model from a formula
predict
(params, *[, exog, data, context])Predict values for additional data
reformat_clusters
(clusters)Reformat cluster variables
Properties
Formula used to construct the model
Flag indicating the model a constant or implicit constant
Locations of non-missing observations