linearmodels.panel.results.PanelResults.idiosyncratic

property PanelResults.idiosyncratic: Series

Idiosyncratic error

Notes

Differs from resids since this is the estimated idiosyncratic shock from the data. It has the same dimension as the dependent data. The shape and nature of resids depends on the model estimated. These estimates only depend on the model estimated through the estimation of parameters and inclusion of effects, if any.

Return type

Series