linearmodels.system.model.IV3SLS.add_constraints

IV3SLS.add_constraints(r: DataFrame, q: Series | None = None) None

Add parameter constraints to a model.

Parameters:
r: DataFrame

Constraint matrix. nconstraints by nparameters

q: Series | None = None

Constraint values (nconstraints). If not set, set to 0

Notes

Constraints are of the form

\[r \beta = q\]

The property param_names can be used to determine the order of parameters.