linearmodels.system.model.IV3SLS.multivariate_iv¶
- classmethod IV3SLS.multivariate_iv(dependent, exog=None, endog=None, instruments=None)[source]¶
Interface for specification of multivariate IV models
- Parameters
- dependentarray_like
nobs by ndep array of dependent variables
- exogarray_like
nobs by nexog array of exogenous regressors common to all models
- endogarray_like
nobs by nendog array of endogenous regressors common to all models
- instrumentsarray_like
nobs by ninstr array of instruments to use in all equations
- Returns
- model
IV3SLS Model instance
- model
Notes
At least one of exog or endog must be provided.
Utility function to simplify the construction of multivariate IV models which all use the same regressors and instruments. Constructs the dictionary of equations from the variables using the common exogenous, endogenous and instrumental variables.
- Return type