linearmodels.system.model.LinearConstraint.a¶

property LinearConstraint.a : ndarray¶

Transformed constraint target

Returns:¶

Transformed target

Return type:¶

numpy.ndarray

Notes

Has two uses. The first is to translate the restricted parameters back to the full parameter vector using

\[beta = t beta_c + ^\prime\]

Also used in estimation or restricted model to demean the dependent variable

\[\tilde{y} = y - x a^\prime\]