Package Description
Linear (regression) models for Python. Extends statsmodels with Panel regression, instrumental variable estimators, system estimators and models for estimating asset prices:
Models:
Panel models:
Instrumental Variable estimators
Factor Asset Pricing Models:
System Regression:
Full docs at
https://bashtage.github.io/linearmodels/doc/index.html
Designed to work equally well with NumPy, Pandas or xarray data.
A replacement for pandas now deprecated plm.PanelOLS. See http://bashtage.github.io/linearmodels/doc/panel/pandas.html for differences with the plm.PanelOLS.