PANEL DATA MODEL

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Sardarji

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Sep 9, 2018, 8:39:22 AM9/9/18
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As i am going through the Panel Data which is in LINEAR-MODEL And i tried to run the peace of code given in the Introduction i got this error can you tell me what i have done wrong ??


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And further in the end it is given that 
Like statsmodels, panel models can be specified using a R-like formula. This model is identical to the previous. Note the use of the special variable EntityEffect to include the fixed effects.
So i also tried to use this line of code 

mod = PanelOLS.from_formula('lwage ~ 1 + expersq + union + married + EntityEffect',data)

And it given me this error And Please Tell me that EntityEffect is a keyword that is already defined if defined than what is the default value it has.

---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
~\Anaconda3\lib\site-packages\patsy\compat.py in call_and_wrap_exc(msg, origin, f, *args, **kwargs)
     35     try:
---> 36         return f(*args, **kwargs)
     37     except Exception as e:

~\Anaconda3\lib\site-packages\patsy\eval.py in eval(self, expr, source_name, inner_namespace)
    165         return eval(code, {}, VarLookupDict([inner_namespace]
--> 166                                             + self._namespaces))
    167 

<string> in <module>()

NameError: name 'EntityEffect' is not defined

The above exception was the direct cause of the following exception:

PatsyError                                Traceback (most recent call last)
<ipython-input-34-11e31c3be118> in <module>()
      6 dependent = data.lwage
      7 exog = sm.add_constant(data[['expersq','married','union']])
----> 8 mod = PanelOLS.from_formula('lwage ~ 1 + expersq + union + married + EntityEffect',data)
      9 res = mod.fit(cov_type='unadjusted')
     10 res

~\Anaconda3\lib\site-packages\linearmodels\panel\model.py in from_formula(cls, formula, data, weights, other_effects)
    861         entity_effect = parser.entity_effect
    862         time_effect = parser.time_effect
--> 863         dependent, exog = parser.data
    864         mod = cls(dependent, exog, entity_effects=entity_effect, time_effects=time_effect,
    865                   weights=weights, other_effects=other_effects)

~\Anaconda3\lib\site-packages\linearmodels\panel\model.py in data(self)
     93         """Returns a tuple containing the dependent, exog, endog and instruments"""
     94         self._eval_env += 1
---> 95         out = self.dependent, self.exog
     96         self._eval_env -= 1
     97         return out

~\Anaconda3\lib\site-packages\linearmodels\panel\model.py in exog(self)
    107         """DataFrame containing the exogenous variables"""
    108         out = dmatrix(self._rhs, self._data.dataframe, eval_env=self._eval_env,
--> 109                       return_type='dataframe', NA_action=self._na_action)
    110         return out
    111 

~\Anaconda3\lib\site-packages\patsy\highlevel.py in dmatrix(formula_like, data, eval_env, NA_action, return_type)
    289     eval_env = EvalEnvironment.capture(eval_env, reference=1)
    290     (lhs, rhs) = _do_highlevel_design(formula_like, data, eval_env,
--> 291                                       NA_action, return_type)
    292     if lhs.shape[1] != 0:
    293         raise PatsyError("encountered outcome variables for a model "

~\Anaconda3\lib\site-packages\patsy\highlevel.py in _do_highlevel_design(formula_like, data, eval_env, NA_action, return_type)
    163         return iter([data])
    164     design_infos = _try_incr_builders(formula_like, data_iter_maker, eval_env,
--> 165                                       NA_action)
    166     if design_infos is not None:
    167         return build_design_matrices(design_infos, data,

~\Anaconda3\lib\site-packages\patsy\highlevel.py in _try_incr_builders(formula_like, data_iter_maker, eval_env, NA_action)
     68                                       data_iter_maker,
     69                                       eval_env,
---> 70                                       NA_action)
     71     else:
     72         return None

~\Anaconda3\lib\site-packages\patsy\build.py in design_matrix_builders(termlists, data_iter_maker, eval_env, NA_action)
    694                                                    factor_states,
    695                                                    data_iter_maker,
--> 696                                                    NA_action)
    697     # Now we need the factor infos, which encapsulate the knowledge of
    698     # how to turn any given factor into a chunk of data:

~\Anaconda3\lib\site-packages\patsy\build.py in _examine_factor_types(factors, factor_states, data_iter_maker, NA_action)
    441     for data in data_iter_maker():
    442         for factor in list(examine_needed):
--> 443             value = factor.eval(factor_states[factor], data)
    444             if factor in cat_sniffers or guess_categorical(value):
    445                 if factor not in cat_sniffers:

~\Anaconda3\lib\site-packages\patsy\eval.py in eval(self, memorize_state, data)
    564         return self._eval(memorize_state["eval_code"],
    565                           memorize_state,
--> 566                           data)
    567 
    568     __getstate__ = no_pickling

~\Anaconda3\lib\site-packages\patsy\eval.py in _eval(self, code, memorize_state, data)
    549                                  memorize_state["eval_env"].eval,
    550                                  code,
--> 551                                  inner_namespace=inner_namespace)
    552 
    553     def memorize_chunk(self, state, which_pass, data):

~\Anaconda3\lib\site-packages\patsy\compat.py in call_and_wrap_exc(msg, origin, f, *args, **kwargs)
     41                                  origin)
     42             # Use 'exec' to hide this syntax from the Python 2 parser:
---> 43             exec("raise new_exc from e")
     44         else:
     45             # In python 2, we just let the original exception escape -- better

~\Anaconda3\lib\site-packages\patsy\compat.py in <module>()

PatsyError: Error evaluating factor: NameError: name 'EntityEffect' is not defined
    expersq + union + married + EntityEffect
                                ^^^^^^^^^^^^

Pabla Simranjit Singh

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Sep 9, 2018, 9:39:49 AM9/9/18
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I am solved my Error :) :)


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Pabla Simranjit Singh

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Sep 9, 2018, 9:40:57 AM9/9/18
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Sorry It's Have not am 
I have solved My error.

Kevin Sheppard

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Sep 10, 2018, 5:14:51 AM9/10/18
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There was a typo in the docs. Should be entity_effects and EntityEffects.

Pabla Simranjit Singh

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Sep 10, 2018, 10:28:11 AM9/10/18
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I got that Sir @Kevin Sheppard.
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