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linearmodels

Linear (regression) models for Python. Extends statsmodels with Panel regression, instrumental variable estimators, system estimators and models for estimating asset pricing models.

Ecosystem
conda-forge.org
Latest Release
4.27
over 3 years ago
Versions
7
Dependent Repos
3
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    Readme
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    Links
    Registry conda-forge.org
    Source Repository
    Homepage Homepage
    JSON API View JSON
    CodeMeta codemeta.json
    Package Details
    PURL pkg:conda/linearmodels?repository_url=https://conda-forge.org
    spec
    License NCSA
    First Release over 5 years ago
    Last Synced 8 days ago
    Keywords
    asset-pricing between-estimator clustered-standard-errors fama-macbeth first-difference fixed-effects gmm instrumental-variable iv linear-models ols panel panel-data panel-models panel-regression pooled-ols random-effects regression seemingly-unrelated-regression statistical-model
    Repository
    Stars 1,006 on GitHub
    Forks 186 on GitHub
    Commits 724
    Committers 17
    Avg per Author 42.588
    DDS 0.073
    commits.ecosyste.ms
    repos.ecosyste.ms