6.6.3.3.6. statsmodels.sandbox.panel.panel_short.ShortPanelGLS2¶
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class
statsmodels.sandbox.panel.panel_short.
ShortPanelGLS2
(endog, exog, group)[source]¶ Short Panel with general intertemporal within correlation
assumes data is stacked by individuals, panel is balanced and within correlation structure is identical across individuals.
It looks like this can just inherit GLS and overwrite whiten
6.6.3.3.6.1. Methods¶
__init__ (endog, exog, group) |
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fit () |
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fit_ols () |
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get_within_cov (resid) |
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whiten_groups (x, cholsigmainv_i) |