6.6.4. statsmodels.sandbox.panel.random_panel¶
Generate a random process with panel structure
Created on Sat Dec 17 22:15:27 2011
Author: Josef Perktold
6.6.4.1. Notes¶
- written with unbalanced panels in mind, but not flexible enough yet
- need more shortcuts and options for balanced panel
- need to add random intercept or coefficients
- only one-way (repeated measures) so far
6.6.4.2. Classes¶
PanelSample(nobs, k_vars, n_groups[, exog, ...]) |
data generating process for panel with within correlation |