我正在使用Python linearmodels运行一个面板回归,类似于:
import pandas as pd
from linearmodels.panel import PanelOLS
data = pd.read_csv('data.csv', sep=',')
data = data.set_index(['panel_id', 'date'])
controls = ['A','B','C']
controls['const'] = 1
model = PanelOLS(data.Y, controls, entity_effects= True)
result = model.fit(use_lsdv=True)我真的需要拉出常量的系数,但看起来这行不通
intercept = result.summary.const在linearmodels' documentation on github中找不到更普遍的答案,有人知道如何从linearmodels汇总中提取估计系数吗?谢谢!
发布于 2020-04-09 00:44:11
result.params['const']
会给出截距,通常result.params会给出linearmodels中的回归系数序列
https://stackoverflow.com/questions/61063698
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