Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

How to get model parameters of linearmodels? #129

Closed
ybdesire opened this issue Dec 5, 2017 · 2 comments
Closed

How to get model parameters of linearmodels? #129

ybdesire opened this issue Dec 5, 2017 · 2 comments

Comments

@ybdesire
Copy link

ybdesire commented Dec 5, 2017

https://stackoverflow.com/questions/47645349/how-to-get-model-parameters-of-linearmodels
@bashtage
Copy link
Owner

bashtage commented Dec 5, 2017

The answer to your other question explains the main issue. You can, however, get the beta parameters and e since these are in params and resids from a model result. There isn't currently enough in the model to get fitted values when there are fixed effects since you would need to fixed-effect purged exog variable data to compute these values. These are not exposed.

@ybdesire
Copy link
Author

ybdesire commented Dec 5, 2017

Got that. Thanks @bashtage for the update.

@bashtage bashtage closed this as completed Dec 9, 2017
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@ybdesire @bashtage