fe
When effects are correlated with the regressors the RE and BE estimators are not consistent.
Source Code: [link]
openbb.econometrics.fe(Y: pd.DataFrame, X: pd.DataFrame, entity_effects: bool = False, time_effects: bool = False)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
regression_variables | list | The regressions variables entered where the first variable is the dependent variable. | None | True |
data | dict | A dictionary containing the datasets. | None | True |
entity_effects | bool | Whether to include entity effects | False | True |
time_effects | bool | Whether to include time effects | False | True |
Returns
Type | Description |
---|---|
Tuple[DataFrame, Any, List[Any], Any] | The dataset used, Dependent variable, Independent variable, PanelOLS model with Fixed Effects |