panel

• Model
• Chart

Based on the regression type, this function decides what regression to run.

Source Code: [link]

openbb.econometrics.panel(Y: pd.DataFrame, X: pd.DataFrame, regression_type: str = "OLS", entity_effects: bool = False, time_effects: bool = False)

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Parameters

Name	Type	Description	Default	Optional
Y	pd.DataFrame	Dataframe containing the dependent variable.	None	False
X	pd.DataFrame	Dataframe containing the independent variables.	None	False
regression_type	str	The type of regression you wish to execute.	OLS	True
entity_effects	bool	Whether to apply Fixed Effects on entities.	False	True
time_effects	bool	Whether to apply Fixed Effects on time.	False	True

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Returns

Type	Description
Any	A regression model

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Examples

from openbb_terminal.sdk import openbb
df = openbb.econometrics.load("wage_panel")
df = df.set_index(["nr","year"])
X = df[["exper","educ","union"]]
Y = df["lwage"]
pooled_ols_model = openbb.econometrics.panel(Y,X,"POLS")
print(pooled_ols_model.summary)

PooledOLS Estimation Summary
================================================================================
Dep. Variable:                  lwage   R-squared:                        0.1634
Estimator:                  PooledOLS   R-squared (Between):              0.1686
No. Observations:                4360   R-squared (Within):               0.1575
Date:                Sun, Nov 13 2022   R-squared (Overall):              0.1634
Time:                        13:04:02   Log-likelihood                   -3050.4
Cov. Estimator:            Unadjusted
                                        F-statistic:                      283.68
Entities:                         545   P-value                           0.0000
Avg Obs:                       8.0000   Distribution:                  F(3,4356)
Min Obs:                       8.0000
Max Obs:                       8.0000   F-statistic (robust):             283.68
                                        P-value                           0.0000
Time periods:                       8   Distribution:                  F(3,4356)
Avg Obs:                       545.00
Min Obs:                       545.00
Max Obs:                       545.00
                            Parameter Estimates
==============================================================================
            Parameter  Std. Err.     T-stat    P-value    Lower CI    Upper CI
------------------------------------------------------------------------------
const         -0.0308     0.0620    -0.4965     0.6196     -0.1523      0.0908
exper          0.0561     0.0028     20.220     0.0000      0.0507      0.0616
educ           0.1080     0.0045     24.034     0.0000      0.0992      0.1168
union          0.1777     0.0172     10.344     0.0000      0.1441      0.2114
==============================================================================

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Based on the regression type, this function decides what regression to run.

Source Code: [link]

openbb.econometrics.panel_chart(Y: pd.DataFrame, X: pd.DataFrame, regression_type: str = "OLS", entity_effects: bool = False, time_effects: bool = False, export: str = "")

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Parameters

Name	Type	Description	Default	Optional
data	dict	A dictionary containing the datasets.	None	True
regression_variables	list	The regressions variables entered where the first variable is the dependent variable. each column/dataset combination.	None	True
regression_type	str	The type of regression you wish to execute. Choose from: OLS, POLS, RE, BOLS, FE	OLS	True
entity_effects	bool	Whether to apply Fixed Effects on entities.	False	True
time_effects	bool	Whether to apply Fixed Effects on time.	False	True
export	str	Format to export data		True

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Returns

Type	Description
The dataset used, the dependent variable, the independent variable and

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