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panel_pooled

Perform a Pooled coefficient estimator regression on panel data.

The Pooled coefficient estimator for regression analysis on panel data is treating the data as a large cross-section without distinguishing between variations across time or entities (such as individuals, companies, or countries). By assuming that the explanatory variables (x_columns) have a uniform effect on the dependent variable (y_column) across all entities and time periods, this method simplifies the analysis and provides a generalized view of the relationships within the data.

Examples

from openbb import obb
obb.econometrics.panel_pooled(y_column='portfolio_value', x_columns='['risk_free_rate']', data='[{'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_1', 'time': 0, 'portfolio_value': 100000.0, 'risk_free_rate': 0.02}, {'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_1', 'time': 1, 'portfolio_value': 150000.0, 'risk_free_rate': 0.03}, {'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_2', 'time': 0, 'portfolio_value': 150000.0, 'risk_free_rate': 0.03}, {'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_2', 'time': 1, 'portfolio_value': 133333.33, 'risk_free_rate': 0.03}, {'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_3', 'time': 0, 'portfolio_value': 133333.33, 'risk_free_rate': 0.03}, {'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_3', 'time': 1, 'portfolio_value': 125000.0, 'risk_free_rate': 0.03}, {'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_4', 'time': 0, 'portfolio_value': 125000.0, 'risk_free_rate': 0.03}, {'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_4', 'time': 1, 'portfolio_value': 120000.0, 'risk_free_rate': 0.02}, {'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_5', 'time': 0, 'portfolio_value': 120000.0, 'risk_free_rate': 0.02}, {'is_multiindex': True, 'multiindex_names': "['asset_manager', 'time']", 'asset_manager': 'asset_manager_5', 'time': 1, 'portfolio_value': 116666.67, 'risk_free_rate': 0.02}]')

Parameters

data: list[openbb_core.provider.abstract.data.Data]

Input dataset.

Optional: False


y_column: str

Target column.

Optional: False


x_columns: list[str]

list of columns to use as exogenous variables.

Optional: False


Returns

results: list[dict]

Serializable results.


provider: None

Provider name.


warnings: Optional[list[Warning_]]

list of warnings.


chart: Optional[Chart]

Chart object.


extra: dict[str, Any]

Extra info.