BSD Ports

math/py-linearmodels 6.1_1 DragonFly

Linear Panel, Instrumental Variable, Asset Pricing and other models

System
DragonFly
Repository
DPorts
Maintainer
[email protected] (as in FreeBSD)
License
BSD3CLAUSE
Categories
math, python
Package size
1652.0 KiB, 7118.2 KiB installed

Description

Linear (regression) models for Python. Extends statsmodels with Panel regression, instrumental variable estimators, system estimators and models for estimating asset prices: * Panel models:

  • Fixed effects (maximum two-way)
  • First difference regression
  • Between estimator for panel data
  • Pooled regression for panel data
  • Fama-MacBeth estimation of panel models * High-dimensional Regresssion:
  • Absorbing Least Squares * Instrumental Variable estimators
  • Two-stage Least Squares
  • Limited Information Maximum Likelihood
  • k-class Estimators
  • Generalized Method of Moments, also with continuously updating * Factor Asset Pricing Models:
  • 2- and 3-step estimation
  • Time-series estimation
  • GMM estimation * System Regression:
  • Seemingly Unrelated Regression (SUR/SURE)
  • Three-Stage Least Squares (3SLS)
  • Generalized Method of Moments (GMM) System Estimation

In the other systems

SystemPortVersion
DragonFlymath/py-linearmodels6.1_1
FreeBSDmath/py-linearmodels7.1

Install

Binary package:

pkg install py311-linearmodels

From DPorts:

cd /usr/dports/math/py-linearmodels && make install clean

Dependencies

Run dependencies 9

No port depends on this one.