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Co-authored-by: teh_coderer <me@tehcoderer.com>
2022-11-22 16:47:03 +00:00

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title, description
title description
fe OpenBB SDK Function

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