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I have a panel with multiple time periods per entity. I would like to run IV2SLS with entity effects as well as other effects.
Normally, in PanelOLS, I would set entity_effects=True and other_effects=df['other_effect'] to use the fixed effects that I need. However, these parameters do not seem to be present in IV2SLS. How can this be done?
If this has not been implemented yet, is there a way to set check_rank=False like you can in a PanelOLS estimation?
I tried to create my own fixed effects by hand using pandas.get_dummies. However, the estimation stops because one of my matrices does not have full rank.
The text was updated successfully, but these errors were encountered:
I have a panel with multiple time periods per entity. I would like to run
IV2SLS
with entity effects as well as other effects.Normally, in
PanelOLS
, I would setentity_effects=True
andother_effects=df['other_effect']
to use the fixed effects that I need. However, these parameters do not seem to be present inIV2SLS
. How can this be done?If this has not been implemented yet, is there a way to set
check_rank=False
like you can in aPanelOLS
estimation?I tried to create my own fixed effects by hand using
pandas.get_dummies
. However, the estimation stops because one of my matrices does not have full rank.The text was updated successfully, but these errors were encountered: