bayespecon.dgp.simulate_panel_ols_fe¶
-
bayespecon.dgp.simulate_panel_ols_fe(N, T, beta=
None, sigma=1.0, sigma_alpha=0.5, err_hetero=False, rng=None, seed=None, W=None, gdf=None, contiguity='queen', create_gdf=False, geometry_type='polygon', wide=False)[source]¶ Simulate pooled data compatible with OLSPanelFE model assumptions.
- Parameters:¶
- N : int¶
Number of units and time periods.
- T : int¶
Number of units and time periods.
- beta : np.ndarray, optional¶
Coefficients including intercept.
- sigma : float, default=1.0¶
Idiosyncratic noise scale.
- sigma_alpha : float, default=0.5¶
Unit effect scale used in simulation.
- err_hetero : bool, default=False¶
If True, generate heteroskedastic innovations with observation-specific standard deviations \(\sigma_i = \sigma \sqrt{1 + \|x_{it}\|^2}\) per period.
- rng=
None¶ Random state controls.
- seed=
None¶ Random state controls.
- W=
None¶ Optional spatial structure accepted for API consistency. For OLS this is returned but not used in the data equation.
- gdf=
None¶ Optional spatial structure accepted for API consistency. For OLS this is returned but not used in the data equation.
- contiguity=
'queen'¶ Optional spatial structure accepted for API consistency. For OLS this is returned but not used in the data equation.
- Returns:¶
Keys:
y,X,unit,time,W_dense,W_graph,params_true.- Return type:¶