bayespecon.dgp.simulate_panel_ols_re¶

bayespecon.dgp.simulate_panel_ols_re(*, err_hetero=False, **kwargs)[source]¶

Simulate OLS random-effects panel style data.

Parameters:¶

err_hetero : bool, default=False¶

If True, generate heteroskedastic innovations. Forwarded to bayespecon.dgp.panel_fe.simulate_panel_ols_fe().

**kwargs¶

Forwarded to bayespecon.dgp.panel_fe.simulate_panel_ols_fe().

Returns:¶

Simulation output with keys y, X, unit, time, W_dense, W_graph, and params_true.

Return type:¶

dict

Notes

Uses the same DGP form as simulate_panel_ols_fe() with unit effects sampled from N(0, sigma_alpha^2).