bayespecon.dgp.simulate_panel_sem_re

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

Simulate SEM random-effects panel style data.

Parameters:
err_hetero : bool, default=False

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

**kwargs

Forwarded to bayespecon.dgp.panel_fe.simulate_panel_sem_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_sem_fe() with unit effects.