bayespecon.dgp.simulate_panel_slx_fe¶
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bayespecon.dgp.simulate_panel_slx_fe(N, T, beta1=
None, beta2=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 SLX panel FE data.
DGP:
y_t = X_t beta1 + W X_t[:,1:] beta2 + alpha + eps_t.Equivalent to
simulate_panel_sdm_fe()withrho=0.