Index

_

__init__() (regtools.args.RegressionSetArgs method) (regtools.lag.remove.SimplifiedModel method) (regtools.lag.remove.SimplifiedRegressionResult method) (regtools.linmodels.bindings.result.ModelData method)

A

add_cluster_rows() (in module regtools.cluster.output)

add_fixed_effects_rows() (in module regtools.fe.output) any_reg() (in module regtools.chooser)

C

clear_figure (regtools.lag.plot.interacted_lag_plot_from_lag_result_df parameter) (regtools.quantile.quantile_plot_from_quantile_result_df parameter) (regtools.quantile.reg_for_each_quantile_output_plot parameter) cluster (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1] col_boolean_dict_from_list_of_lists_of_columns() (in module regtools.summarize.yesno) col_coef_dict (regtools.hypothesis.lincom.hypothesis_test parameter), [1]

cons (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1] consolidate_lags (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] convert_regressor_order_for_diff() (in module regtools.order) convert_regressor_order_for_lags() (in module regtools.order) convert_to_stderr_format() (in module regtools.summarize.tstat) create_differenced_variables() (in module regtools.differenced) create_interaction_variables() (in module regtools.interact) create_lagged_variables() (in module regtools.lag.create) create_lagged_variables_return_yvars_xvars_interaction_tuples() (in module regtools.lag.main)

D

date_col (regtools.differenced.diff_reg parameter), [1] delete_interaction_variables() (in module regtools.interact) df (regtools.differenced.diff_reg parameter), [1] (regtools.iter.reg_for_each_combo parameter), [1] (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_lag parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_yvar parameter), [1] (regtools.iter.reg_for_each_yvar_and_produce_summary parameter), [1] (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1]

diff_cols (regtools.differenced.diff_reg parameter), [1] diff_fill_limit (regtools.differenced.diff_reg parameter), [1] diff_fill_method (regtools.differenced.diff_reg parameter), [1] diff_reg() (in module regtools.differenced) difference_lag (regtools.differenced.diff_reg parameter), [1] direct_attrs (regtools.lag.remove.SimplifiedRegressionResult attribute) dummy_cols_dict_from_model() (in module regtools.linmodels.bindings.fe)

E

entity_var (regtools.linmodels.reg.linear_reg parameter), [1] estimate_model_handling_cluster() (in module regtools.cluster)

extract_all_dummy_cols_from_dummy_cols_dict() (in module regtools.fe.tools) extract_all_dummy_cols_from_dummy_cols_dict_list() (in module regtools.fe.tools) extract_all_fe_names_from_dummy_cols_dict_list() (in module regtools.fe.tools)

F

fe (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1] fit_kwargs (regtools.linmodels.reg.linear_reg parameter), [1] fixed_effects_reg_df_and_cols_dict() (in module regtools.fe.dataprep)

float_format (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_yvar_and_produce_summary parameter), [1] (regtools.summarize.produce_summary parameter), [1] from_statsmodels_result() (regtools.lag.remove.SimplifiedRegressionResult class method)

G

get_model_class_by_string() (in module regtools.linmodels.bindings.modelstr) (in module regtools.models)

get_model_name_by_string() (in module regtools.models) get_var_df_and_non_var_df() (in module regtools.summarize.split)

H

hypothesis_test() (in module regtools.hypothesis.lincom)

I

id_col (regtools.differenced.diff_reg parameter), [1] interacted_lag_plot_from_lag_result_df() (in module regtools.lag.plot) interacted_lag_plot_from_reg_result_list() (in module regtools.lag.plot)

interaction_tuples (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1]

K

keepnum (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.select.select_models parameter), [1]

keys() (regtools.args.RegressionSetArgs method)

L

lag_fill_limit (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] lag_fill_method (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1] lag_id_var (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1] lag_period_var (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1]

lag_tuple (regtools.iter.reg_for_each_lag parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] lag_variables (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1] lag_varname_to_varname() (in module regtools.lag.remove) lag_varname_to_varname_and_lag() (in module regtools.lag.remove) linear_reg() (in module regtools.linmodels.reg) linearmodels_fe_kwarg_dict_from_fe() (in module regtools.linmodels.bindings.fe)

M

main_iv (regtools.lag.plot.interacted_lag_plot_from_lag_result_df parameter) (regtools.quantile.quantile_plot_from_quantile_result_df parameter) (regtools.quantile.reg_for_each_quantile_output_plot parameter) (regtools.quantile.reg_for_each_quantile_produce_result_df parameter)

main_iv_label (regtools.quantile.reg_for_each_quantile_output_plot parameter) model_attrs (regtools.lag.remove.SimplifiedRegressionResult attribute) model_names (regtools.summarize.produce_summary parameter), [1] ModelData (class in regtools.linmodels.bindings.result)

N

num_lags (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1]

num_quantiles (regtools.quantile.reg_for_each_quantile_output_plot parameter) (regtools.quantile.reg_for_each_quantile_produce_result_df parameter)

O

other_reg_kwargs (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1]

outpath (regtools.lag.plot.interacted_lag_plot_from_lag_result_df parameter) (regtools.quantile.quantile_plot_from_quantile_result_df parameter) (regtools.quantile.reg_for_each_quantile_output_plot parameter)

P

pop_model_attrs() (regtools.lag.remove.SimplifiedRegressionResult class method)

produce_simplified_result_df() (in module regtools.lag.plot) produce_summary() (in module regtools.summarize)

Q

q (regtools.quantile.quantile_reg parameter), [1]

quantile_plot_from_quantile_result_df() (in module regtools.quantile) quantile_reg() (in module regtools.quantile)

R

reg() (in module regtools.reg) reg_args (regtools.chooser.any_reg parameter) (regtools.quantile.reg_for_each_quantile_output_plot parameter) (regtools.quantile.reg_for_each_quantile_produce_result_df parameter) reg_for_each_combo() (in module regtools.iter) reg_for_each_combo_select_and_produce_summary() (in module regtools.iter) reg_for_each_lag() (in module regtools.iter) reg_for_each_lag_and_produce_summary() (in module regtools.iter) reg_for_each_quantile_output_plot() (in module regtools.quantile) reg_for_each_quantile_produce_result_df() (in module regtools.quantile) reg_for_each_xvar_set() (in module regtools.iter) reg_for_each_xvar_set_and_produce_summary() (in module regtools.iter) reg_for_each_yvar() (in module regtools.iter) reg_for_each_yvar_and_produce_summary() (in module regtools.iter) reg_kwargs (regtools.chooser.any_reg parameter) (regtools.differenced.diff_reg parameter), [1] (regtools.iter.reg_for_each_combo parameter), [1] (regtools.iter.reg_for_each_lag parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set parameter), [1] (regtools.iter.reg_for_each_yvar parameter), [1] (regtools.iter.reg_for_each_yvar_and_produce_summary parameter), [1] (regtools.quantile.reg_for_each_quantile_output_plot parameter) (regtools.quantile.reg_for_each_quantile_produce_result_df parameter) reg_list (regtools.select.select_models parameter), [1] (regtools.summarize.produce_summary parameter), [1] reg_type (regtools.chooser.any_reg parameter) (regtools.iter.reg_for_each_combo parameter), [1] (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_lag parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_yvar parameter), [1] (regtools.iter.reg_for_each_yvar_and_produce_summary parameter), [1] (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.reg.reg parameter), [1] RegressionSetArgs (class in regtools.args) regressor_order (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_yvar_and_produce_summary parameter), [1] (regtools.summarize.produce_summary parameter), [1] regtools (module) regtools.args (module) regtools.chooser (module) regtools.cluster (module)

regtools.cluster.output (module) regtools.controls (module) regtools.dataprep (module) regtools.differenced (module) regtools.ext_statsmodels (module) regtools.fe (module) regtools.fe.dataprep (module) regtools.fe.output (module) regtools.fe.tools (module) regtools.hypothesis (module) regtools.hypothesis.lincom (module) regtools.interact (module) regtools.iter (module) regtools.lag (module) regtools.lag.create (module) regtools.lag.main (module) regtools.lag.plot (module) regtools.lag.remove (module) regtools.linmodels (module) regtools.linmodels.bindings (module) regtools.linmodels.bindings.fe (module) regtools.linmodels.bindings.fit (module) regtools.linmodels.bindings.input (module) regtools.linmodels.bindings.modelstr (module) regtools.linmodels.bindings.result (module) regtools.linmodels.reg (module) regtools.models (module) regtools.order (module) regtools.quantile (module) regtools.reg (module) regtools.regtypes (module) regtools.select (module) regtools.summarize (module) regtools.summarize.split (module) regtools.summarize.tstat (module) regtools.summarize.yesno (module) regtools.tools (module) remove_lag_names_from_reg_results() (in module regtools.lag.remove) replace_stderr_with_t_stat_in_summary_df() (in module regtools.summarize.tstat) replace_stderr_with_t_stat_in_var_df() (in module regtools.summarize.tstat) result (regtools.hypothesis.lincom.hypothesis_test parameter), [1] result_df (regtools.lag.plot.interacted_lag_plot_from_lag_result_df parameter) (regtools.quantile.quantile_plot_from_quantile_result_df parameter) robust (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1]

S

select_models() (in module regtools.select) SimplifiedBase (class in regtools.lag.remove) SimplifiedModel (class in regtools.lag.remove) SimplifiedRegressionResult (class in regtools.lag.remove) stderr (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_yvar_and_produce_summary parameter), [1] (regtools.summarize.produce_summary parameter), [1]

summary_col() (in module regtools.ext_statsmodels) suppress_controls_in_summary_df() (in module regtools.controls) suppress_other_regressors (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.summarize.produce_summary parameter), [1]

T

t_stats (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_yvar_and_produce_summary parameter), [1] (regtools.summarize.produce_summary parameter), [1]

time_var (regtools.linmodels.reg.linear_reg parameter), [1]

U

UnsupportedResultAttributeException

update_statsmodel_result_with_new_cov_matrix() (in module regtools.ext_statsmodels)

V

VariableIsNotLaggedVariableException

varname_to_lagged_varname() (in module regtools.lag.create)

X

xvars (regtools.differenced.diff_reg parameter), [1] (regtools.iter.reg_for_each_combo parameter), [1] (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_lag parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_yvar parameter), [1] (regtools.iter.reg_for_each_yvar_and_produce_summary parameter), [1] (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1] (regtools.select.select_models parameter), [1]

xvars_list (regtools.iter.reg_for_each_xvar_set parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1]

Y

yvar (regtools.differenced.diff_reg parameter), [1] (regtools.iter.reg_for_each_combo parameter), [1] (regtools.iter.reg_for_each_combo_select_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_lag parameter), [1] (regtools.iter.reg_for_each_lag_and_produce_summary parameter), [1] (regtools.iter.reg_for_each_xvar_set parameter), [1] (regtools.iter.reg_for_each_xvar_set_and_produce_summary parameter), [1] (regtools.lag.plot.interacted_lag_plot_from_lag_result_df parameter) (regtools.linmodels.reg.linear_reg parameter), [1] (regtools.quantile.quantile_plot_from_quantile_result_df parameter) (regtools.quantile.quantile_reg parameter), [1] (regtools.reg.reg parameter), [1]

yvars (regtools.iter.reg_for_each_yvar parameter), [1] (regtools.iter.reg_for_each_yvar_and_produce_summary parameter), [1]