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Panel data — Lodestar.Stats.Regression.Panel

The data types PanelRegression takes and returns. They are compiled into Lodestar.Abstractions, as every public data type that carries no logic is (decision 0003), in their own namespace: the covariances here are linearmodels' panel four, clustered by entity or period and Driscoll-Kraay's, not the instrumental-variables four.

Types

Type	What it is
PanelDesign	The response, the regressors, and each row's entity and period.
PanelOptions	The effects, the covariance, its clusters and kernel, and the intercept.
PanelCovarianceType	Unadjusted, robust, clustered or Driscoll-Kraay.
PanelSummary	The table, the three R², the model tests and the variance components.

The tests they report are WaldTests and the kernels KernelTypes, both shared with the instrumental-variables estimators in the common types.

See also

• Panel regression — the estimators.
• Python → C# equivalence.