bashtage / linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
https://bashtage.github.io/linearmodels/
University of Illinois/NCSA Open Source License
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Typos in the documentation (Instrumental Variable Estimation, Formulas and Mathematical Detail) #616

Closed gregor-schueler closed 1 month ago

gregor-schueler commented 1 month ago

The model can be expressed compactly

\begin{aligned}
Y & =X_1 \beta_1+X_2 \beta_1+\epsilon=X \beta+\epsilon \\
X_2 & =Z_1 \gamma_1+Z_2 \gamma_2+u=Z \gamma+u
\end{aligned}

in the first equation the second $\beta_1$ should be $\beta_2$ and in the text right below an "if" should be an "of"

[...] $X$ is the $n$ by $k$ matrix if of regressors where row $i$ of $X$ is $x_i^{\prime}$. [...]

bashtage commented 1 month ago

Thanks.