bashtage / linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Home Page:https://bashtage.github.io/linearmodels/

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Get standard errors of prediction

someselectedprojects opened this issue · comments

Hello,

I am looking for a way to retrieve the output or calculate standard errors and CI on fitted values.
This example below shows how to use get.prediction() but it is not available for PanelOLS.

Can you help me out? Thank you!

https://gist.github.com/josef-pkt/1417e0473c2a87e14d76b425657342f5