def testFiltering(self): result = ols(y=self.panel_y2, x=self.panel_x2) x = result._x index = [x.major_axis[i] for i in x.index.major_labels] index = Index(sorted(set(index))) exp_index = Index([datetime(2000, 1, 1), datetime(2000, 1, 3)]) self.assertTrue(exp_index.equals(index)) index = [x.minor_axis[i] for i in x.index.minor_labels] index = Index(sorted(set(index))) exp_index = Index(['A', 'B']) self.assertTrue(exp_index.equals(index)) x = result._x_filtered index = [x.major_axis[i] for i in x.index.major_labels] index = Index(sorted(set(index))) exp_index = Index( [datetime(2000, 1, 1), datetime(2000, 1, 3), datetime(2000, 1, 4)]) self.assertTrue(exp_index.equals(index)) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[6, 14, 1], [9, 17, 1], [30, 48, 1]] assert_almost_equal(exp_x, result._x.values) exp_x_filtered = [[6, 14, 1], [9, 17, 1], [30, 48, 1], [11, 20, 1], [12, 21, 1]] assert_almost_equal(exp_x_filtered, result._x_filtered.values) self.assertTrue( result._x_filtered.major_axis.equals(result.y_fitted.index))
def testFiltering(self): result = ols(y=self.panel_y2, x=self.panel_x2) x = result._x index = [x.major_axis[i] for i in x.index.major_labels] index = Index(sorted(set(index))) exp_index = Index([datetime(2000, 1, 1), datetime(2000, 1, 3)]) self.assertTrue(exp_index.equals(index)) index = [x.minor_axis[i] for i in x.index.minor_labels] index = Index(sorted(set(index))) exp_index = Index(["A", "B"]) self.assertTrue(exp_index.equals(index)) x = result._x_filtered index = [x.major_axis[i] for i in x.index.major_labels] index = Index(sorted(set(index))) exp_index = Index([datetime(2000, 1, 1), datetime(2000, 1, 3), datetime(2000, 1, 4)]) self.assertTrue(exp_index.equals(index)) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[6, 14, 1], [9, 17, 1], [30, 48, 1]] assert_almost_equal(exp_x, result._x.values) exp_x_filtered = [[6, 14, 1], [9, 17, 1], [30, 48, 1], [11, 20, 1], [12, 21, 1]] assert_almost_equal(exp_x_filtered, result._x_filtered.values) self.assertTrue(result._x_filtered.major_axis.equals(result.y_fitted.index))
def testWithXEffects(self): result = ols(y=self.panel_y2, x=self.panel_x2, x_effects=['x1']) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[0, 0, 14, 1], [0, 1, 17, 1], [1, 0, 48, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(['x1_30', 'x1_9', 'x2', 'intercept']) self.assertTrue(exp_index.equals(result._x.items))
def testWithEntityEffects(self): result = ols(y=self.panel_y2, x=self.panel_x2, entity_effects=True) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[6, 14, 0, 1], [9, 17, 0, 1], [30, 48, 1, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(['x1', 'x2', 'FE_B', 'intercept']) self.assertTrue(exp_index.equals(result._x.items))
def testWithXEffects(self): result = ols(y=self.panel_y2, x=self.panel_x2, x_effects=['x1']) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[0, 0, 14, 1], [0, 1, 17, 1], [1, 0, 48, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(['x1_30', 'x1_9', 'x2', 'intercept']) self.assertTrue(exp_index.equals(result._x.items))
def testWithEntityEffects(self): result = ols(y=self.panel_y2, x=self.panel_x2, entity_effects=True) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[6, 14, 0, 1], [9, 17, 0, 1], [30, 48, 1, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(['x1', 'x2', 'FE_B', 'intercept']) self.assertTrue(exp_index.equals(result._x.items))
def testWithXEffectsAndConversionAndDroppedDummies(self): result = ols(y=self.panel_y3, x=self.panel_x3, x_effects=["x1", "x2"], dropped_dummies={"x2": "3.14"}) assert_almost_equal(result._y.values.flat, [1, 2, 3, 4]) exp_x = [[0, 0, 0, 0, 1], [1, 0, 1, 0, 1], [0, 1, 0, 1, 1], [0, 0, 0, 0, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(["x1_B", "x1_C", "x2_1.59", "x2_2.65", "intercept"]) self.assertTrue(exp_index.equals(result._x.items))
def testWithXEffectsAndDroppedDummies(self): result = ols(y=self.panel_y2, x=self.panel_x2, x_effects=["x1"], dropped_dummies={"x1": 30}) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[1, 0, 14, 1], [0, 1, 17, 1], [0, 0, 48, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(["x1_6", "x1_9", "x2", "intercept"]) self.assertTrue(exp_index.equals(result._x.items))
def testWithEntityEffectsAndDroppedDummies(self): result = ols(y=self.panel_y2, x=self.panel_x2, entity_effects=True, dropped_dummies={"entity": "B"}) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[6, 14, 1, 1], [9, 17, 1, 1], [30, 48, 0, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(["x1", "x2", "FE_A", "intercept"]) self.assertTrue(exp_index.equals(result._x.items))
def testWithXEffectsAndConversion(self): result = ols(y=self.panel_y3, x=self.panel_x3, x_effects=['x1', 'x2']) assert_almost_equal(result._y.values.flat, [1, 2, 3, 4]) exp_x = [[0, 0, 0, 1, 1], [1, 0, 0, 0, 1], [0, 1, 1, 0, 1], [0, 0, 0, 1, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(['x1_B', 'x1_C', 'x2_2.65', 'x2_3.14', 'intercept']) self.assertTrue(exp_index.equals(result._x.items))
def testWithXEffectsAndConversion(self): result = ols(y=self.panel_y3, x=self.panel_x3, x_effects=['x1', 'x2']) assert_almost_equal(result._y.values.flat, [1, 2, 3, 4]) exp_x = [[0, 0, 0, 1, 1], [1, 0, 0, 0, 1], [0, 1, 1, 0, 1], [0, 0, 0, 1, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(['x1_B', 'x1_C', 'x2_2.65', 'x2_3.14', 'intercept']) self.assertTrue(exp_index.equals(result._x.items))
def testWithEntityEffectsAndDroppedDummies(self): result = ols(y=self.panel_y2, x=self.panel_x2, entity_effects=True, dropped_dummies={'entity' : 'B'}) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[6, 14, 1, 1], [9, 17, 1, 1], [30, 48, 0, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(['x1', 'x2', 'FE_A', 'intercept']) self.assertTrue(exp_index.equals(result._x.items))
def testWithXEffectsAndConversionAndDroppedDummies(self): result = ols(y=self.panel_y3, x=self.panel_x3, x_effects=['x1', 'x2'], dropped_dummies={'x2' : 'foo'}) assert_almost_equal(result._y.values.flat, [1, 2, 3, 4]) exp_x = [[0, 0, 0, 0, 1], [1, 0, 1, 0, 1], [0, 1, 0, 1, 1], [0, 0, 0, 0, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(['x1_B', 'x1_C', 'x2_bar', 'x2_baz', 'intercept']) self.assertTrue(exp_index.equals(result._x.items))
def testWithEntityEffectsAndDroppedDummies(self): result = ols(y=self.panel_y2, x=self.panel_x2, entity_effects=True, dropped_dummies={'entity': 'B'}) assert_almost_equal(result._y.values.flat, [1, 4, 5]) exp_x = [[6, 14, 1, 1], [9, 17, 1, 1], [30, 48, 0, 1]] assert_almost_equal(result._x.values, exp_x) exp_index = Index(['x1', 'x2', 'FE_A', 'intercept']) self.assertTrue(exp_index.equals(result._x.items))