def test_reg_unif(self): std = reg(self.df, self.y, self.x, cluster=self.cluster, addcons=True) shac = reg(self.df, self.y, self.x, shac=self.spatial_hac, addcons=True) expected = std.vce / std._vce_correct result = shac.vce / shac._vce_correct assert_array_almost_equal(expected, result)
def test_colinear_reg(self): """Stata reg output from `sysuse auto; reg price mpg`""" test_path = path.split(path.relpath(__file__))[0] auto_path = path.join(test_path, 'data', 'auto.dta') autodata = pd.read_stata(auto_path) autodata['mpg2'] = autodata['mpg'] * 2 y = 'price' x = ['mpg', 'length', 'mpg2'] # Check without check (Singular matrix error) with pytest.raises(np.linalg.linalg.LinAlgError): reg(autodata, y, x, addcons=True) # Check with check (my ValueError, with message) with pytest.raises(ValueError) as e: reg(autodata, y, x, addcons=True, check_colinear=True) assert 'Colinear variables: \nmpg2' == str(e.value)
def setup_class(cls): """Stata reg output from `sysuse auto; reg price mpg`""" test_path = path.split(path.relpath(__file__))[0] auto_path = path.join(test_path, 'data', 'auto.dta') autodata = pd.read_stata(auto_path) y = 'price' x = ['mpg', 'length'] cls.result = reg(autodata, y, x, addcons=True, save_mem=True)
def setup_class(cls): """Stata reg output from `sysuse auto; reg price mpg`""" cls.init(cls) test_path = path.split(path.relpath(__file__))[0] auto_path = path.join(test_path, 'data', 'auto.dta') autodata = pd.read_stata(auto_path) y = 'price' x = ['mpg', 'length'] cls.result = reg(autodata, y, x, cluster='gear_ratio', addcons=True) cls.expected = ols_cluster
def setup_class(cls): """Stata reg output from `sysuse auto; reg price mpg`""" cls.init(cls) test_path = path.split(path.relpath(__file__))[0] auto_path = path.join(test_path, 'data', 'auto.dta') autodata = pd.read_stata(auto_path) y = 'price' x = ['mpg', 'length'] fe_name = 'gear_ratio' cls.result = reg(autodata, y, x, fe_name=fe_name, vce_type='hc1') cls.expected = areg_robust
def setup_class(cls): """Stata reg output from `sysuse auto; reg price mpg`""" cls.init(cls) cls.precision['vce'] = 6 test_path = path.split(path.relpath(__file__))[0] auto_path = path.join(test_path, 'data', 'auto.dta') autodata = pd.read_stata(auto_path) y = ['price'] x = ['mpg', 'length'] cls.result = reg(autodata, y, x, addcons=True) cls.expected = ols_std