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))
