def __init__(
self,
y,
x,
regimes,
yend=None,
q=None,
w=None,
w_lags=1,
lag_q=True,
robust=None,
gwk=None,
sig2n_k=False,
spat_diag=False,
constant_regi="many",
cols2regi="all",
regime_lag_sep=False,
regime_err_sep=True,
cores=False,
vm=False,
name_y=None,
name_x=None,
name_yend=None,
name_q=None,
name_regimes=None,
name_w=None,
name_gwk=None,
name_ds=None,
):
n = USER.check_arrays(y, x)
USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
USER.check_robust(robust, gwk)
USER.check_spat_diag(spat_diag, w)
name_x = USER.set_name_x(name_x, x, constant=True)
name_y = USER.set_name_y(name_y)
name_yend = USER.set_name_yend(name_yend, yend)
name_q = USER.set_name_q(name_q, q)
name_q.extend(USER.set_name_q_sp(name_x, w_lags, name_q, lag_q, force_all=True))
self.name_regimes = USER.set_name_ds(name_regimes)
self.constant_regi = constant_regi
self.n = n
cols2regi = REGI.check_cols2regi(constant_regi, cols2regi, x, yend=yend, add_cons=False)
self.cols2regi = cols2regi
self.regimes_set = REGI._get_regimes_set(regimes)
self.regimes = regimes
USER.check_regimes(self.regimes_set, self.n, x.shape[1])
if regime_err_sep == True and robust == "hac":
set_warn(
self,
"Error by regimes is incompatible with HAC estimation for Spatial Lag models. Hence, error and lag by regimes have been disabled for this model.",
)
regime_err_sep = False
regime_lag_sep = False
self.regime_err_sep = regime_err_sep
self.regime_lag_sep = regime_lag_sep
if regime_lag_sep == True:
if not regime_err_sep:
raise Exception, "regime_err_sep must be True when regime_lag_sep=True."
cols2regi += [True]
w_i, regi_ids, warn = REGI.w_regimes(
w, regimes, self.regimes_set, transform=True, get_ids=True, min_n=len(cols2regi) + 1
)
set_warn(self, warn)
else:
cols2regi += [False]
if regime_err_sep == True and set(cols2regi) == set([True]) and constant_regi == "many":
self.y = y
self.GM_Lag_Regimes_Multi(
y,
x,
w_i,
w,
regi_ids,
yend=yend,
q=q,
w_lags=w_lags,
lag_q=lag_q,
cores=cores,
robust=robust,
gwk=gwk,
sig2n_k=sig2n_k,
cols2regi=cols2regi,
spat_diag=spat_diag,
vm=vm,
name_y=name_y,
name_x=name_x,
name_yend=name_yend,
name_q=name_q,
name_regimes=self.name_regimes,
name_w=name_w,
name_gwk=name_gwk,
name_ds=name_ds,
)
else:
if regime_lag_sep == True:
w = REGI.w_regimes_union(w, w_i, self.regimes_set)
yend2, q2 = set_endog(y, x, w, yend, q, w_lags, lag_q)
name_yend.append(USER.set_name_yend_sp(name_y))
TSLS_Regimes.__init__(
self,
y=y,
x=x,
yend=yend2,
q=q2,
regimes=regimes,
w=w,
robust=robust,
gwk=gwk,
sig2n_k=sig2n_k,
spat_diag=spat_diag,
vm=vm,
constant_regi=constant_regi,
cols2regi=cols2regi,
regime_err_sep=regime_err_sep,
name_y=name_y,
name_x=name_x,
name_yend=name_yend,
name_q=name_q,
name_regimes=name_regimes,
name_w=name_w,
name_gwk=name_gwk,
name_ds=name_ds,
summ=False,
)
if regime_lag_sep:
self.sp_att_reg(w_i, regi_ids, yend2[:, -1].reshape(self.n, 1))
else:
self.rho = self.betas[-1]
self.predy_e, self.e_pred, warn = sp_att(
w, self.y, self.predy, yend2[:, -1].reshape(self.n, 1), self.rho
)
set_warn(self, warn)
self.regime_lag_sep = regime_lag_sep
self.title = "SPATIAL " + self.title
SUMMARY.GM_Lag(reg=self, w=w, vm=vm, spat_diag=spat_diag, regimes=True)
def __init__(self, y, x, regimes, yend=None, q=None,\
w=None, w_lags=1, lag_q=True,\
robust=None, gwk=None, sig2n_k=False,\
spat_diag=False, constant_regi='many',\
cols2regi='all', regime_lag_sep=True, regime_err_sep=True,\
cores=None, vm=False, name_y=None, name_x=None,\
name_yend=None, name_q=None, name_regimes=None,\
name_w=None, name_gwk=None, name_ds=None):
n = USER.check_arrays(y, x)
USER.check_y(y, n)
USER.check_weights(w, y)
USER.check_robust(robust, gwk)
USER.check_spat_diag(spat_diag, w)
name_x = USER.set_name_x(name_x, x,constant=True)
name_y = USER.set_name_y(name_y)
name_yend = USER.set_name_yend(name_yend, yend)
name_q = USER.set_name_q(name_q, q)
name_q.extend(USER.set_name_q_sp(name_x, w_lags, name_q, lag_q, force_all=True))
self.name_regimes = USER.set_name_ds(name_regimes)
self.constant_regi=constant_regi
self.n = n
if cols2regi == 'all':
if yend!=None:
cols2regi = [True] * (x.shape[1]+yend.shape[1])
else:
cols2regi = [True] * (x.shape[1])
if regime_lag_sep == True:
cols2regi += [True]
self.regimes_set = list(set(regimes))
self.regimes_set.sort()
w_i,regi_ids,warn = REGI.w_regimes(w, regimes, self.regimes_set, transform=True, get_ids=True, min_n=len(cols2regi)+1)
set_warn(self,warn)
if not regime_err_sep:
w = REGI.w_regimes_union(w, w_i, self.regimes_set)
else:
cols2regi += [False]
if regime_err_sep == True:
raise Exception, "All coefficients must vary accross regimes if regime_err_sep = True."
self.cols2regi = cols2regi
if regime_lag_sep == True and regime_err_sep == True:
if set(cols2regi) == set([True]):
self.GM_Lag_Regimes_Multi(y, x, w_i, regi_ids,\
yend=yend, q=q, w_lags=w_lags, lag_q=lag_q, cores=cores,\
robust=robust, gwk=gwk, sig2n_k=sig2n_k, cols2regi=cols2regi,\
spat_diag=spat_diag, vm=vm, name_y=name_y, name_x=name_x,\
name_yend=name_yend, name_q=name_q, name_regimes=self.name_regimes,\
name_w=name_w, name_gwk=name_gwk, name_ds=name_ds)
else:
raise Exception, "All coefficients must vary accross regimes if regime_err_sep = True."
else:
yend2, q2 = set_endog(y, x, w, yend, q, w_lags, lag_q)
name_yend.append(USER.set_name_yend_sp(name_y))
TSLS_Regimes.__init__(self, y=y, x=x, yend=yend2, q=q2,\
regimes=regimes, w=w, robust=robust, gwk=gwk,\
sig2n_k=sig2n_k, spat_diag=spat_diag, vm=vm,\
constant_regi=constant_regi, cols2regi=cols2regi, name_y=name_y,\
name_x=name_x, name_yend=name_yend, name_q=name_q,\
name_regimes=name_regimes, name_w=name_w, name_gwk=name_gwk,\
name_ds=name_ds,summ=False)
if regime_lag_sep:
self.sp_att_reg(w_i, regi_ids, yend2[:,-1].reshape(self.n,1))
else:
self.predy_e, self.e_pred = sp_att(w,self.y,self.predy,\
yend2[:,-1].reshape(self.n,1),self.betas[-1])
self.regime_lag_sep=regime_lag_sep
self.title = "SPATIAL TWO STAGE LEAST SQUARES - REGIMES"
SUMMARY.GM_Lag(reg=self, w=w, vm=vm, spat_diag=spat_diag, regimes=True)
def __init__(self, y, x, regimes, yend=None, q=None,\
w=None, w_lags=1, lag_q=True,\
robust=None, gwk=None, sig2n_k=False,\
spat_diag=False, constant_regi='many',\
cols2regi='all', regime_lag_sep=False, regime_err_sep=True,\
cores=None, vm=False, name_y=None, name_x=None,\
name_yend=None, name_q=None, name_regimes=None,\
name_w=None, name_gwk=None, name_ds=None):
n = USER.check_arrays(y, x)
USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
USER.check_robust(robust, gwk)
USER.check_spat_diag(spat_diag, w)
name_x = USER.set_name_x(name_x, x, constant=True)
name_y = USER.set_name_y(name_y)
name_yend = USER.set_name_yend(name_yend, yend)
name_q = USER.set_name_q(name_q, q)
name_q.extend(
USER.set_name_q_sp(name_x, w_lags, name_q, lag_q, force_all=True))
self.name_regimes = USER.set_name_ds(name_regimes)
self.constant_regi = constant_regi
self.n = n
cols2regi = REGI.check_cols2regi(constant_regi,
cols2regi,
x,
yend=yend,
add_cons=False)
self.cols2regi = cols2regi
self.regimes_set = REGI._get_regimes_set(regimes)
self.regimes = regimes
USER.check_regimes(self.regimes_set)
self.regime_err_sep = regime_err_sep
self.regime_lag_sep = regime_lag_sep
if regime_lag_sep == True:
if not regime_err_sep:
raise Exception, "regime_err_sep must be True when regime_lag_sep=True."
cols2regi += [True]
w_i, regi_ids, warn = REGI.w_regimes(w,
regimes,
self.regimes_set,
transform=True,
get_ids=True,
min_n=len(cols2regi) + 1)
set_warn(self, warn)
else:
cols2regi += [False]
if regime_err_sep == True and set(cols2regi) == set(
[True]) and constant_regi == 'many':
self.y = y
self.GM_Lag_Regimes_Multi(y, x, w_i, regi_ids,\
yend=yend, q=q, w_lags=w_lags, lag_q=lag_q, cores=cores,\
robust=robust, gwk=gwk, sig2n_k=sig2n_k, cols2regi=cols2regi,\
spat_diag=spat_diag, vm=vm, name_y=name_y, name_x=name_x,\
name_yend=name_yend, name_q=name_q, name_regimes=self.name_regimes,\
name_w=name_w, name_gwk=name_gwk, name_ds=name_ds)
else:
if regime_lag_sep == True:
w = REGI.w_regimes_union(w, w_i, self.regimes_set)
yend2, q2 = set_endog(y, x, w, yend, q, w_lags, lag_q)
name_yend.append(USER.set_name_yend_sp(name_y))
TSLS_Regimes.__init__(self, y=y, x=x, yend=yend2, q=q2,\
regimes=regimes, w=w, robust=robust, gwk=gwk,\
sig2n_k=sig2n_k, spat_diag=spat_diag, vm=vm,\
constant_regi=constant_regi, cols2regi=cols2regi, regime_err_sep=regime_err_sep,\
name_y=name_y, name_x=name_x, name_yend=name_yend, name_q=name_q,\
name_regimes=name_regimes, name_w=name_w, name_gwk=name_gwk,\
name_ds=name_ds,summ=False)
if regime_lag_sep:
self.sp_att_reg(w_i, regi_ids, yend2[:, -1].reshape(self.n, 1))
else:
self.predy_e, self.e_pred, warn = sp_att(w,self.y,self.predy,\
yend2[:,-1].reshape(self.n,1),self.betas[-1])
set_warn(self, warn)
self.regime_lag_sep = regime_lag_sep
if regime_err_sep == True:
self.title = "SPATIAL TWO STAGE LEAST SQUARES - REGIMES (Group-wise heteroskedasticity)"
else:
self.title = "SPATIAL TWO STAGE LEAST SQUARES - REGIMES"
SUMMARY.GM_Lag(reg=self,
w=w,
vm=vm,
spat_diag=spat_diag,
regimes=True)
def __init__(self,
y,
x,
regimes,
yend=None,
q=None,
w=None,
w_lags=1,
lag_q=True,
robust=None,
gwk=None,
sig2n_k=False,
spat_diag=False,
constant_regi='many',
cols2regi='all',
regime_lag_sep=False,
regime_err_sep=True,
cores=False,
vm=False,
name_y=None,
name_x=None,
name_yend=None,
name_q=None,
name_regimes=None,
name_w=None,
name_gwk=None,
name_ds=None):
n = USER.check_arrays(y, x)
USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
USER.check_robust(robust, gwk)
USER.check_spat_diag(spat_diag, w)
name_x = USER.set_name_x(name_x, x, constant=True)
name_y = USER.set_name_y(name_y)
name_yend = USER.set_name_yend(name_yend, yend)
name_q = USER.set_name_q(name_q, q)
name_q.extend(
USER.set_name_q_sp(name_x, w_lags, name_q, lag_q, force_all=True))
self.name_regimes = USER.set_name_ds(name_regimes)
self.constant_regi = constant_regi
self.n = n
cols2regi = REGI.check_cols2regi(constant_regi,
cols2regi,
x,
yend=yend,
add_cons=False)
self.cols2regi = cols2regi
self.regimes_set = REGI._get_regimes_set(regimes)
self.regimes = regimes
USER.check_regimes(self.regimes_set, self.n, x.shape[1])
if regime_err_sep == True and robust == 'hac':
set_warn(
self,
"Error by regimes is incompatible with HAC estimation for Spatial Lag models. Hence, error and lag by regimes have been disabled for this model."
)
regime_err_sep = False
regime_lag_sep = False
self.regime_err_sep = regime_err_sep
self.regime_lag_sep = regime_lag_sep
if regime_lag_sep == True:
if not regime_err_sep:
raise Exception, "regime_err_sep must be True when regime_lag_sep=True."
cols2regi += [True]
w_i, regi_ids, warn = REGI.w_regimes(w,
regimes,
self.regimes_set,
transform=True,
get_ids=True,
min_n=len(cols2regi) + 1)
set_warn(self, warn)
else:
cols2regi += [False]
if regime_err_sep == True and set(cols2regi) == set(
[True]) and constant_regi == 'many':
self.y = y
self.GM_Lag_Regimes_Multi(y,
x,
w_i,
w,
regi_ids,
yend=yend,
q=q,
w_lags=w_lags,
lag_q=lag_q,
cores=cores,
robust=robust,
gwk=gwk,
sig2n_k=sig2n_k,
cols2regi=cols2regi,
spat_diag=spat_diag,
vm=vm,
name_y=name_y,
name_x=name_x,
name_yend=name_yend,
name_q=name_q,
name_regimes=self.name_regimes,
name_w=name_w,
name_gwk=name_gwk,
name_ds=name_ds)
else:
if regime_lag_sep == True:
w = REGI.w_regimes_union(w, w_i, self.regimes_set)
yend2, q2 = set_endog(y, x, w, yend, q, w_lags, lag_q)
name_yend.append(USER.set_name_yend_sp(name_y))
TSLS_Regimes.__init__(self,
y=y,
x=x,
yend=yend2,
q=q2,
regimes=regimes,
w=w,
robust=robust,
gwk=gwk,
sig2n_k=sig2n_k,
spat_diag=spat_diag,
vm=vm,
constant_regi=constant_regi,
cols2regi=cols2regi,
regime_err_sep=regime_err_sep,
name_y=name_y,
name_x=name_x,
name_yend=name_yend,
name_q=name_q,
name_regimes=name_regimes,
name_w=name_w,
name_gwk=name_gwk,
name_ds=name_ds,
summ=False)
if regime_lag_sep:
self.sp_att_reg(w_i, regi_ids, yend2[:, -1].reshape(self.n, 1))
else:
self.rho = self.betas[-1]
self.predy_e, self.e_pred, warn = sp_att(
w, self.y, self.predy, yend2[:, -1].reshape(self.n, 1),
self.rho)
set_warn(self, warn)
self.regime_lag_sep = regime_lag_sep
self.title = "SPATIAL " + self.title
SUMMARY.GM_Lag(reg=self,
w=w,
vm=vm,
spat_diag=spat_diag,
regimes=True)
def __init__(self, y, x, regimes, yend=None, q=None,\
w=None, w_lags=1, lag_q=True,\
robust=None, gwk=None, sig2n_k=False,\
spat_diag=False, constant_regi='many',\
cols2regi='all', regime_lag_sep=False, regime_err_sep=True,\
cores=None, vm=False, name_y=None, name_x=None,\
name_yend=None, name_q=None, name_regimes=None,\
name_w=None, name_gwk=None, name_ds=None):
n = USER.check_arrays(y, x)
USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
USER.check_robust(robust, gwk)
USER.check_spat_diag(spat_diag, w)
name_x = USER.set_name_x(name_x, x,constant=True)
name_y = USER.set_name_y(name_y)
name_yend = USER.set_name_yend(name_yend, yend)
name_q = USER.set_name_q(name_q, q)
name_q.extend(USER.set_name_q_sp(name_x, w_lags, name_q, lag_q, force_all=True))
self.name_regimes = USER.set_name_ds(name_regimes)
self.constant_regi=constant_regi
self.n = n
cols2regi = REGI.check_cols2regi(constant_regi, cols2regi, x, yend=yend, add_cons=False)
self.cols2regi = cols2regi
self.regimes_set = REGI._get_regimes_set(regimes)
self.regimes = regimes
USER.check_regimes(self.regimes_set)
self.regime_err_sep = regime_err_sep
self.regime_lag_sep = regime_lag_sep
if regime_lag_sep == True:
if not regime_err_sep:
raise Exception, "regime_err_sep must be True when regime_lag_sep=True."
cols2regi += [True]
w_i,regi_ids,warn = REGI.w_regimes(w, regimes, self.regimes_set, transform=True, get_ids=True, min_n=len(cols2regi)+1)
set_warn(self,warn)
else:
cols2regi += [False]
if regime_err_sep == True and set(cols2regi) == set([True]) and constant_regi == 'many':
self.y = y
self.GM_Lag_Regimes_Multi(y, x, w_i, regi_ids,\
yend=yend, q=q, w_lags=w_lags, lag_q=lag_q, cores=cores,\
robust=robust, gwk=gwk, sig2n_k=sig2n_k, cols2regi=cols2regi,\
spat_diag=spat_diag, vm=vm, name_y=name_y, name_x=name_x,\
name_yend=name_yend, name_q=name_q, name_regimes=self.name_regimes,\
name_w=name_w, name_gwk=name_gwk, name_ds=name_ds)
else:
if regime_lag_sep == True:
w = REGI.w_regimes_union(w, w_i, self.regimes_set)
yend2, q2 = set_endog(y, x, w, yend, q, w_lags, lag_q)
name_yend.append(USER.set_name_yend_sp(name_y))
TSLS_Regimes.__init__(self, y=y, x=x, yend=yend2, q=q2,\
regimes=regimes, w=w, robust=robust, gwk=gwk,\
sig2n_k=sig2n_k, spat_diag=spat_diag, vm=vm,\
constant_regi=constant_regi, cols2regi=cols2regi, regime_err_sep=regime_err_sep,\
name_y=name_y, name_x=name_x, name_yend=name_yend, name_q=name_q,\
name_regimes=name_regimes, name_w=name_w, name_gwk=name_gwk,\
name_ds=name_ds,summ=False)
if regime_lag_sep:
self.sp_att_reg(w_i, regi_ids, yend2[:,-1].reshape(self.n,1))
else:
self.predy_e, self.e_pred, warn = sp_att(w,self.y,self.predy,\
yend2[:,-1].reshape(self.n,1),self.betas[-1])
set_warn(self,warn)
self.regime_lag_sep=regime_lag_sep
if regime_err_sep == True:
self.title = "SPATIAL TWO STAGE LEAST SQUARES - REGIMES (Group-wise heteroskedasticity)"
else:
self.title = "SPATIAL TWO STAGE LEAST SQUARES - REGIMES"
SUMMARY.GM_Lag(reg=self, w=w, vm=vm, spat_diag=spat_diag, regimes=True)