def test_mv_ols_equivalence_hetero_debiased(mvreg_data): dependent, exog = mvreg_data mod = SUR.multivariate_ls(dependent, exog) res = mod.fit(cov_type='robust', debiased=True) keys = res.equation_labels for i in range(dependent.shape[1]): ols_mod = OLS(dependent[:, i], exog) ols_res = ols_mod.fit(cov_type='robust', debiased=True) mv_res = res.equations[keys[i]] check_results(mv_res, ols_res)
def test_mv_ols_equivalence(mvreg_data): dependent, exog = mvreg_data mod = SUR.multivariate_ls(dependent, exog) res = mod.fit(cov_type='unadjusted') keys = res.equation_labels assert res.method == 'OLS' for i in range(dependent.shape[1]): ols_mod = OLS(dependent[:, i], exog) ols_res = ols_mod.fit(cov_type='unadjusted', debiased=False) mv_res = res.equations[keys[i]] assert mv_res.method == 'OLS' check_results(mv_res, ols_res)