def __init__(self,
y,
x,
intercept=True,
nw_lags=None,
nw_lags_beta=None,
entity_effects=False,
time_effects=False,
x_effects=None,
cluster=None,
dropped_dummies={},
verbose=False):
self._nw_lags_beta = nw_lags_beta
from pandas.stats.plm import MovingPanelOLS
self._ols_result = MovingPanelOLS(y=y,
x=x,
window_type='rolling',
window=1,
intercept=intercept,
nw_lags=nw_lags,
entity_effects=entity_effects,
time_effects=time_effects,
x_effects=x_effects,
cluster=cluster,
dropped_dummies=dropped_dummies,
verbose=verbose)
self._cols = self._ols_result._x.columns
def __init__(self,
y,
x,
intercept=True,
nw_lags=None,
nw_lags_beta=None,
entity_effects=False,
time_effects=False,
x_effects=None,
cluster=None,
dropped_dummies=None,
verbose=False):
import warnings
warnings.warn(
"The pandas.stats.fama_macbeth module is deprecated and will be "
"removed in a future version. We refer to external packages "
"like statsmodels, see here: "
"http://www.statsmodels.org/stable/index.html",
FutureWarning,
stacklevel=4)
if dropped_dummies is None:
dropped_dummies = {}
self._nw_lags_beta = nw_lags_beta
from pandas.stats.plm import MovingPanelOLS
self._ols_result = MovingPanelOLS(y=y,
x=x,
window_type='rolling',
window=1,
intercept=intercept,
nw_lags=nw_lags,
entity_effects=entity_effects,
time_effects=time_effects,
x_effects=x_effects,
cluster=cluster,
dropped_dummies=dropped_dummies,
verbose=verbose)
self._cols = self._ols_result._x.columns