def initialize(self):
"""
Preprocesses the data for MNLogit.
Turns the endogenous variable into an array of dummies and assigns
J and K.
"""
super(MNLogit, self).initialize()
#This is also a "whiten" method as used in other models (eg regression)
wendog, self.names = tools.categorical(self.endog, drop=True,
dictnames=True)
self.wendog = wendog # don't drop first category
self.J = float(wendog.shape[1])
self.K = float(self.exog.shape[1])
self.df_model *= (self.J-1) # for each J - 1 equation.
self.df_resid = self.exog.shape[0] - self.df_model - (self.J-1)
def initialize(self):
"""
Preprocesses the data for MNLogit.
Turns the endogenous variable into an array of dummies and assigns
J and K.
"""
super(MNLogit, self).initialize()
#This is also a "whiten" method as used in other models (eg regression)
wendog, self.names = tools.categorical(self.endog,
drop=True,
dictnames=True)
self.wendog = wendog # don't drop first category
self.J = float(wendog.shape[1])
self.K = float(self.exog.shape[1])
self.df_model *= (self.J - 1) # for each J - 1 equation.
self.df_resid = self.exog.shape[0] - self.df_model - (self.J - 1)
def test_recarray1d(self):
instr = self.structdes['str_instr'].view(np.recarray)
dum = tools.categorical(instr)
test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names[-5:]]))
assert_array_equal(test_dum, self.dummy)
assert_equal(len(dum.dtype.names), 6)
def test_array1d_drop(self):
des = tools.categorical(self.string_var, drop=True)
assert_array_equal(des, self.dummy)
assert_equal(des.shape[1],5)
def test_recarray2d(self):
des = tools.categorical(self.recdes, col='str_instr')
# better way to do this?
test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]]))
assert_array_equal(test_des, self.dummy)
assert_equal(len(des.dtype.names), 9)
def test_recarray1d_drop(self):
instr = self.structdes['instrument'].view(np.recarray)
dum = tools.categorical(instr, drop=True)
test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names]))
assert_array_equal(test_dum, self.dummy)
assert_equal(len(dum.dtype.names), 5)
def test_structarray1d(self):
instr = self.structdes['instrument'].view(dtype=[('var1', 'f4')])
dum = tools.categorical(instr)
test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names[-5:]]))
assert_array_equal(test_dum, self.dummy)
assert_equal(len(dum.dtype.names), 6)
def test_structarray1d_drop(self):
instr = self.structdes['str_instr'].view(dtype=[('var1', 'a10')])
dum = tools.categorical(instr, drop=True)
test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names]))
assert_array_equal(test_dum, self.dummy)
assert_equal(len(dum.dtype.names), 5)
def test_array1d_drop(self):
des = tools.categorical(self.string_var, drop=True)
assert_array_equal(des, self.dummy)
assert_equal(des.shape[1], 5)
def test_array2d(self):
des = np.column_stack((self.des, self.instr, self.des))
des = tools.categorical(des, col=2)
assert_array_equal(des[:, -5:], self.dummy)
assert_equal(des.shape[1], 10)
def test_array1d(self):
des = tools.categorical(self.instr)
assert_array_equal(des[:, -5:], self.dummy)
assert_equal(des.shape[1], 6)
def test_structarray2d_drop(self):
des = tools.categorical(self.structdes, col='str_instr', drop=True)
test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]]))
assert_array_equal(test_des, self.dummy)
assert_equal(len(des.dtype.names), 8)
def test_structarray1d_drop(self):
instr = self.structdes['str_instr'].view(dtype=[('var1', 'a10')])
dum = tools.categorical(instr, drop=True)
test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names]))
assert_array_equal(test_dum, self.dummy)
assert_equal(len(dum.dtype.names), 5)
def test_structarray2dint(self):
des = tools.categorical(self.structdes, col=3)
test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]]))
assert_array_equal(test_des, self.dummy)
assert_equal(len(des.dtype.names), 9)
def test_recarray1d(self):
instr = self.structdes['str_instr'].view(np.recarray)
dum = tools.categorical(instr)
test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names[-5:]]))
assert_array_equal(test_dum, self.dummy)
assert_equal(len(dum.dtype.names), 6)
def test_recarray2d(self):
des = tools.categorical(self.recdes, col='str_instr')
# better way to do this?
test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]]))
assert_array_equal(test_des, self.dummy)
assert_equal(len(des.dtype.names), 9)
def test_structarray2dint(self):
des = tools.categorical(self.structdes, col=3)
test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]]))
assert_array_equal(test_des, self.dummy)
assert_equal(len(des.dtype.names), 9)
def test_recarray1d_drop(self):
instr = self.structdes['instrument'].view(np.recarray)
dum = tools.categorical(instr, drop=True)
test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names]))
assert_array_equal(test_dum, self.dummy)
assert_equal(len(dum.dtype.names), 5)
def test_structarray2d_drop(self):
des = tools.categorical(self.structdes, col='str_instr', drop=True)
test_des = np.column_stack(([des[_] for _ in des.dtype.names[-5:]]))
assert_array_equal(test_des, self.dummy)
assert_equal(len(des.dtype.names), 8)
def test_array2d_drop(self):
des = np.column_stack((self.des, self.instr, self.des))
des = tools.categorical(des, col=2, drop=True)
assert_array_equal(des[:,-5:], self.dummy)
assert_equal(des.shape[1],9)
def test_array1d(self):
des = tools.categorical(self.instr)
assert_array_equal(des[:,-5:], self.dummy)
assert_equal(des.shape[1],6)
def test_structarray1d(self):
instr = self.structdes['instrument'].view(dtype=[('var1', 'f4')])
dum = tools.categorical(instr)
test_dum = np.column_stack(([dum[_] for _ in dum.dtype.names[-5:]]))
assert_array_equal(test_dum, self.dummy)
assert_equal(len(dum.dtype.names), 6)
