Esempio n. 1
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 def run(self, data, *args, **kwargs):
     self._last_coefficients = None
     result = bhhh_mnl_estimation.run(self, data, *args, **kwargs)
     # run a diagnose procedure
     if self._last_coefficients is not None:
         utilities_class = linear_utilities_diagnose()
         utilities_class.run(data, self._last_coefficients, resources=self.resources)
     return result
Esempio n. 2
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 def run(self, data, upc_sequence, resources):
     """
     'data' is of shape (nobservations, nchoices, nvariables).
     WESML procedure (Weighted endogenous sampling maximum likelihood), Manski, Lerman 1977
     data are weighted by correction weights (observation_share/sampled_share) in order to take into account 
     undersampled or oversampled observations.
     Set the variable name for the correction weights into estimate_config (in choice_model) as 
     "wesml_sampling_correction_variable" entry.
     """
     model = resources.get("_model_")
     self.wesml_weights = model.get_attribute_for_submodel(resources.get("wesml_sampling_correction_variable"), resources)
     return bhhh_mnl_estimation.run(self, data, upc_sequence, resources)
 def run(self, data, upc_sequence, resources):
     """
     'data' is of shape (nobservations, nchoices, nvariables).
     WESML procedure (Weighted endogenous sampling maximum likelihood), Manski, Lerman 1977
     data are weighted by correction weights (observation_share/sampled_share) in order to take into account 
     undersampled or oversampled observations.
     Set the variable name for the correction weights into estimate_config (in choice_model) as 
     "wesml_sampling_correction_variable" entry.
     """
     model = resources.get("_model_")
     self.wesml_weights = model.get_attribute_for_submodel(
         resources.get("wesml_sampling_correction_variable"), resources)
     return bhhh_mnl_estimation.run(self, data, upc_sequence, resources)
 def run(self, data, upc_sequence, resources):
     """
     'data' is of shape (nobservations, nchoices, nvariables).
     WESML procedure (Weighted endogenous sampling maximum likelihood), Manski, Lerman 1977
     data are weighted by correction weights (observation_share/sampled_share) in order to take into account 
     undersampled or oversampled observations.
     Set the variable name for the correction weights into estimate_config (in choice_model) as 
     "wesml_sampling_correction_variable" entry.
     """
     model = resources.get("_model_")
     self.wesml_weights = model.choice_set.compute_variables([resources.get("wesml_sampling_correction_variable")], 
                                        dataset_pool=model.dataset_pool)
     self.wesml_weights = self.wesml_weights[resources.get("index")]
     weighted_data = data*reshape(self.wesml_weights, (data.shape[0], data.shape[1], 1))
     return bhhh_mnl_estimation.run(self, weighted_data, upc_sequence, resources)