def test_model_regi_error(self):
#Artficial:
model = SP.GM_Error_Hom_Regimes(self.y_a,
self.x_a,
self.regi_a,
w=self.w_a,
regime_err_sep=True,
A1='het')
model1 = GM_Error_Hom(self.y_a[0:(self.n2)].reshape((self.n2), 1),
self.x_a[0:(self.n2)],
w=self.w_a1,
A1='het')
model2 = GM_Error_Hom(self.y_a[(self.n2):].reshape((self.n2), 1),
self.x_a[(self.n2):],
w=self.w_a1,
A1='het')
tbetas = np.vstack((model1.betas, model2.betas))
np.testing.assert_array_almost_equal(model.betas, tbetas)
vm = np.hstack((model1.vm.diagonal(), model2.vm.diagonal()))
np.testing.assert_array_almost_equal(model.vm.diagonal(), vm, 6)
#Columbus:
reg = SP.GM_Error_Hom_Regimes(self.y,
self.X2,
self.regimes,
self.w,
regime_err_sep=True,
A1='het')
betas = np.array([[60.66668194], [-1.72708492], [0.62170311],
[61.4526885], [-1.90700858], [0.1102755]])
np.testing.assert_array_almost_equal(reg.betas, betas, 6)
vm = np.array([45.57956967, -1.65365774, 0., 0., 0., 0.])
np.testing.assert_array_almost_equal(reg.vm[0], vm, 6)
u = np.array([-8.48092392])
np.testing.assert_array_almost_equal(reg.u[0], u, 6)
predy = np.array([24.20690392])
np.testing.assert_array_almost_equal(reg.predy[0], predy, 6)
e = np.array([-8.33982604])
np.testing.assert_array_almost_equal(reg.e_filtered[0], e, 6)
chow_r = np.array([[0.0050892, 0.94312823], [0.05746619, 0.81054651],
[1.65677138, 0.19803981]])
np.testing.assert_array_almost_equal(reg.chow.regi, chow_r, 6)
chow_j = 1.7914221673031792
self.assertAlmostEqual(reg.chow.joint[0], chow_j)
def test_model(self):
reg = SP.GM_Error_Hom_Regimes(self.y,
self.X,
self.regimes,
self.w,
A1='het')
betas = np.array([[62.95986466], [-0.15660795], [-1.49054832],
[60.98577615], [-0.3358993], [-0.82129289],
[0.54033921]])
np.testing.assert_array_almost_equal(reg.betas, betas, 6)
u = np.array([-2.19031456])
np.testing.assert_array_almost_equal(reg.u[0], u, 6)
predy = np.array([17.91629456])
np.testing.assert_array_almost_equal(reg.predy[0], predy, 6)
n = 49
self.assertAlmostEqual(reg.n, n, 6)
k = 6
self.assertAlmostEqual(reg.k, k, 6)
y = np.array([15.72598])
np.testing.assert_array_almost_equal(reg.y[0], y, 6)
x = np.array([[0., 0., 0., 1., 80.467003, 19.531]])
np.testing.assert_array_almost_equal(reg.x[0].toarray(), x, 6)
e = np.array([2.72131648])
np.testing.assert_array_almost_equal(reg.e_filtered[0], e, 6)
my = 35.128823897959187
self.assertAlmostEqual(reg.mean_y, my)
sy = 16.732092091229699
self.assertAlmostEqual(reg.std_y, sy)
vm = np.array([
49.16245801, -0.12493165, -1.89294614, 5.71968257, -0.0571525,
0.05745855, 0.
])
np.testing.assert_array_almost_equal(reg.vm[0], vm, 6)
sig2 = 96.96108341267626
self.assertAlmostEqual(reg.sig2, sig2, 5)
pr2 = 0.5515791216023577
self.assertAlmostEqual(reg.pr2, pr2)
std_err = np.array([
7.01159454, 0.20701411, 0.56905515, 7.90537942, 0.10268949,
0.56660879, 0.15659504
])
np.testing.assert_array_almost_equal(reg.std_err, std_err, 6)
chow_r = np.array([[0.03888544, 0.84367579], [0.61613446, 0.43248738],
[0.72632441, 0.39407719]])
np.testing.assert_array_almost_equal(reg.chow.regi, chow_r, 6)
chow_j = 0.92133276766189676
self.assertAlmostEqual(reg.chow.joint[0], chow_j)
