def test_attribute_writable_resettable():
"""
Regression test for mutables and class constructors.
"""
data = sm.datasets.longley.load()
endog, exog = data.endog, data.exog
glm_model = sm.GLM(endog, exog)
assert_equal(glm_model.family.link.power, 1.0)
glm_model.family.link.power = 2.
assert_equal(glm_model.family.link.power, 2.0)
glm_model2 = sm.GLM(endog, exog)
assert_equal(glm_model2.family.link.power, 1.0)
def estimate(self, estimation_pt, sample, bandwidth):
"""
Performs a GWR estimation at a given point.
estimation_pt is a list, tuple or numpy array containing the
coordinates of the regression point.
sample is a list or array with a sample to compute a prediction at
the same time, by applying the regression parameters found by the
regression to this value.
bandwidth is a the kernel bandwidth.
Returns a GWRResult object.
"""
# Compute the weights of all known samples using the Euclidean
# distance between the points, and a Gaussian kernel.
if self.kernel:
w = self.kernel(self.locations, estimation_pt, bandwidth)[0]
else:
w = Gaussian.kernel(self.locations, estimation_pt, bandwidth)[0]
# Perform the weighted regression using Maximum likelihood
if self.family is None: # Gaussian GWR
res = sm.WLS(self.targets, self.samples, w)
fres = res.fit()
else: # Poisson GWR
res = sm.GLM(endog=self.targets, exog=self.samples, family=self.family)
fres = res.fit(data_weights=w)
# Pack everything into a GWRResult object
# A GWRResult allows convenient inspection of the results.
gwr_result = GWRResult(estimation_pt, sample, fres, self)
del(fres)
return gwr_result
def __init__(self):
# generate artificial data
np.random.seed(98765678)
nobs = 200
rvs = np.random.randn(nobs, 6)
data_exog = rvs
data_exog = sm.add_constant(data_exog)
xbeta = 1 + 0.1 * rvs.sum(1)
data_endog = np.random.poisson(np.exp(xbeta))
#estimate discretemod.Poisson as benchmark
self.res_discrete = Poisson(data_endog, data_exog).fit(disp=0)
mod_glm = sm.GLM(data_endog, data_exog, family=sm.families.Poisson())
self.res_glm = mod_glm.fit()
#estimate generic MLE
#self.mod = PoissonGMLE(data_endog, data_exog)
#res = self.mod.fit()
offset = self.res_discrete.params[0] * data_exog[:, 0] #1d ???
#self.res = PoissonOffsetGMLE(data_endog, data_exog[:,1:], offset=offset).fit(start_params = np.ones(6)/2., method='nm')
modo = PoissonOffsetGMLE(data_endog, data_exog[:, 1:], offset=offset)
self.res = modo.fit(start_params=0.9 * self.res_discrete.params[1:],
method='nm',
disp=0)
def global_regression(self):
"""
Performs a global regression using the targets and samples only,
by ignoring the locations. OLS is used for this regression.
"""
if self.family is None:
return sm.OLS(self.targets, self.samples).fit()
else:
return sm.GLM(endog=self.targets, exog=self.samples, family=self.family).fit()
def __init__(self):
# generate artificial data
np.random.seed(98765678)
nobs = 200
rvs = np.random.randn(nobs, 6)
data_exog = rvs
data_exog = sm.add_constant(data_exog)
xbeta = 0.1 + 0.1 * rvs.sum(1)
data_endog = np.random.poisson(np.exp(xbeta))
#estimate discretemod.Poisson as benchmark
self.res_discrete = Poisson(data_endog, data_exog).fit(disp=0)
mod_glm = sm.GLM(data_endog, data_exog, family=sm.families.Poisson())
self.res_glm = mod_glm.fit()
#estimate generic MLE
self.mod = PoissonGMLE(data_endog, data_exog)
self.res = self.mod.fit(start_params=0.9 * self.res_discrete.params,
method='nm',
disp=0)
def setup(self):
#fit for each test, because results will be changed by test
x = self.exog
np.random.seed(987689)
y = x.sum(1) + np.random.randn(x.shape[0])
self.results = sm.GLM(y, self.exog).fit()
from pandas import DataFrame
data = sm.datasets.longley.load()
df = DataFrame(data.exog, columns=data.exog_name)
y = data.endog
# data.exog = sm.add_constant(data.exog)
df['intercept'] = 1.
olsresult = sm.OLS(y, df).fit()
rlmresult = sm.RLM(y, df).fit()
# olswrap = RegressionResultsWrapper(olsresult)
# rlmwrap = RLMResultsWrapper(rlmresult)
data = sm.datasets.wfs.load()
# get offset
offset = np.log(data.exog[:,-1])
exog = data.exog[:,:-1]
# convert dur to dummy
exog = sm.tools.categorical(exog, col=0, drop=True)
# drop reference category
# convert res to dummy
exog = sm.tools.categorical(exog, col=0, drop=True)
# convert edu to dummy
exog = sm.tools.categorical(exog, col=0, drop=True)
# drop reference categories and add intercept
exog = sm.add_constant(exog[:,[1,2,3,4,5,7,8,10,11,12]])
endog = np.round(data.endog)
mod = sm.GLM(endog, exog, family=sm.families.Poisson()).fit()
# glmwrap = GLMResultsWrapper(mod)