def summary(self) -> Summary:
"""
Model estimation summary.
Returns
-------
Summary
Summary table of model estimation results
Supports export to csv, html and latex using the methods ``summary.as_csv()``,
``summary.as_html()`` and ``summary.as_latex()``.
"""
title = self._method + " Estimation Summary"
top_left = [
("Eq. Label:", self.equation_label),
("Dep. Variable:", self.dependent),
("Estimator:", self._method),
("No. Observations:", self.nobs),
("Date:", self._datetime.strftime("%a, %b %d %Y")),
("Time:", self._datetime.strftime("%H:%M:%S")),
("", ""),
]
top_right = [
("R-squared:", _str(self.rsquared)),
("Adj. R-squared:", _str(self.rsquared_adj)),
("Cov. Estimator:", self._cov_type),
("F-statistic:", _str(self.f_statistic.stat)),
("P-value (F-stat)", pval_format(self.f_statistic.pval)),
("Distribution:", str(self.f_statistic.dist_name)),
("", ""),
]
stubs = []
vals = []
for stub, val in top_left:
stubs.append(stub)
vals.append([val])
table = SimpleTable(vals, txt_fmt=fmt_2cols, title=title, stubs=stubs)
# create summary table instance
smry = Summary()
# Top Table
# Parameter table
fmt = fmt_2cols
fmt["data_fmts"][1] = "%10s"
top_right = [("%-21s" % (" " + k), v) for k, v in top_right]
stubs = []
vals = []
for stub, val in top_right:
stubs.append(stub)
vals.append([val])
table.extend_right(SimpleTable(vals, stubs=stubs))
smry.tables.append(table)
smry.tables.append(
param_table(self, "Parameter Estimates", pad_bottom=True))
extra_text = []
instruments = self._instruments
if instruments:
endog = self._endog
extra_text = [
"Endogenous: " + ", ".join(endog),
"Instruments: " + ", ".join(instruments),
]
extra_text.append("Covariance Estimator:")
for line in str(self._cov_estimator).split("\n"):
extra_text.append(line)
if self._weight_estimator:
extra_text.append("Weight Estimator:")
for line in str(self._weight_estimator).split("\n"):
extra_text.append(line)
smry.add_extra_txt(extra_text)
return smry
def summary(self) -> Summary:
"""
Model estimation summary.
Returns
-------
Summary
Summary table of model estimation results
Supports export to csv, html and latex using the methods ``summary.as_csv()``,
``summary.as_html()`` and ``summary.as_latex()``.
"""
title = "System " + self._method + " Estimation Summary"
top_left = [
("Estimator:", self._method),
("No. Equations.:", str(len(self.equation_labels))),
("No. Observations:", str(self.resids.shape[0])),
("Date:", self._datetime.strftime("%a, %b %d %Y")),
("Time:", self._datetime.strftime("%H:%M:%S")),
("", ""),
("", ""),
]
top_right = [
("Overall R-squared:", _str(self.rsquared)),
("McElroy's R-squared:", _str(self.system_rsquared.mcelroy)),
("Judge's (OLS) R-squared:", _str(self.system_rsquared.judge)),
("Berndt's R-squared:", _str(self.system_rsquared.berndt)),
("Dhrymes's R-squared:", _str(self.system_rsquared.dhrymes)),
("Cov. Estimator:", self._cov_type),
("Num. Constraints: ", self._num_constraints),
]
stubs = []
vals = []
for stub, val in top_left:
stubs.append(stub)
vals.append([val])
table = SimpleTable(vals, txt_fmt=fmt_2cols, title=title, stubs=stubs)
# create summary table instance
smry = Summary()
# Top Table
# Parameter table
fmt = fmt_2cols
fmt["data_fmts"][1] = "%10s"
top_right = [("%-21s" % (" " + k), v) for k, v in top_right]
stubs = []
vals = []
for stub, val in top_right:
stubs.append(stub)
vals.append([val])
table.extend_right(SimpleTable(vals, stubs=stubs))
smry.tables.append(table)
for i, eqlabel in enumerate(self.equation_labels):
last_row = i == (len(self.equation_labels) - 1)
results = self.equations[eqlabel]
dep_name = results.dependent
title = "Equation: {0}, Dependent Variable: {1}".format(
eqlabel, dep_name)
pad_bottom = results.instruments is not None and not last_row
smry.tables.append(
param_table(results, title, pad_bottom=pad_bottom))
if results.instruments:
formatted = format_wide(results.instruments, 80)
if not last_row:
formatted.append([" "])
smry.tables.append(
SimpleTable(formatted, headers=["Instruments"]))
extra_text = ["Covariance Estimator:"]
for line in str(self._cov_estimator).split("\n"):
extra_text.append(line)
if self._weight_estimtor:
extra_text.append("Weight Estimator:")
for line in str(self._weight_estimtor).split("\n"):
extra_text.append(line)
smry.add_extra_txt(extra_text)
return smry