def __init__(self, y, x, intercept=True, nw_lags=None, nw_lags_beta=None, entity_effects=False, time_effects=False, x_effects=None, cluster=None, dropped_dummies={}, verbose=False): self._nw_lags_beta = nw_lags_beta from pandas.stats.plm import MovingPanelOLS self._ols_result = MovingPanelOLS(y=y, x=x, window_type='rolling', window=1, intercept=intercept, nw_lags=nw_lags, entity_effects=entity_effects, time_effects=time_effects, x_effects=x_effects, cluster=cluster, dropped_dummies=dropped_dummies, verbose=verbose) self._cols = self._ols_result._x.columns
def __init__(self, y, x, intercept=True, nw_lags=None, nw_lags_beta=None, entity_effects=False, time_effects=False, x_effects=None, cluster=None, dropped_dummies=None, verbose=False): import warnings warnings.warn( "The pandas.stats.fama_macbeth module is deprecated and will be " "removed in a future version. We refer to external packages " "like statsmodels, see here: " "http://www.statsmodels.org/stable/index.html", FutureWarning, stacklevel=4) if dropped_dummies is None: dropped_dummies = {} self._nw_lags_beta = nw_lags_beta from pandas.stats.plm import MovingPanelOLS self._ols_result = MovingPanelOLS(y=y, x=x, window_type='rolling', window=1, intercept=intercept, nw_lags=nw_lags, entity_effects=entity_effects, time_effects=time_effects, x_effects=x_effects, cluster=cluster, dropped_dummies=dropped_dummies, verbose=verbose) self._cols = self._ols_result._x.columns