from statsmodels.compat.python import urlretrieve import numpy as np from numpy.testing import assert_almost_equal import statsmodels.api as sm import statsmodels.stats.sandwich_covariance as sw #http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta import statsmodels.iolib.foreign as dta try: srs = dta.genfromdta("srs.dta") print('using local file') except IOError: urlretrieve('http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta', 'srs.dta') print('downloading file') srs = dta.genfromdta("srs.dta") # from statsmodels.tools.tools import webuse # srs = webuse('srs', 'http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/') # #does currently not cache file y = srs['api00'] #older numpy don't reorder #x = srs[['growth', 'emer', 'yr_rnd']].view(float).reshape(len(y), -1) #force sequence x = np.column_stack([srs[ii] for ii in ['growth', 'emer', 'yr_rnd']]) group = srs['dnum'] #xx = sm.add_constant(x, prepend=True) xx = sm.add_constant(x, prepend=False) #const at end for Stata compatibility
""" from statsmodels.compat.python import urlretrieve import numpy as np from numpy.testing import assert_almost_equal import statsmodels.api as sm import statsmodels.stats.sandwich_covariance as sw #requires Petersen's test_data #http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/test_data.txt try: pet = np.genfromtxt("test_data.txt") print('using local file') except IOError: urlretrieve('http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/test_data.txt', 'test_data.txt') print('downloading file') pet = np.genfromtxt("test_data.txt") endog = pet[:,-1] group = pet[:,0].astype(int) time = pet[:,1].astype(int) exog = sm.add_constant(pet[:,2]) res = sm.OLS(endog, exog).fit() cov01, covg, covt = sw.cov_cluster_2groups(res, group, group2=time) #Reference number from Petersen #http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/test_data.htm
from statsmodels.compat.python import urlretrieve import numpy as np from numpy.testing import assert_almost_equal import statsmodels.api as sm import statsmodels.stats.sandwich_covariance as sw # http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta import statsmodels.iolib.foreign as dta try: srs = dta.genfromdta("srs.dta") print("using local file") except IOError: urlretrieve("http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta", "srs.dta") print("downloading file") srs = dta.genfromdta("srs.dta") # from statsmodels.datasets import webuse # srs = webuse('srs', 'http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/') # #does currently not cache file y = srs["api00"] # older numpy don't reorder # x = srs[['growth', 'emer', 'yr_rnd']].view(float).reshape(len(y), -1) # force sequence x = np.column_stack([srs[ii] for ii in ["growth", "emer", "yr_rnd"]]) group = srs["dnum"] # xx = sm.add_constant(x, prepend=True) xx = sm.add_constant(x, prepend=False) # const at end for Stata compatibility
import numpy as np from numpy.testing import assert_almost_equal import statsmodels.api as sm import statsmodels.stats.sandwich_covariance as sw #http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta import statsmodels.iolib.foreign as dta try: srs = dta.genfromdta("srs.dta") print('using local file') except IOError: urlretrieve( 'http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta', 'srs.dta') print('downloading file') srs = dta.genfromdta("srs.dta") # from statsmodels.datasets import webuse # srs = webuse('srs', 'http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/') # #does currently not cache file y = srs['api00'] #older numpy don't reorder #x = srs[['growth', 'emer', 'yr_rnd']].view(float).reshape(len(y), -1) #force sequence x = np.column_stack([srs[ii] for ii in ['growth', 'emer', 'yr_rnd']]) group = srs['dnum'] #xx = sm.add_constant(x, prepend=True)