def beta_diag(reg, robust):
# compute diagnostics
reg.std_err = diagnostics.se_betas(reg)
reg.z_stat = diagnostics.t_stat(reg, z_stat=True)
reg.pr2 = diagnostics_tsls.pr2_aspatial(reg)
# organize summary output
reg.__summary['summary_std_err'] = robust
reg.__summary['summary_zt'] = 'z'
reg.__summary['summary_r2'] = "%-20s:%12.4f\n" % ('Pseudo R-squared',reg.pr2)
def beta_diag(reg, robust):
# compute diagnostics
reg.std_err = diagnostics.se_betas(reg)
reg.z_stat = diagnostics.t_stat(reg, z_stat=True)
reg.pr2 = diagnostics_tsls.pr2_aspatial(reg)
# organize summary output
reg.__summary["summary_std_err"] = robust
reg.__summary["summary_zt"] = "z"
reg.__summary["summary_r2"] = "%-20s:%12.6f\n" % ("Pseudo R-squared", reg.pr2)
def beta_diag(reg, robust):
# compute diagnostics
reg.std_err = diagnostics.se_betas(reg)
reg.z_stat = diagnostics.t_stat(reg, z_stat=True)
reg.pr2 = diagnostics_tsls.pr2_aspatial(reg)
# organize summary output
reg.__summary['summary_std_err'] = robust
reg.__summary['summary_zt'] = 'z'
reg.__summary['summary_r2'] = "%-20s:%12.6f\n" % ('Pseudo R-squared',
reg.pr2)
def beta_diag_ols(reg, robust):
# compute diagnostics
reg.std_err = diagnostics.se_betas(reg)
reg.t_stat = diagnostics.t_stat(reg)
reg.r2 = diagnostics.r2(reg)
reg.ar2 = diagnostics.ar2(reg)
# organize summary output
reg.__summary['summary_std_err'] = robust
reg.__summary['summary_zt'] = 't'
reg.__summary['summary_r2'] = "%-20s:%12.4f\n%-20s:%12.4f\n" % ('R-squared',reg.r2,'Adjusted R-squared',reg.ar2)
# build coefficients table body
position = summary_coefs_allx(reg, reg.t_stat)
def beta_diag_ols(reg, robust):
# compute diagnostics
reg.std_err = diagnostics.se_betas(reg)
reg.t_stat = diagnostics.t_stat(reg)
reg.r2 = diagnostics.r2(reg)
reg.ar2 = diagnostics.ar2(reg)
# organize summary output
reg.__summary['summary_std_err'] = robust
reg.__summary['summary_zt'] = 't'
reg.__summary['summary_r2'] = "%-20s:%12.6f\n%-20s:%12.4f\n" % (
'R-squared', reg.r2, 'Adjusted R-squared', reg.ar2)
# build coefficients table body
position = summary_coefs_allx(reg, reg.t_stat)
def beta_diag_lag(reg, robust, error=True):
# compute diagnostics
reg.std_err = diagnostics.se_betas(reg)
reg.z_stat = diagnostics.t_stat(reg, z_stat=True)
reg.pr2 = diagnostics_tsls.pr2_aspatial(reg)
# organize summary output
reg.__summary['summary_std_err'] = robust
reg.__summary['summary_zt'] = 'z'
reg.__summary['summary_r2'] = "%-20s: %5.4f\n" % ('Pseudo R-squared',reg.pr2)
if (error and np.abs(reg.betas[-2])<1) or (not error and np.abs(reg.betas[-1])<1):
reg.pr2_e = diagnostics_tsls.pr2_spatial(reg)
reg.__summary['summary_r2'] += "%-20s: %5.4f\n" % ('Spatial Pseudo R-squared',reg.pr2_e)
else:
reg.__summary['summary_r2'] += "Spatial Pseudo R-squared: omitted due to rho outside the boundary (-1, 1)."
def beta_diag_lag(reg, robust, error=True):
# compute diagnostics
reg.std_err = diagnostics.se_betas(reg)
reg.z_stat = diagnostics.t_stat(reg, z_stat=True)
reg.pr2 = diagnostics_tsls.pr2_aspatial(reg)
# organize summary output
reg.__summary['summary_std_err'] = robust
reg.__summary['summary_zt'] = 'z'
reg.__summary['summary_r2'] = "%-20s: %5.4f\n" % ('Pseudo R-squared',
reg.pr2)
if np.abs(reg.rho) < 1:
reg.pr2_e = diagnostics_tsls.pr2_spatial(reg)
reg.__summary['summary_r2'] += "%-20s: %5.4f\n" % (
'Spatial Pseudo R-squared', reg.pr2_e)
else:
reg.__summary[
'summary_r2'] += "Spatial Pseudo R-squared: omitted due to rho outside the boundary (-1, 1)."