Exemplo n.º 1
0
def test_compare(data, stars):
    res1 = IV2SLS(data.dep, data.exog, data.endog, data.instr).fit()
    res2 = IV2SLS(data.dep, data.exog, data.endog, data.instr[:, :-1]).fit()
    res3 = IVGMM(data.dep, data.exog[:, :2], data.endog, data.instr).fit()
    res4 = IV2SLS(data.dep, data.exog, data.endog, data.instr).fit()
    c = compare([res1, res2, res3, res4], stars=stars)
    assert len(c.rsquared) == 4
    assert isinstance(str(c.summary), str)
    if stars:
        total = 1 * (c.pvalues < 0.10) + (c.pvalues < 0.05) + (c.pvalues <
                                                               0.01)
        total_stars = np.asarray(total).sum()
        count = sum([char == "*" for char in str(c.summary)])
        print(c.pvalues)
        print(total)
        print(c.summary)
        assert count == total_stars

    c = compare({
        "Model A": res1,
        "Model B": res2,
        "Model C": res3,
        "Model D": res4
    })
    assert isinstance(str(c.summary), str)
    res = {"Model A": res1, "Model B": res2, "Model C": res3, "Model D": res4}
    c = compare(res, stars=stars)
    assert isinstance(str(c.summary), str)
    assert isinstance(c.pvalues, pd.DataFrame)

    res1 = IV2SLS(data.dep, data.exog[:, :1], None, None).fit()
    res2 = IV2SLS(data.dep, data.exog[:, :2], None, None).fit()
    c = compare({"Model A": res1, "Model B": res2}, stars=stars)
    assert isinstance(str(c.summary), str)
Exemplo n.º 2
0
def test_compare(data):
    res1 = IV2SLS(data.dep, data.exog, data.endog, data.instr).fit()
    res2 = IV2SLS(data.dep, data.exog, data.endog, data.instr[:, :-1]).fit()
    res3 = IVGMM(data.dep, data.exog[:, :2], data.endog, data.instr).fit()
    res4 = IV2SLS(data.dep, data.exog, data.endog, data.instr).fit()
    c = compare([res1, res2, res3, res4])
    assert len(c.rsquared) == 4
    c.summary
    c = compare({
        'Model A': res1,
        'Model B': res2,
        'Model C': res3,
        'Model D': res4
    })
    c.summary
    res = OrderedDict()
    res['Model A'] = res1
    res['Model B'] = res2
    res['Model C'] = res3
    res['Model D'] = res4
    c = compare(res)
    c.summary
    c.pvalues

    res1 = IV2SLS(data.dep, data.exog[:, :1], None, None).fit()
    res2 = IV2SLS(data.dep, data.exog[:, :2], None, None).fit()
    c = compare({'Model A': res1, 'Model B': res2})
    c.summary
Exemplo n.º 3
0
def test_compare_single(data):
    res1 = IV2SLS(data.dep, data.exog, data.endog, data.instr).fit()
    c = compare([res1])
    assert len(c.rsquared) == 1
    c.summary
    c = compare({"Model A": res1})
    c.summary
    res = {"Model A": res1}
    c = compare(res)
    c.summary
    c.pvalues
Exemplo n.º 4
0
def test_compare_single(data):
    res1 = IV2SLS(data.dep, data.exog, data.endog, data.instr).fit()
    c = compare([res1])
    assert len(c.rsquared) == 1
    assert isinstance(c.summary, Summary)
    c = compare({"Model A": res1})
    assert isinstance(c.summary, Summary)
    res = {"Model A": res1}
    c = compare(res)
    assert isinstance(c.summary, Summary)
    assert isinstance(c.pvalues, pd.DataFrame)
Exemplo n.º 5
0
def test_compare_single(data):
    res1 = IV2SLS(data.dep, data.exog, data.endog, data.instr).fit()
    c = compare([res1])
    assert len(c.rsquared) == 1
    c.summary
    c = compare({'Model A': res1})
    c.summary
    res = OrderedDict()
    res['Model A'] = res1
    c = compare(res)
    c.summary
    c.pvalues
Exemplo n.º 6
0
def test_compare(data):
    res1 = IV2SLS(data.dep, data.exog, data.endog, data.instr).fit()
    res2 = IV2SLS(data.dep, data.exog, data.endog, data.instr[:, :-1]).fit()
    res3 = IVGMM(data.dep, data.exog[:, :2], data.endog, data.instr).fit()
    res4 = IV2SLS(data.dep, data.exog, data.endog, data.instr).fit()
    c = compare([res1, res2, res3, res4])
    assert len(c.rsquared) == 4
    c.summary
    c = compare({
        "Model A": res1,
        "Model B": res2,
        "Model C": res3,
        "Model D": res4
    })
    c.summary
    res = {"Model A": res1, "Model B": res2, "Model C": res3, "Model D": res4}
    c = compare(res)
    c.summary
    c.pvalues

    res1 = IV2SLS(data.dep, data.exog[:, :1], None, None).fit()
    res2 = IV2SLS(data.dep, data.exog[:, :2], None, None).fit()
    c = compare({"Model A": res1, "Model B": res2})
    c.summary
Exemplo n.º 7
0
def test_compare_single_single_parameter(data):
    res1 = IV2SLS(data.dep, data.exog[:, :1], None, None).fit()
    c = compare([res1])
    assert len(c.rsquared) == 1
    c.summary