def _work(y,x,w,regi_ids,r,robust,sig2n_k,name_ds,name_y,name_x,name_w,name_regimes):
y_r = y[regi_ids[r]]
x_r = x[regi_ids[r]]
x_constant = USER.check_constant(x_r)
if robust == 'hac':
robust = None
model = BaseOLS(y_r, x_constant, robust=robust, sig2n_k=sig2n_k)
model.title = "ORDINARY LEAST SQUARES ESTIMATION - REGIME %s" %r
model.robust = USER.set_robust(robust)
model.name_ds = name_ds
model.name_y = '%s_%s'%(str(r), name_y)
model.name_x = ['%s_%s'%(str(r), i) for i in name_x]
model.name_w = name_w
model.name_regimes = name_regimes
if w:
w_r,warn = REGI.w_regime(w, regi_ids[r], r, transform=True)
set_warn(model, warn)
model.w = w_r
return model
def _work(y, x, w, regi_ids, r, robust, sig2n_k, name_ds, name_y, name_x, name_w, name_regimes):
y_r = y[regi_ids[r]]
x_r = x[regi_ids[r]]
x_constant = USER.check_constant(x_r)
if robust == 'hac':
robust = None
model = BaseOLS(y_r, x_constant, robust=robust, sig2n_k=sig2n_k)
model.title = "ORDINARY LEAST SQUARES ESTIMATION - REGIME %s" % r
model.robust = USER.set_robust(robust)
model.name_ds = name_ds
model.name_y = '%s_%s' % (str(r), name_y)
model.name_x = ['%s_%s' % (str(r), i) for i in name_x]
model.name_w = name_w
model.name_regimes = name_regimes
if w:
w_r, warn = REGI.w_regime(w, regi_ids[r], r, transform=True)
set_warn(model, warn)
model.w = w_r
return model
