def setupClass(cls):
from statsmodels.datasets.sunspots import load
data = load()
cls.rho, cls.sigma = yule_walker(data.endog, order=4,
method="mle")
cls.R_params = [1.2831003105694765, -0.45240924374091945,
-0.20770298557575195, 0.047943648089542337]
def setupClass(cls):
from statsmodels.datasets.sunspots import load
data = load()
cls.rho, cls.sigma = yule_walker(data.endog, order=4,
method="mle")
cls.R_params = [1.2831003105694765, -0.45240924374091945,
-0.20770298557575195, 0.047943648089542337]
def setupClass(cls):
from statsmodels.datasets.longley import load
dta = load()
dta.exog = add_constant(dta.exog, prepend=True)
wls_scalar = WLS(dta.endog, dta.exog, weights=1. / 3).fit()
weights = [1 / 3.] * len(dta.endog)
wls_array = WLS(dta.endog, dta.exog, weights=weights).fit()
cls.res1 = wls_scalar
cls.res2 = wls_array
def test_wls_missing():
from statsmodels.datasets.ccard import load
data = load()
endog = data.endog
endog[[10, 25]] = np.nan
mod = WLS(data.endog, data.exog, weights = 1/data.exog[:,2], missing='drop')
assert_equal(mod.endog.shape[0], 70)
assert_equal(mod.exog.shape[0], 70)
assert_equal(mod.weights.shape[0], 70)
def setupClass(cls):
from statsmodels.datasets.longley import load
dta = load()
dta.exog = add_constant(dta.exog, prepend=True)
wls_scalar = WLS(dta.endog, dta.exog, weights=1./3).fit()
weights = [1/3.] * len(dta.endog)
wls_array = WLS(dta.endog, dta.exog, weights=weights).fit()
cls.res1 = wls_scalar
cls.res2 = wls_array
def test_wls_missing():
from statsmodels.datasets.ccard import load
data = load()
endog = data.endog
endog[[10, 25]] = np.nan
mod = WLS(data.endog, data.exog, weights = 1/data.exog[:,2], missing='drop')
assert_equal(mod.endog.shape[0], 70)
assert_equal(mod.exog.shape[0], 70)
assert_equal(mod.weights.shape[0], 70)
def __init__(self):
from results.results_regression import CCardWLS
from statsmodels.datasets.ccard import load
dta = load()
dta.exog = add_constant(dta.exog, prepend=False)
nobs = 72.
weights = 1 / dta.exog[:, 2]
# for comparison with stata analytic weights
scaled_weights = ((weights * nobs) / weights.sum())
self.res1 = WLS(dta.endog, dta.exog, weights=scaled_weights).fit()
self.res2 = CCardWLS()
self.res2.wresid = scaled_weights**.5 * self.res2.resid
def __init__(self):
from results.results_regression import CCardWLS
from statsmodels.datasets.ccard import load
dta = load()
dta.exog = add_constant(dta.exog, prepend=False)
nobs = 72.
weights = 1/dta.exog[:,2]
# for comparison with stata analytic weights
scaled_weights = ((weights * nobs)/weights.sum())
self.res1 = WLS(dta.endog, dta.exog, weights=scaled_weights).fit()
self.res2 = CCardWLS()
self.res2.wresid = scaled_weights ** .5 * self.res2.resid
def __init__(self):
from .results.results_regression import CCardWLS
from statsmodels.datasets.ccard import load
dta = load()
dta.exog = add_constant(dta.exog, prepend=False)
nobs = 72.
weights = 1 / dta.exog[:, 2]
# for comparison with stata analytic weights
scaled_weights = ((weights * nobs) / weights.sum())
self.res1 = WLS(dta.endog, dta.exog, weights=scaled_weights).fit()
self.res2 = CCardWLS()
self.res2.wresid = scaled_weights**.5 * self.res2.resid
# correction because we use different definition for loglike/llf
corr_ic = 2 * (self.res1.llf - self.res2.llf)
self.res2.aic -= corr_ic
self.res2.bic -= corr_ic
self.res2.llf += 0.5 * np.sum(np.log(self.res1.model.weights))
def __init__(self):
from .results.results_regression import CCardWLS
from statsmodels.datasets.ccard import load
dta = load()
dta.exog = add_constant(dta.exog, prepend=False)
nobs = 72.
weights = 1/dta.exog[:,2]
# for comparison with stata analytic weights
scaled_weights = ((weights * nobs)/weights.sum())
self.res1 = WLS(dta.endog, dta.exog, weights=scaled_weights).fit()
self.res2 = CCardWLS()
self.res2.wresid = scaled_weights ** .5 * self.res2.resid
# correction because we use different definition for loglike/llf
corr_ic = 2 * (self.res1.llf - self.res2.llf)
self.res2.aic -= corr_ic
self.res2.bic -= corr_ic
self.res2.llf += 0.5 * np.sum(np.log(self.res1.model.weights))
def setup_class(cls):
from statsmodels.datasets.ccard import load
data = load(as_pandas=False)
cls.res1 = WLS(data.endog, data.exog,
weights=1 / data.exog[:, 2]).fit()
cls.res2 = GLS(data.endog, data.exog, sigma=data.exog[:, 2]).fit()
def setupClass(cls):
from statsmodels.datasets.ccard import load
data = load()
cls.res1 = WLS(data.endog, data.exog, weights = 1/data.exog[:,2]).fit()
cls.res2 = GLS(data.endog, data.exog, sigma = data.exog[:,2]).fit()
