def OLS(reg, vm, w, nonspat_diag, spat_diag, moran, white_test, regimes=False):
    reg.__summary = {}
    # compute diagnostics and organize summary output
    beta_diag_ols(reg, reg.robust)
    if nonspat_diag:
        # compute diagnostics
        reg.sig2ML = reg.sig2n
        reg.f_stat = diagnostics.f_stat(reg)
        reg.logll = diagnostics.log_likelihood(reg)
        reg.aic = diagnostics.akaike(reg)
        reg.schwarz = diagnostics.schwarz(reg)
        reg.mulColli = diagnostics.condition_index(reg)
        reg.jarque_bera = diagnostics.jarque_bera(reg)
        reg.breusch_pagan = diagnostics.breusch_pagan(reg)
        reg.koenker_bassett = diagnostics.koenker_bassett(reg)
        if white_test:
            reg.white = diagnostics.white(reg)
        # organize summary output
        reg.__summary['summary_nonspat_diag_1'] = summary_nonspat_diag_1(reg)
        reg.__summary['summary_nonspat_diag_2'] = summary_nonspat_diag_2(reg)
    if spat_diag:
        # compute diagnostics and organize summary output
        spat_diag_ols(reg, w, moran)
    if regimes:
        summary_regimes(reg)
    summary_warning(reg)
    summary(reg=reg, vm=vm, instruments=False,
            nonspat_diag=nonspat_diag, spat_diag=spat_diag)
Пример #2
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def OLS_multi(reg, multireg, vm, nonspat_diag, spat_diag, moran, regimes=False):
    for m in multireg:
        mreg = multireg[m]
        mreg.__summary = {}
        # compute diagnostics and organize summary output
        beta_diag_ols(mreg, mreg.robust)
        if nonspat_diag:
            # compute diagnostics
            mreg.sig2ML = mreg.sig2n
            mreg.f_stat = diagnostics.f_stat(mreg)
            mreg.logll = diagnostics.log_likelihood(mreg)
            mreg.aic = diagnostics.akaike(mreg)
            mreg.schwarz = diagnostics.schwarz(mreg)
            mreg.mulColli = diagnostics.condition_index(mreg)
            mreg.jarque_bera = diagnostics.jarque_bera(mreg)
            mreg.breusch_pagan = diagnostics.breusch_pagan(mreg)
            mreg.koenker_bassett = diagnostics.koenker_bassett(mreg)
            mreg.white = diagnostics.white(mreg)
            # organize summary output
            mreg.__summary["summary_nonspat_diag_1"] = summary_nonspat_diag_1(mreg)
            mreg.__summary["summary_nonspat_diag_2"] = summary_nonspat_diag_2(mreg)
        if spat_diag:
            # compute diagnostics and organize summary output
            spat_diag_ols(mreg, mreg.w, moran)
        if regimes:
            summary_regimes(mreg, chow=False)
        multireg[m].__summary = mreg.__summary
    reg.__summary = {}
    summary_chow(reg)
    summary_warning(reg)
    summary_multi(reg=reg, multireg=multireg, vm=vm, instruments=False, nonspat_diag=nonspat_diag, spat_diag=spat_diag)
Пример #3
0
def OLS(reg, vm, w, nonspat_diag, spat_diag, moran, regimes=False):
    reg.__summary = {}
    # compute diagnostics and organize summary output
    beta_diag_ols(reg, reg.robust)
    if nonspat_diag:
        # compute diagnostics
        reg.sig2ML = reg.sig2n
        reg.f_stat = diagnostics.f_stat(reg)
        reg.logll = diagnostics.log_likelihood(reg)
        reg.aic = diagnostics.akaike(reg)
        reg.schwarz = diagnostics.schwarz(reg)
        reg.mulColli = diagnostics.condition_index(reg)
        reg.jarque_bera = diagnostics.jarque_bera(reg)
        reg.breusch_pagan = diagnostics.breusch_pagan(reg)
        reg.koenker_bassett = diagnostics.koenker_bassett(reg)
        reg.white = diagnostics.white(reg)
        # organize summary output
        reg.__summary['summary_nonspat_diag_1'] = summary_nonspat_diag_1(reg)
        reg.__summary['summary_nonspat_diag_2'] = summary_nonspat_diag_2(reg)
    if spat_diag:
        # compute diagnostics and organize summary output
        spat_diag_ols(reg, w, moran)
    if regimes:
        summary_regimes(reg)
    summary(reg=reg,
            vm=vm,
            instruments=False,
            nonspat_diag=nonspat_diag,
            spat_diag=spat_diag)
Пример #4
0
def OLS_multi(reg,
              multireg,
              vm,
              nonspat_diag,
              spat_diag,
              moran,
              white_test,
              regimes=False,
              sur=False,
              w=False):
    for m in multireg:
        mreg = multireg[m]
        mreg.__summary = {}
        # compute diagnostics and organize summary output
        beta_diag_ols(mreg, mreg.robust)
        if nonspat_diag:
            # compute diagnostics
            mreg.sig2ML = mreg.sig2n
            mreg.f_stat = diagnostics.f_stat(mreg)
            mreg.logll = diagnostics.log_likelihood(mreg)
            mreg.aic = diagnostics.akaike(mreg)
            mreg.schwarz = diagnostics.schwarz(mreg)
            mreg.mulColli = diagnostics.condition_index(mreg)
            mreg.jarque_bera = diagnostics.jarque_bera(mreg)
            mreg.breusch_pagan = diagnostics.breusch_pagan(mreg)
            mreg.koenker_bassett = diagnostics.koenker_bassett(mreg)
            if white_test:
                mreg.white = diagnostics.white(mreg)
            # organize summary output
            mreg.__summary['summary_nonspat_diag_1'] = summary_nonspat_diag_1(
                mreg)
            mreg.__summary['summary_nonspat_diag_2'] = summary_nonspat_diag_2(
                mreg)
        if spat_diag:
            # compute diagnostics and organize summary output
            spat_diag_ols(mreg, mreg.w, moran)
        if regimes:
            summary_regimes(mreg, chow=False)
        if sur:
            summary_sur(mreg)
        summary_warning(mreg)
        multireg[m].__summary = mreg.__summary
    reg.__summary = {}
    if regimes:
        summary_chow(reg)
    if sur:
        summary_sur(reg, u_cov=True)
    if spat_diag:
        # compute global diagnostics and organize summary output
        spat_diag_ols(reg, w, moran)
    summary_warning(reg)
    summary_multi(reg=reg,
                  multireg=multireg,
                  vm=vm,
                  instruments=False,
                  nonspat_diag=nonspat_diag,
                  spat_diag=spat_diag)