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)
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)
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)
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)