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