from statsmodels.compat.python import urlretrieve
import numpy as np
from numpy.testing import assert_almost_equal
import statsmodels.api as sm
import statsmodels.stats.sandwich_covariance as sw
#http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta
import statsmodels.iolib.foreign as dta
try:
srs = dta.genfromdta("srs.dta")
print('using local file')
except IOError:
urlretrieve('http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta', 'srs.dta')
print('downloading file')
srs = dta.genfromdta("srs.dta")
# from statsmodels.tools.tools import webuse
# srs = webuse('srs', 'http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/')
# #does currently not cache file
y = srs['api00']
#older numpy don't reorder
#x = srs[['growth', 'emer', 'yr_rnd']].view(float).reshape(len(y), -1)
#force sequence
x = np.column_stack([srs[ii] for ii in ['growth', 'emer', 'yr_rnd']])
group = srs['dnum']
#xx = sm.add_constant(x, prepend=True)
xx = sm.add_constant(x, prepend=False) #const at end for Stata compatibility
"""
from statsmodels.compat.python import urlretrieve
import numpy as np
from numpy.testing import assert_almost_equal
import statsmodels.api as sm
import statsmodels.stats.sandwich_covariance as sw
#requires Petersen's test_data
#http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/test_data.txt
try:
pet = np.genfromtxt("test_data.txt")
print('using local file')
except IOError:
urlretrieve('http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/test_data.txt',
'test_data.txt')
print('downloading file')
pet = np.genfromtxt("test_data.txt")
endog = pet[:,-1]
group = pet[:,0].astype(int)
time = pet[:,1].astype(int)
exog = sm.add_constant(pet[:,2])
res = sm.OLS(endog, exog).fit()
cov01, covg, covt = sw.cov_cluster_2groups(res, group, group2=time)
#Reference number from Petersen
#http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/test_data.htm
from statsmodels.compat.python import urlretrieve
import numpy as np
from numpy.testing import assert_almost_equal
import statsmodels.api as sm
import statsmodels.stats.sandwich_covariance as sw
# http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta
import statsmodels.iolib.foreign as dta
try:
srs = dta.genfromdta("srs.dta")
print("using local file")
except IOError:
urlretrieve("http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta", "srs.dta")
print("downloading file")
srs = dta.genfromdta("srs.dta")
# from statsmodels.datasets import webuse
# srs = webuse('srs', 'http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/')
# #does currently not cache file
y = srs["api00"]
# older numpy don't reorder
# x = srs[['growth', 'emer', 'yr_rnd']].view(float).reshape(len(y), -1)
# force sequence
x = np.column_stack([srs[ii] for ii in ["growth", "emer", "yr_rnd"]])
group = srs["dnum"]
# xx = sm.add_constant(x, prepend=True)
xx = sm.add_constant(x, prepend=False) # const at end for Stata compatibility
import numpy as np
from numpy.testing import assert_almost_equal
import statsmodels.api as sm
import statsmodels.stats.sandwich_covariance as sw
#http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta
import statsmodels.iolib.foreign as dta
try:
srs = dta.genfromdta("srs.dta")
print('using local file')
except IOError:
urlretrieve(
'http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/srs.dta',
'srs.dta')
print('downloading file')
srs = dta.genfromdta("srs.dta")
# from statsmodels.datasets import webuse
# srs = webuse('srs', 'http://www.ats.ucla.edu/stat/stata/seminars/svy_stata_intro/')
# #does currently not cache file
y = srs['api00']
#older numpy don't reorder
#x = srs[['growth', 'emer', 'yr_rnd']].view(float).reshape(len(y), -1)
#force sequence
x = np.column_stack([srs[ii] for ii in ['growth', 'emer', 'yr_rnd']])
group = srs['dnum']
#xx = sm.add_constant(x, prepend=True)
