def test_reg_unif(self):
std = reg(self.df, self.y, self.x, cluster=self.cluster, addcons=True)
shac = reg(self.df,
self.y,
self.x,
shac=self.spatial_hac,
addcons=True)
expected = std.vce / std._vce_correct
result = shac.vce / shac._vce_correct
assert_array_almost_equal(expected, result)
def test_colinear_reg(self):
"""Stata reg output from `sysuse auto; reg price mpg`"""
test_path = path.split(path.relpath(__file__))[0]
auto_path = path.join(test_path, 'data', 'auto.dta')
autodata = pd.read_stata(auto_path)
autodata['mpg2'] = autodata['mpg'] * 2
y = 'price'
x = ['mpg', 'length', 'mpg2']
# Check without check (Singular matrix error)
with pytest.raises(np.linalg.linalg.LinAlgError):
reg(autodata, y, x, addcons=True)
# Check with check (my ValueError, with message)
with pytest.raises(ValueError) as e:
reg(autodata, y, x, addcons=True, check_colinear=True)
assert 'Colinear variables: \nmpg2' == str(e.value)
def setup_class(cls):
"""Stata reg output from `sysuse auto; reg price mpg`"""
test_path = path.split(path.relpath(__file__))[0]
auto_path = path.join(test_path, 'data', 'auto.dta')
autodata = pd.read_stata(auto_path)
y = 'price'
x = ['mpg', 'length']
cls.result = reg(autodata, y, x, addcons=True, save_mem=True)
def setup_class(cls):
"""Stata reg output from `sysuse auto; reg price mpg`"""
cls.init(cls)
test_path = path.split(path.relpath(__file__))[0]
auto_path = path.join(test_path, 'data', 'auto.dta')
autodata = pd.read_stata(auto_path)
y = 'price'
x = ['mpg', 'length']
cls.result = reg(autodata, y, x, cluster='gear_ratio', addcons=True)
cls.expected = ols_cluster
def setup_class(cls):
"""Stata reg output from `sysuse auto; reg price mpg`"""
cls.init(cls)
test_path = path.split(path.relpath(__file__))[0]
auto_path = path.join(test_path, 'data', 'auto.dta')
autodata = pd.read_stata(auto_path)
y = 'price'
x = ['mpg', 'length']
cls.result = reg(autodata, y, x, cluster='gear_ratio', addcons=True)
cls.expected = ols_cluster
def setup_class(cls):
"""Stata reg output from `sysuse auto; reg price mpg`"""
cls.init(cls)
test_path = path.split(path.relpath(__file__))[0]
auto_path = path.join(test_path, 'data', 'auto.dta')
autodata = pd.read_stata(auto_path)
y = 'price'
x = ['mpg', 'length']
fe_name = 'gear_ratio'
cls.result = reg(autodata, y, x, fe_name=fe_name, vce_type='hc1')
cls.expected = areg_robust
def setup_class(cls):
"""Stata reg output from `sysuse auto; reg price mpg`"""
cls.init(cls)
test_path = path.split(path.relpath(__file__))[0]
auto_path = path.join(test_path, 'data', 'auto.dta')
autodata = pd.read_stata(auto_path)
y = 'price'
x = ['mpg', 'length']
fe_name = 'gear_ratio'
cls.result = reg(autodata, y, x, fe_name=fe_name, vce_type='hc1')
cls.expected = areg_robust
def setup_class(cls):
"""Stata reg output from `sysuse auto; reg price mpg`"""
cls.init(cls)
cls.precision['vce'] = 6
test_path = path.split(path.relpath(__file__))[0]
auto_path = path.join(test_path, 'data', 'auto.dta')
autodata = pd.read_stata(auto_path)
y = ['price']
x = ['mpg', 'length']
cls.result = reg(autodata, y, x, addcons=True)
cls.expected = ols_std
def setup_class(cls):
"""Stata reg output from `sysuse auto; reg price mpg`"""
cls.init(cls)
cls.precision['vce'] = 6
test_path = path.split(path.relpath(__file__))[0]
auto_path = path.join(test_path, 'data', 'auto.dta')
autodata = pd.read_stata(auto_path)
y = ['price']
x = ['mpg', 'length']
cls.result = reg(autodata, y, x, addcons=True)
cls.expected = ols_std
