def test_mv_ols_equivalence_hetero_debiased(mvreg_data):
dependent, exog = mvreg_data
mod = SUR.multivariate_ls(dependent, exog)
res = mod.fit(cov_type='robust', debiased=True)
keys = res.equation_labels
for i in range(dependent.shape[1]):
ols_mod = OLS(dependent[:, i], exog)
ols_res = ols_mod.fit(cov_type='robust', debiased=True)
mv_res = res.equations[keys[i]]
check_results(mv_res, ols_res)
def test_mv_ols_equivalence(mvreg_data):
dependent, exog = mvreg_data
mod = SUR.multivariate_ls(dependent, exog)
res = mod.fit(cov_type='unadjusted')
keys = res.equation_labels
assert res.method == 'OLS'
for i in range(dependent.shape[1]):
ols_mod = OLS(dependent[:, i], exog)
ols_res = ols_mod.fit(cov_type='unadjusted', debiased=False)
mv_res = res.equations[keys[i]]
assert mv_res.method == 'OLS'
check_results(mv_res, ols_res)
