econmethods 3.0.5.3__tar.gz → 3.0.5.5__tar.gz

{econmethods-3.0.5.3 → econmethods-3.0.5.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 3.0.5.3
+Version: 3.0.5.5
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-3.0.5.3 → econmethods-3.0.5.5}/econmethods/Lib.py

@@ -232,31 +232,33 @@ class HausmanOneWay:
     
   def build_FE(self) -> pd.DataFrame:
     fe = self.__df.copy(deep=True)
-    for i, unit in enumerate(self.__df.SpUnit.unique()[1:]):
+    for i, unit in enumerate(self.__df.SpUnit.unique()):
       fe.loc[:, f'd{i}'] = np.where(fe.SpUnit == unit, 1, 0)
     return fe.iloc[:, 2:]
   
   def build_GLS(self, w_err: float) -> pd.DataFrame | None:
-    re = self.__df.copy(deep=True)
-    sigma2 = np.sum((sm.OLS(re.iloc[:, 2], sm.add_constant(re.iloc[:, 3:])).fit()).resid**2) / (self.__N*self.__T - self.__exog)
-    sigma_u = sigma2 - w_err
+    re = self.__df.groupby('SpUnit')[self.__lr_df.columns[2:]].mean()
+    temp = sm.OLS(re.iloc[:, 0], sm.add_constant(re.iloc[:, 1:])).fit()
+    sigma2 = temp.ssr / temp.df_resid
+    sigma_u = sigma2 - w_err/self.__T
     if sigma_u <= 0:
       sigma_u = 0
     elif sigma_u > 0:
       if not self.__fgls:
-        self.__RE = 'MLE'
+        self.__RE = 'REML'
         return None
     sig = np.full((self.__T, self.__T), sigma_u)
-    np.fill_diagonal(sig, sigma2)
+    np.fill_diagonal(sig, sigma_u+w_err)
     matrix = np.kron(np.eye(self.__N), sig)
     return matrix
+    
       
       
   def estimate(self) -> float:
     fe_df = self.build_FE()
     Chi = 0
-    fe_res = sm.OLS(fe_df.iloc[:, 0], sm.add_constant(fe_df.iloc[:, 1:])).fit()
-    matrix = self.build_GLS(np.sum(fe_res.resid**2) / (self.__N*(self.__T-1) - self.__exog))
+    fe_res = sm.OLS(fe_df.iloc[:, 0], fe_df.iloc[:, 1:]).fit()
+    matrix = self.build_GLS(fe_res.mse_resid)
     if matrix is not None:
       re_res = sm.GLS(self.__df.iloc[:, 2], sm.add_constant(self.__df.iloc[:, 3:]), matrix).fit()
     else:

{econmethods-3.0.5.3 → econmethods-3.0.5.5}/econmethods.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 3.0.5.3
+Version: 3.0.5.5
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-3.0.5.3 → econmethods-3.0.5.5}/setup.py

@@ -5,7 +5,7 @@ with open('README.md', 'r') as f:
   
 setup(
   name = 'econmethods',
-  version = 'v3.0.5.3',
+  version = 'v3.0.5.5',
   description='A python package implementing various econometrical tests and estimators',
   packages = find_packages(),
   long_description=long_desc,