econmethods 3.0.5.4__tar.gz → 3.0.5.6__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/PKG-INFO +1 -1
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/econmethods/Lib.py +4 -2
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/econmethods.egg-info/PKG-INFO +1 -1
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/setup.py +1 -1
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/README.md +0 -0
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/econmethods/CADF_Crit_Values.xlsx +0 -0
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/econmethods/__init__.py +0 -0
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/econmethods.egg-info/SOURCES.txt +0 -0
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/econmethods.egg-info/dependency_links.txt +0 -0
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/econmethods.egg-info/requires.txt +0 -0
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/econmethods.egg-info/top_level.txt +0 -0
- {econmethods-3.0.5.4 → econmethods-3.0.5.6}/setup.cfg +0 -0
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@@ -237,7 +237,7 @@ class HausmanOneWay:
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return fe.iloc[:, 2:]
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def build_GLS(self, w_err: float) -> pd.DataFrame | None:
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re = self.
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re = self.__df.groupby('SpUnit')[self.__df.columns[2:]].mean()
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temp = sm.OLS(re.iloc[:, 0], sm.add_constant(re.iloc[:, 1:])).fit()
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sigma2 = temp.ssr / temp.df_resid
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sigma_u = sigma2 - w_err/self.__T
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@@ -251,7 +251,9 @@ class HausmanOneWay:
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np.fill_diagonal(sig, sigma_u+w_err)
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matrix = np.kron(np.eye(self.__N), sig)
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return matrix
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def estimate(self) -> float:
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fe_df = self.build_FE()
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Chi = 0
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setup(
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name = 'econmethods',
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version = 'v3.0.5.
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version = 'v3.0.5.6',
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description='A python package implementing various econometrical tests and estimators',
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packages = find_packages(),
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long_description=long_desc,
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