econmethods 3.0.5.6__tar.gz → 3.0.5.7__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.
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: econmethods
3
- Version: 3.0.5.6
3
+ Version: 3.0.5.7
4
4
  Summary: A python package implementing various econometrical tests and estimators
5
5
  Home-page: https://github.com/NaturionBG/econmethods
6
6
  Author: NaturionBG
@@ -238,7 +238,12 @@ class HausmanOneWay:
238
238
 
239
239
  def build_GLS(self, w_err: float) -> pd.DataFrame | None:
240
240
  re = self.__df.groupby('SpUnit')[self.__df.columns[2:]].mean()
241
- temp = sm.OLS(re.iloc[:, 0], sm.add_constant(re.iloc[:, 1:])).fit()
241
+ temp1 = sm.OLS(re.iloc[:, 0], sm.add_constant(re.iloc[:, 1:])).fit()
242
+ temp2 = sm.OLS(re.iloc[:, 0], re.iloc[:, 1:]).fit()
243
+ if temp1.rsquared > temp2.rsquared:
244
+ temp = temp1
245
+ else:
246
+ temp = temp2
242
247
  sigma2 = temp.ssr / temp.df_resid
243
248
  sigma_u = sigma2 - w_err/self.__T
244
249
  if sigma_u <= 0:
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: econmethods
3
- Version: 3.0.5.6
3
+ Version: 3.0.5.7
4
4
  Summary: A python package implementing various econometrical tests and estimators
5
5
  Home-page: https://github.com/NaturionBG/econmethods
6
6
  Author: NaturionBG
@@ -5,7 +5,7 @@ with open('README.md', 'r') as f:
5
5
 
6
6
  setup(
7
7
  name = 'econmethods',
8
- version = 'v3.0.5.6',
8
+ version = 'v3.0.5.7',
9
9
  description='A python package implementing various econometrical tests and estimators',
10
10
  packages = find_packages(),
11
11
  long_description=long_desc,
File without changes
File without changes