panelbox 0.2.0__py3-none-any.whl → 0.4.0__py3-none-any.whl

{panelbox-0.2.0.dist-info → panelbox-0.4.0.dist-info}/METADATA

@@ -1,7 +1,7 @@
 Metadata-Version: 2.4
 Name: panelbox
-Version: 0.2.0
-Summary: Panel data econometrics in Python: Fixed Effects, Random Effects, GMM (Arellano-Bond, Blundell-Bond)
+Version: 0.4.0
+Summary: Panel data econometrics in Python: Fixed Effects, Random Effects, GMM (Arellano-Bond, Blundell-Bond), Robust Standard Errors (HC, Clustered, Driscoll-Kraay, Newey-West), Bootstrap, Sensitivity Analysis
 Author-email: Gustavo Haase <gustavo.haase@gmail.com>, Paulo Dourado <paulodourado.unb@gmail.com>
 License: MIT
 Project-URL: Homepage, https://github.com/PanelBox-Econometrics-Model/panelbox
@@ -9,7 +9,7 @@ Project-URL: Documentation, https://github.com/PanelBox-Econometrics-Model/panel
 Project-URL: Repository, https://github.com/PanelBox-Econometrics-Model/panelbox
 Project-URL: Issues, https://github.com/PanelBox-Econometrics-Model/panelbox/issues
 Project-URL: Changelog, https://github.com/PanelBox-Econometrics-Model/panelbox/blob/main/CHANGELOG.md
-Keywords: econometrics,panel data,GMM,Arellano-Bond,Blundell-Bond,fixed effects,random effects,dynamic panel,instrumental variables
+Keywords: econometrics,panel data,GMM,Arellano-Bond,Blundell-Bond,fixed effects,random effects,dynamic panel,instrumental variables,robust standard errors,clustered standard errors,heteroskedasticity,Driscoll-Kraay,Newey-West,HAC,bootstrap,sensitivity analysis,robustness
 Classifier: Development Status :: 4 - Beta
 Classifier: Intended Audience :: Science/Research
 Classifier: Intended Audience :: Financial and Insurance Industry
@@ -31,6 +31,8 @@ Requires-Dist: pandas>=2.0.0
 Requires-Dist: scipy>=1.10.0
 Requires-Dist: statsmodels>=0.14.0
 Requires-Dist: patsy>=0.5.3
+Requires-Dist: tqdm>=4.65.0
+Requires-Dist: jinja2>=3.1.0
 Provides-Extra: dev
 Requires-Dist: pytest>=7.3.0; extra == "dev"
 Requires-Dist: pytest-cov>=4.1.0; extra == "dev"
@@ -56,6 +58,7 @@ Dynamic: license-file
 [![Python Version](https://img.shields.io/badge/python-3.9%2B-blue.svg)](https://www.python.org/downloads/)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 [![Development Status](https://img.shields.io/badge/status-beta-green.svg)]()
+[![PyPI Downloads](https://static.pepy.tech/personalized-badge/panelbox?period=total&units=international_system&left_color=black&right_color=green&left_text=downloads)](https://pepy.tech/projects/panelbox)
 
 PanelBox provides comprehensive tools for panel data econometrics, bringing Stata's `xtabond2` and R's `plm` capabilities to Python with modern, user-friendly APIs.
 
@@ -184,6 +187,32 @@ print(f"Instrument count: {results.n_instruments}")
 print(f"Instrument ratio: {results.instrument_ratio:.3f}")
 ```
 
+## 📖 Best Practices for GMM
+
+### Recommended: Use `collapse=True`
+
+Following Roodman (2009), we **strongly recommend** using collapsed instruments:
+
+```python
+# ✅ RECOMMENDED
+gmm = DifferenceGMM(..., collapse=True)
+```
+
+**Why collapse instruments?**
+- ✅ **Better numerical stability** - Avoids ill-conditioned matrices
+- ✅ **Reduces overfitting** - Fewer instruments mean less overfitting risk
+- ✅ **Improves finite-sample properties** - Better performance with limited data
+- ✅ **Grows as O(T) not O(T²)** - Scales better with time periods
+
+**When you use `collapse=False`:**
+- ⚠️ You'll see a detailed warning message
+- ⚠️ May encounter numerical instability warnings
+- ⚠️ Works but requires careful interpretation
+
+See `examples/gmm/unbalanced_panel_guide.py` for detailed guidance.
+
+**Reference:** Roodman, D. (2009). "How to do xtabond2: An introduction to difference and system GMM in Stata." *The Stata Journal*, 9(1), 86-136.
+
 ## Key Advantages
 
 ### 1. Handles Unbalanced Panels Gracefully

{panelbox-0.2.0.dist-info → panelbox-0.4.0.dist-info}/RECORD

@@ -1,28 +1,31 @@
-panelbox/__init__.py,sha256=DnxhJY1nMBHbkgLXfKVyvGYUUA6X9RPVQdFTAgfXCjs,1755
-panelbox/__version__.py,sha256=HNihsYssjjA8jxV-47WM94WWeFyag4ayn54E_cQbSmY,536
+panelbox/__init__.py,sha256=-PNznMtCoLXftzKjeUXKKLtUHY9adquWuhtESuJdufA,3069
+panelbox/__version__.py,sha256=ekcLdXTGDFP7tfPpdwjcLSs77VxVbKGeg5BieZc9EJk,1517
 panelbox/cli/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 panelbox/cli/{commands}/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 panelbox/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 panelbox/core/base_model.py,sha256=PEtIs8kFF62EtMEpBjDqKF9eZc8sGdX3tnAcxGG9P_w,4373
-panelbox/core/formula_parser.py,sha256=FijORo-LzPlMTdyllnn5h0jxyn-Q5EXYPIojVCimHNI,9726
-panelbox/core/panel_data.py,sha256=JNglPJVbutqGpM_vY3brf845ausUGPKV--8Jn8n3tjs,12615
+panelbox/core/formula_parser.py,sha256=insbEfEa7jmGvRMpSxcajaqYqkwVEWpzlS8E2migU2w,10138
+panelbox/core/panel_data.py,sha256=fkdWHbrzuQJhkCcZmewwSgHX7Yly6EnEKvgZ5vM4mcw,12621
 panelbox/core/results.py,sha256=oiEYly537kg0LZZGDGrbnnZPp3tHdUlwPwsnzEb-Szs,11635
-panelbox/datasets/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+panelbox/datasets/__init__.py,sha256=5EtnnYwfNkKvkjWCgIhUbLX1BU00rjIhowRIHByVA5c,753
+panelbox/datasets/load.py,sha256=T_sODHRH1Ru6a-QhFCLZyzxOh3s1d4ayQzml6Kn46Kw,9740
 panelbox/datasets/{data}/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 panelbox/gmm/__init__.py,sha256=ZJlPPmdWSJ0jWYQGMEhLT8F4NiNAWPEANoTlCDhnf3A,1922
-panelbox/gmm/difference_gmm.py,sha256=J3tvFKDEKoVkrWSMNyjzNjAfib_VYzeJp5BJozRmxQE,22586
-panelbox/gmm/estimator.py,sha256=GB9osG0eTDHhA0t25Al1BjxMV4qIxyxNzG6QKj-Obpk,18189
+panelbox/gmm/difference_gmm.py,sha256=c3vhZs4dtLTmYNlTbyoMaB83Tnx1IqnYxg37RfMx4oE,25168
+panelbox/gmm/estimator.py,sha256=13VR8rp62k1YnJgQNElm9Kj3c5w8gISl6Qa0v5fGqF8,19557
 panelbox/gmm/instruments.py,sha256=2MJ1oeqSS8xiy6xylwNyiyEn2ogqumS0hUiUtjPnZuc,19517
 panelbox/gmm/results.py,sha256=K6O7rBoAYuRQ1bRT8F-zsY8NdxAPa7rTsbfIegVvrN0,17078
-panelbox/gmm/system_gmm.py,sha256=iIciuYvJ0O-Yg3tIXH2OOtRk4Jc8nhH30zNprjR4Kew,21422
+panelbox/gmm/system_gmm.py,sha256=Lc_B3AjhiAUDr43prsmFsClaaEBVoNinZIZosAjmnls,25874
 panelbox/gmm/tests.py,sha256=aQz6t-NeuCRhLjnhxboG7MaKmdhyU8GLmAPWlz2TZrM,17487
 panelbox/models/__init__.py,sha256=q0OtlD_E3_yvAm7kRvjySoBulU2VfeHl1xp--8f3e9k,196
 panelbox/models/dynamic/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 panelbox/models/iv/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-panelbox/models/static/__init__.py,sha256=_noJ6KKS3hH4vgIWxJ8a4NDMV8dmbZb-zgAlf0BO-jY,285
-panelbox/models/static/fixed_effects.py,sha256=qxoj1Xk34T3wuKccnZ6of6pCzqihytSeR5KiuuQdvtc,16010
-panelbox/models/static/pooled_ols.py,sha256=h4Zih1YSyK53ZR10ZE2n0J15eT-Fy93IdX_tutYkgco,8271
-panelbox/models/static/random_effects.py,sha256=fku3IGkyD-mITA6XvuHMz1aUdIQn-nWVQmumZitZEnQ,15953
+panelbox/models/static/__init__.py,sha256=i2-RpYHe-lhxnW_djeMciaXC7DN9zAB4rV0HrqpTMcY,478
+panelbox/models/static/between.py,sha256=HvSkakajhgHSeZSW-EcYWZZGmAOSuntTqwRA40HkXe0,15714
+panelbox/models/static/first_difference.py,sha256=kKxLXZOITqUIYDuyGWdSHXT3n5TmPlEoWA7_O1wL1-o,17903
+panelbox/models/static/fixed_effects.py,sha256=I1hZ0ruva_LjX4hm89hyPpGMFwW26yoWSsVQOGRPzrs,18813
+panelbox/models/static/pooled_ols.py,sha256=IR415LSJzqWJbrluJpNirLBYkmF5eNutCZyTzhODHu0,11065
+panelbox/models/static/random_effects.py,sha256=Vw0lwHig8WeXhTXUhAR7fNbrW6zeddhPyq50CeD9OuA,17752
 panelbox/report/__init__.py,sha256=SgnfsuK8dXylf4mg8Oq5syquWNqwMURXdcAXXCXuqjg,1494
 panelbox/report/asset_manager.py,sha256=aRpsN4M0iKLYvn_HQn88Vn952tyHX3m3Upq0-I4k3JU,10982
 panelbox/report/css_manager.py,sha256=Z_5UsPsvA0vOZx5Iw32yUI7gecjPj5ljeBxIScnyWeY,12790
@@ -38,7 +41,14 @@ panelbox/report/renderers/static_validation_renderer.py,sha256=0ejhF7lxxX-lJcqTa
 panelbox/report/renderers/static/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 panelbox/report/transformers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 panelbox/report/transformers/static/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-panelbox/standard_errors/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+panelbox/standard_errors/__init__.py,sha256=3Xb20Py-TpY2CdswfvFXiZOLq9F0z46noYRcIizv_pw,2572
+panelbox/standard_errors/clustered.py,sha256=cTcD0omricgh8MjhDyo30bfBkIhCUHDODPGbM7MG-DE,11554
+panelbox/standard_errors/comparison.py,sha256=L98X575H75TgG94Q0E6_x53b17-QDNdBiz9bA7fkAXI,17442
+panelbox/standard_errors/driscoll_kraay.py,sha256=3NMGNg0v9f1jAUFKLCtE6Ks9ykN_Q_tZ0fqAzEWQx-Q,11304
+panelbox/standard_errors/newey_west.py,sha256=sw7GnO4G2tixEt7x_b9th7Sh0TC3IE7oNAa2mJ6WO-c,9290
+panelbox/standard_errors/pcse.py,sha256=365Oqhk6jWVGNKTxfiPNxgV_dcpc5s3Rsg10S8Ogsyg,10976
+panelbox/standard_errors/robust.py,sha256=1SIdwd3whg627Dw_J7Tw2MQMydC6uOcn_N2Faa9ECEA,8847
+panelbox/standard_errors/utils.py,sha256=J2bscQIwVHPdVhZBp2fLQJGfTJaUj-3BOJ1LGcR5bH4,9717
 panelbox/templates/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 panelbox/templates/assets/css/base_styles.css,sha256=1N7-35-lHUcdjX0KosO43tOrZ-3oCG6OY4cEx0_gqCQ,12014
 panelbox/templates/assets/css/report_components.css,sha256=DoAHoFDbOxp_dUB3_k4g3geI-jqDwIL1wqaIENFm9vI,15064
@@ -57,7 +67,7 @@ panelbox/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 panelbox/utils/formatting.py,sha256=kiw7NetocRsEVd5wA9cAf-SeQtAgeUWj_uguH-NmBrE,3531
 panelbox/utils/matrix_ops.py,sha256=GtzpFG4lcM7Q0NMZjeeLqszpYEitYE5kDKACIJtj7HM,5397
 panelbox/utils/statistical.py,sha256=pWmg6vW5jjU9IsftEwgLA1Rs_2srcW9Z9pEaAh7oJZU,3727
-panelbox/validation/__init__.py,sha256=pE5kpR2_FcV1SoT0thzDkO5I76tRdXT9o_TR4Vlihx8,1930
+panelbox/validation/__init__.py,sha256=wIa94ThTO0vI-nvaITZPsZaX7Qrj-PsBuQdpOVmK3Dk,2070
 panelbox/validation/base.py,sha256=EbS2Gl1NOXz_76Y1GG47uR6sLVThrbUoI70AEPt0YCo,4972
 panelbox/validation/validation_report.py,sha256=p0NpdbjuW--1lHBwmD4wMTkVwpSABfFWDGB3SdbcKPc,8910
 panelbox/validation/validation_suite.py,sha256=cLy6zB_MU2G1HJWazBtz6ghgwEqpJAhGrMrWM3K4wPE,13246
@@ -71,7 +81,14 @@ panelbox/validation/heteroskedasticity/breusch_pagan.py,sha256=ND_rx1R4wwLrf1UeS
 panelbox/validation/heteroskedasticity/modified_wald.py,sha256=f7e7Cnc5um2gdWjLEtVESK-hdPtJuSn-typGVONB34Y,5606
 panelbox/validation/heteroskedasticity/white.py,sha256=Er0L1dHF5528xMdwlgFZLQKxkG4faEjYIc8XmZdFCeM,6552
 panelbox/validation/instruments/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-panelbox/validation/robustness/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+panelbox/validation/robustness/__init__.py,sha256=2YXA_qQTT4oq-dEok_K2j4V3DFczHP9Y7uk4-9Azg9k,1531
+panelbox/validation/robustness/bootstrap.py,sha256=o-iM23UvbN506laIdfzDHqGRFlIoutiO7GZmnF6r0ec,32911
+panelbox/validation/robustness/checks.py,sha256=ce1J_ZmRPerK1rA8we9aK2qdOT4T1VgCrUsWpWDw3eA,4270
+panelbox/validation/robustness/cross_validation.py,sha256=TG_s9FL0GHiwtVOUXJBZjww5kqhCH75VMxk51w4mrvE,17906
+panelbox/validation/robustness/influence.py,sha256=13clMbQU0FLiOivAD8NMusNpt2eDuK57CnFEDnr-yBc,12102
+panelbox/validation/robustness/jackknife.py,sha256=GW4jtxzwv98vecj9NIT9VNqTEfmhRxTITqMb7MuJO2Y,14616
+panelbox/validation/robustness/outliers.py,sha256=2lE5Tc-m5Nk0K7A6I9_13qmNqWyxSxRHxdIsWdHWEAU,16918
+panelbox/validation/robustness/sensitivity.py,sha256=_kuBCCJjm1547KSqeQqIRPjBCucFMljgRvPwcRQcieg,25859
 panelbox/validation/serial_correlation/__init__.py,sha256=oaVRtyoT4nNofqXIA0GiKX5kOx0qvCQy88dGDYwf48A,382
 panelbox/validation/serial_correlation/baltagi_wu.py,sha256=v7A6f-d-mjcjs3Ujp8bq16Uc0jny7gAZFHJR6uUquq4,7106
 panelbox/validation/serial_correlation/breusch_godfrey.py,sha256=_Itryc8pJT9q246gY4xvTmbB6rRlnr8z7vS8LRc4bwI,8851
@@ -82,9 +99,9 @@ panelbox/validation/specification/hausman.py,sha256=-sj5QPjaiHzL2MKwNAuArj4oRIug
 panelbox/validation/specification/mundlak.py,sha256=mYbmbVTPjB3VdSyc5bAA286qq7rrZo4Utww4QI9gIjU,11305
 panelbox/validation/specification/reset.py,sha256=lT5hyMrc7wYggoWiptERQoKSyqoekqO5ZSInRe5nRmw,8718
 panelbox/validation/unit_root/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-panelbox-0.2.0.dist-info/licenses/LICENSE,sha256=8RMM6HTZa0iQnLVf_E_M7oRnrMJ6cFF5G0yaRJ4OALA,1085
-panelbox-0.2.0.dist-info/METADATA,sha256=2lOV_z1PXF5C7a8E72uDBxgbE08KY9ljbuMerLnBKlE,11854
-panelbox-0.2.0.dist-info/WHEEL,sha256=qELbo2s1Yzl39ZmrAibXA2jjPLUYfnVhUNTlyF1rq0Y,92
-panelbox-0.2.0.dist-info/entry_points.txt,sha256=rC5en7wxrwHeY_Adnb7hkjPdOKLSEz9alxFgzCZQIhY,52
-panelbox-0.2.0.dist-info/top_level.txt,sha256=prj4h9i7Hb-Hsb9UKAg5-RhRH0Q3wfzo3v7K4Xso6jo,9
-panelbox-0.2.0.dist-info/RECORD,,
+panelbox-0.4.0.dist-info/licenses/LICENSE,sha256=8RMM6HTZa0iQnLVf_E_M7oRnrMJ6cFF5G0yaRJ4OALA,1085
+panelbox-0.4.0.dist-info/METADATA,sha256=82FgV7_9YyBGgam8Hg73cFwDiwkOkA1IOU-vmYCkU4w,13319
+panelbox-0.4.0.dist-info/WHEEL,sha256=wUyA8OaulRlbfwMtmQsvNngGrxQHAvkKcvRmdizlJi0,92
+panelbox-0.4.0.dist-info/entry_points.txt,sha256=rC5en7wxrwHeY_Adnb7hkjPdOKLSEz9alxFgzCZQIhY,52
+panelbox-0.4.0.dist-info/top_level.txt,sha256=prj4h9i7Hb-Hsb9UKAg5-RhRH0Q3wfzo3v7K4Xso6jo,9
+panelbox-0.4.0.dist-info/RECORD,,

{panelbox-0.2.0.dist-info → panelbox-0.4.0.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (80.10.1)
+Generator: setuptools (80.10.2)
 Root-Is-Purelib: true
 Tag: py3-none-any