panelbox 0.2.0__py3-none-any.whl
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.
- panelbox/__init__.py +67 -0
- panelbox/__version__.py +14 -0
- panelbox/cli/__init__.py +0 -0
- panelbox/cli/{commands}/__init__.py +0 -0
- panelbox/core/__init__.py +0 -0
- panelbox/core/base_model.py +164 -0
- panelbox/core/formula_parser.py +318 -0
- panelbox/core/panel_data.py +387 -0
- panelbox/core/results.py +366 -0
- panelbox/datasets/__init__.py +0 -0
- panelbox/datasets/{data}/__init__.py +0 -0
- panelbox/gmm/__init__.py +65 -0
- panelbox/gmm/difference_gmm.py +645 -0
- panelbox/gmm/estimator.py +562 -0
- panelbox/gmm/instruments.py +580 -0
- panelbox/gmm/results.py +550 -0
- panelbox/gmm/system_gmm.py +621 -0
- panelbox/gmm/tests.py +535 -0
- panelbox/models/__init__.py +11 -0
- panelbox/models/dynamic/__init__.py +0 -0
- panelbox/models/iv/__init__.py +0 -0
- panelbox/models/static/__init__.py +13 -0
- panelbox/models/static/fixed_effects.py +516 -0
- panelbox/models/static/pooled_ols.py +298 -0
- panelbox/models/static/random_effects.py +512 -0
- panelbox/report/__init__.py +61 -0
- panelbox/report/asset_manager.py +410 -0
- panelbox/report/css_manager.py +472 -0
- panelbox/report/exporters/__init__.py +15 -0
- panelbox/report/exporters/html_exporter.py +440 -0
- panelbox/report/exporters/latex_exporter.py +510 -0
- panelbox/report/exporters/markdown_exporter.py +446 -0
- panelbox/report/renderers/__init__.py +11 -0
- panelbox/report/renderers/static/__init__.py +0 -0
- panelbox/report/renderers/static_validation_renderer.py +341 -0
- panelbox/report/report_manager.py +502 -0
- panelbox/report/template_manager.py +337 -0
- panelbox/report/transformers/__init__.py +0 -0
- panelbox/report/transformers/static/__init__.py +0 -0
- panelbox/report/validation_transformer.py +449 -0
- panelbox/standard_errors/__init__.py +0 -0
- panelbox/templates/__init__.py +0 -0
- panelbox/templates/assets/css/base_styles.css +382 -0
- panelbox/templates/assets/css/report_components.css +747 -0
- panelbox/templates/assets/js/tab-navigation.js +161 -0
- panelbox/templates/assets/js/utils.js +276 -0
- panelbox/templates/common/footer.html +24 -0
- panelbox/templates/common/header.html +44 -0
- panelbox/templates/common/meta.html +5 -0
- panelbox/templates/validation/interactive/index.html +272 -0
- panelbox/templates/validation/interactive/partials/charts.html +58 -0
- panelbox/templates/validation/interactive/partials/methodology.html +201 -0
- panelbox/templates/validation/interactive/partials/overview.html +146 -0
- panelbox/templates/validation/interactive/partials/recommendations.html +101 -0
- panelbox/templates/validation/interactive/partials/test_results.html +231 -0
- panelbox/utils/__init__.py +0 -0
- panelbox/utils/formatting.py +172 -0
- panelbox/utils/matrix_ops.py +233 -0
- panelbox/utils/statistical.py +173 -0
- panelbox/validation/__init__.py +58 -0
- panelbox/validation/base.py +175 -0
- panelbox/validation/cointegration/__init__.py +0 -0
- panelbox/validation/cross_sectional_dependence/__init__.py +13 -0
- panelbox/validation/cross_sectional_dependence/breusch_pagan_lm.py +222 -0
- panelbox/validation/cross_sectional_dependence/frees.py +297 -0
- panelbox/validation/cross_sectional_dependence/pesaran_cd.py +188 -0
- panelbox/validation/heteroskedasticity/__init__.py +13 -0
- panelbox/validation/heteroskedasticity/breusch_pagan.py +222 -0
- panelbox/validation/heteroskedasticity/modified_wald.py +172 -0
- panelbox/validation/heteroskedasticity/white.py +208 -0
- panelbox/validation/instruments/__init__.py +0 -0
- panelbox/validation/robustness/__init__.py +0 -0
- panelbox/validation/serial_correlation/__init__.py +13 -0
- panelbox/validation/serial_correlation/baltagi_wu.py +220 -0
- panelbox/validation/serial_correlation/breusch_godfrey.py +260 -0
- panelbox/validation/serial_correlation/wooldridge_ar.py +200 -0
- panelbox/validation/specification/__init__.py +16 -0
- panelbox/validation/specification/chow.py +273 -0
- panelbox/validation/specification/hausman.py +264 -0
- panelbox/validation/specification/mundlak.py +331 -0
- panelbox/validation/specification/reset.py +273 -0
- panelbox/validation/unit_root/__init__.py +0 -0
- panelbox/validation/validation_report.py +257 -0
- panelbox/validation/validation_suite.py +401 -0
- panelbox-0.2.0.dist-info/METADATA +337 -0
- panelbox-0.2.0.dist-info/RECORD +90 -0
- panelbox-0.2.0.dist-info/WHEEL +5 -0
- panelbox-0.2.0.dist-info/entry_points.txt +2 -0
- panelbox-0.2.0.dist-info/licenses/LICENSE +21 -0
- panelbox-0.2.0.dist-info/top_level.txt +1 -0
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<!DOCTYPE html>
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<html lang="en">
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<head>
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{% include 'common/meta.html' %}
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<!-- Embedded CSS -->
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<style>
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{{ css_inline|safe }}
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</style>
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</head>
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<body>
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<div class="report-container">
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<!-- Header -->
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{% include 'common/header.html' %}
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<!-- Validation Summary Dashboard -->
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<section class="report-section">
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<h2 class="section-title">Validation Summary</h2>
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<div class="metric-grid">
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<div class="metric-card">
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<div class="metric-label">Total Tests</div>
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<div class="metric-value">{{ summary.total_tests }}</div>
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</div>
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<div class="metric-card">
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<div class="metric-label">Tests Passed</div>
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<div class="metric-value text-success">{{ summary.total_passed }}</div>
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</div>
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<div class="metric-card">
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<div class="metric-label">Tests Failed</div>
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<div class="metric-value text-danger">{{ summary.total_failed }}</div>
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</div>
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<div class="metric-card">
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<div class="metric-label">Pass Rate</div>
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<div class="metric-value">{{ summary.pass_rate_formatted }}</div>
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<div class="metric-progress">
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<div class="metric-progress-bar"
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style="width: {{ summary.pass_rate }}%;
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background-color: {% if summary.pass_rate >= 80 %}var(--success){% elif summary.pass_rate >= 60 %}var(--warning){% else %}var(--danger){% endif %};">
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<!-- Overall Status Alert -->
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{% if summary.has_issues %}
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<div class="alert alert-{{ summary.overall_status }} mt-4">
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<strong>{{ summary.status_message }}</strong>
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<p class="mt-2">Review the test results and recommendations below to address detected issues.</p>
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</div>
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{% else %}
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<div class="alert alert-success mt-4">
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<strong>{{ summary.status_message }}</strong>
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<p class="mt-2">Your panel data model has passed all validation tests.</p>
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</div>
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{% endif %}
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</section>
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<div class="tab-container" id="validation-tabs">
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<div class="tab-buttons">
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<button class="tab-button active" data-tab="overview-tab">
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Overview
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</button>
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<button class="tab-button" data-tab="results-tab">
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Test Results
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</button>
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<button class="tab-button" data-tab="charts-tab">
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Visualizations
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</button>
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{% if recommendations %}
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<button class="tab-button" data-tab="recommendations-tab">
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Recommendations
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<span class="badge badge-warning">{{ recommendations|length }}</span>
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</button>
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{% endif %}
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<button class="tab-button" data-tab="methodology-tab">
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Methodology
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</div>
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<!-- Tab Contents -->
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<div class="tab-contents">
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<!-- Overview Tab -->
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<div id="overview-tab" class="tab-content active">
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{% include 'validation/interactive/partials/overview.html' %}
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</div>
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<!-- Test Results Tab -->
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<div id="results-tab" class="tab-content">
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{% include 'validation/interactive/partials/test_results.html' %}
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</div>
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<!-- Charts Tab -->
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<div id="charts-tab" class="tab-content">
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{% include 'validation/interactive/partials/charts.html' %}
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</div>
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<!-- Recommendations Tab -->
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{% if recommendations %}
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<div id="recommendations-tab" class="tab-content">
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{% include 'validation/interactive/partials/recommendations.html' %}
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</div>
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{% endif %}
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<!-- Methodology Tab -->
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<div id="methodology-tab" class="tab-content">
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{% include 'validation/interactive/partials/methodology.html' %}
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</div>
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<!-- Footer -->
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{% include 'common/footer.html' %}
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</div>
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<!-- Plotly.js -->
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{{ plotly_js|safe }}
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<script>
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{{ js_inline|safe }}
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</script>
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<script>
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// Initialize tabs
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document.addEventListener('DOMContentLoaded', function() {
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PanelBoxTabs.init('validation-tabs');
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// Render charts
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renderCharts();
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});
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function renderCharts() {
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{% if charts %}
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// Test Overview Bar Chart
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if (document.getElementById('chart-test-overview')) {
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const testOverviewData = [
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{
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x: {{ charts.test_overview.categories|tojson }},
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y: {{ charts.test_overview.passed|tojson }},
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name: 'Passed',
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type: 'bar',
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marker: { color: '#10b981' }
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},
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{
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x: {{ charts.test_overview.categories|tojson }},
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y: {{ charts.test_overview.failed|tojson }},
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name: 'Failed',
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type: 'bar',
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marker: { color: '#ef4444' }
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}
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];
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const testOverviewLayout = {
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title: 'Test Results by Category',
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barmode: 'stack',
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xaxis: { title: 'Test Category' },
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yaxis: { title: 'Number of Tests' },
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hovermode: 'closest',
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font: { family: 'var(--font-sans)' }
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};
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Plotly.newPlot('chart-test-overview', testOverviewData, testOverviewLayout, {responsive: true});
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}
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// P-value Distribution
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if (document.getElementById('chart-pvalue-dist')) {
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const pvalueData = [{
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x: {{ charts.pvalue_distribution.test_names|tojson }},
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y: {{ charts.pvalue_distribution.pvalues|tojson }},
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type: 'bar',
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marker: {
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color: {{ charts.pvalue_distribution.pvalues|tojson }},
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colorscale: [
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[0, '#ef4444'],
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[0.05, '#f59e0b'],
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[0.1, '#eab308'],
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[1, '#10b981']
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],
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cmin: 0,
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cmax: 0.2
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},
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text: {{ charts.pvalue_distribution.pvalues|tojson }},
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texttemplate: '%{text:.4f}',
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textposition: 'outside'
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}];
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const pvalueLayout = {
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title: 'P-values by Test',
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xaxis: {
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title: 'Test Name',
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tickangle: -45
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},
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yaxis: {
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title: 'P-value',
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type: 'log'
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},
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shapes: [
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// Significance level lines
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{
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type: 'line',
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x0: -0.5,
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x1: {{ charts.pvalue_distribution.test_names|length }} - 0.5,
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y0: 0.05,
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y1: 0.05,
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line: { color: 'red', width: 2, dash: 'dash' }
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},
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{
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type: 'line',
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x0: -0.5,
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x1: {{ charts.pvalue_distribution.test_names|length }} - 0.5,
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y0: 0.01,
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y1: 0.01,
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line: { color: 'darkred', width: 1, dash: 'dot' }
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}
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],
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annotations: [
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{
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x: 0,
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y: 0.05,
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text: 'α = 0.05',
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showarrow: false,
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xanchor: 'left',
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yanchor: 'bottom'
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}
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],
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hovermode: 'closest',
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font: { family: 'var(--font-sans)' }
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};
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Plotly.newPlot('chart-pvalue-dist', pvalueData, pvalueLayout, {responsive: true});
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}
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if (document.getElementById('chart-test-stats')) {
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const statsData = [{
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x: {{ charts.test_statistics.test_names|tojson }},
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y: {{ charts.test_statistics.statistics|tojson }},
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type: 'scatter',
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mode: 'markers',
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marker: {
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size: 12,
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color: '#2563eb',
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line: { width: 1, color: '#1e40af' }
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}
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}];
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title: 'Test Statistics',
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xaxis: {
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title: 'Test Name',
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tickangle: -45
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},
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yaxis: { title: 'Test Statistic' },
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hovermode: 'closest',
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font: { family: 'var(--font-sans)' }
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};
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Plotly.newPlot('chart-test-stats', statsData, statsLayout, {responsive: true});
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}
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<h3 class="section-subtitle">Interactive Visualizations</h3>
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<p class="text-muted mb-6">
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Explore validation test results through interactive charts. Hover over data points for detailed information,
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zoom in/out, and pan to focus on specific areas of interest.
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<!-- Test Overview Chart -->
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<h4 class="chart-title">Test Results by Category</h4>
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<p class="chart-description">
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Stacked bar chart showing the number of passed and failed tests in each category.
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<!-- P-value Distribution Chart -->
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<h4 class="chart-title">P-value Distribution</h4>
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<p class="chart-description">
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Distribution of p-values across all tests (log scale). Tests with p-values below the significance
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threshold (α = 0.05) indicate potential issues.
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<div id="chart-pvalue-dist" class="chart-plot"></div>
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<strong>Note:</strong> The red dashed line represents the 5% significance level (α = 0.05).
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Tests below this line reject the null hypothesis.
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<!-- Test Statistics Chart -->
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<h4 class="chart-title">Test Statistics</h4>
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<p class="chart-description">
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Scatter plot of test statistics for all validation tests. Each point represents a test result.
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<!-- Chart Instructions -->
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<li><strong>Hover:</strong> Move your mouse over data points to see detailed information</li>
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<li><strong>Zoom:</strong> Click and drag to zoom into a region, or use the zoom buttons</li>
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<li><strong>Pan:</strong> After zooming, click and drag to pan around</li>
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<li><strong>Reset:</strong> Click the "Reset axes" button to restore the original view</li>
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<li><strong>Export:</strong> Use the camera icon to download the chart as a PNG image</li>
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<h3 class="section-subtitle">Validation Methodology</h3>
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This section provides technical details about the validation tests performed on your panel data model.
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Each test is designed to detect specific violations of panel data assumptions.
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<!-- Specification Tests -->
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<h4 class="methodology-title">Specification Tests</h4>
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<h5 class="test-method-name">Hausman Test</h5>
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<p class="test-method-description">
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Tests the null hypothesis that Random Effects estimates are consistent. Rejection suggests
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systematic differences between FE and RE estimates, favoring Fixed Effects.
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<p><strong>Test Statistic:</strong> H = (β<sub>FE</sub> - β<sub>RE</sub>)' [Var(β<sub>FE</sub>) - Var(β<sub>RE</sub>)]<sup>-1</sup> (β<sub>FE</sub> - β<sub>RE</sub>)</p>
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<p><strong>Distribution:</strong> χ² with K degrees of freedom</p>
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<p><strong>Interpretation:</strong> If p-value < 0.05, use Fixed Effects</p>
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<h5 class="test-method-name">Mundlak Test</h5>
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Alternative to Hausman test based on auxiliary regression. Tests whether entity means of
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time-varying regressors are correlated with the unobserved effect.
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<p><strong>Approach:</strong> Estimate Random Effects including entity means of X as additional regressors</p>
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<p><strong>Test Statistic:</strong> Wald test on coefficients of entity means</p>
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<p><strong>Interpretation:</strong> Rejection indicates correlation, favoring Fixed Effects</p>
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<h4 class="methodology-title">Serial Correlation Tests</h4>
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<h5 class="test-method-name">Wooldridge Test</h5>
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<p class="test-method-description">
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Tests for first-order autocorrelation in panel data models. Specifically designed for
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Fixed Effects models with small T.
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<div class="test-method-details">
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<p><strong>Null Hypothesis:</strong> No first-order autocorrelation</p>
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<p><strong>Test Statistic:</strong> F-test on correlation of lagged residuals</p>
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<p><strong>Distribution:</strong> F(1, N-1)</p>
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Durbin-Watson analogue for panel data. Tests for serial correlation in the idiosyncratic
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error component.
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</p>
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<div class="test-method-details">
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<p><strong>Test Statistic:</strong> BW = Σ<sub>i</sub>Σ<sub>t</sub>(ê<sub>it</sub> - ê<sub>i,t-1</sub>)² / Σ<sub>i</sub>Σ<sub>t</sub>ê<sub>it</sub>²</p>
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<p><strong>Range:</strong> 0 to 4 (2 indicates no autocorrelation)</p>
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<h4 class="methodology-title">Heteroskedasticity Tests</h4>
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|
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<div class="test-methodology">
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<h5 class="test-method-name">Breusch-Pagan LM Test</h5>
|
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<p class="test-method-description">
|
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Tests for heteroskedasticity in panel data residuals. Detects whether error variance
|
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depends on explanatory variables.
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</p>
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<p><strong>Null Hypothesis:</strong> Homoskedastic errors</p>
|
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<p><strong>Approach:</strong> Regress squared residuals on regressors</p>
|
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<p><strong>Test Statistic:</strong> LM = N·R² ~ χ²(K)</p>
|
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<h5 class="test-method-name">Modified Wald Test</h5>
|
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<p class="test-method-description">
|
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Tests for groupwise heteroskedasticity in Fixed Effects models. Allows variance to differ
|
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across entities.
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</p>
|
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<div class="test-method-details">
|
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<p><strong>Null Hypothesis:</strong> σ²<sub>1</sub> = σ²<sub>2</sub> = ... = σ²<sub>N</sub></p>
|
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<p><strong>Test Statistic:</strong> Wald statistic ~ χ²(N)</p>
|
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</div>
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<!-- Cross-Sectional Dependence Tests -->
|
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|
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<h4 class="methodology-title">Cross-Sectional Dependence Tests</h4>
|
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|
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<div class="test-methodology">
|
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<h5 class="test-method-name">Pesaran CD Test</h5>
|
|
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|
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<p class="test-method-description">
|
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|
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Tests for weak cross-sectional dependence in large panels. Robust to non-stationarity
|
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and structural breaks.
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</p>
|
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<div class="test-method-details">
|
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<p><strong>Test Statistic:</strong> CD = √(2T/(N(N-1))) Σ<sub>i<j</sub> ρ̂<sub>ij</sub></p>
|
|
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|
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<p><strong>Distribution:</strong> N(0,1) asymptotically</p>
|
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<p><strong>Advantages:</strong> Valid for large N, valid for dynamic models</p>
|
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</div>
|
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</div>
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|
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<div class="test-methodology">
|
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<h5 class="test-method-name">Frees Test</h5>
|
|
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|
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<p class="test-method-description">
|
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|
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Nonparametric test for cross-sectional independence. Based on squared rank correlation
|
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of residuals across entities.
|
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</p>
|
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<div class="test-method-details">
|
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<p><strong>Null Hypothesis:</strong> No cross-sectional correlation</p>
|
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|
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<p><strong>Test Statistic:</strong> Frees = T·mean(R²<sub>ij</sub>) where R is rank correlation</p>
|
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<p><strong>Critical values:</strong> Tabulated by Frees (1995, 2004)</p>
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</div>
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<!-- Interpretation Guidelines -->
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<div class="guidelines-box mt-8">
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<h4 class="guidelines-title">Interpretation Guidelines</h4>
|
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|
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<div class="guideline-item">
|
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<h5>Significance Levels</h5>
|
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<p>
|
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Tests use standard significance levels: 1% (***), 5% (**), 10% (*). A p-value below the
|
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chosen significance level (typically 5%) leads to rejection of the null hypothesis.
|
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</p>
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</div>
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|
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<div class="guideline-item">
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<h5>Multiple Testing</h5>
|
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<p>
|
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|
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When conducting multiple tests, consider adjusting significance levels (e.g., Bonferroni correction)
|
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to control for family-wise error rate. However, validation tests are typically exploratory,
|
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so strict corrections may be overly conservative.
|
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</p>
|
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</div>
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|
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<div class="guideline-item">
|
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<h5>Sample Size Considerations</h5>
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<p>
|
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|
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Some tests have low power in small samples. With large N or T, even minor deviations from
|
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assumptions may be detected as statistically significant. Always consider economic significance
|
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alongside statistical significance.
|
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</p>
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</div>
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<div class="guideline-item">
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<h5>Remedial Actions</h5>
|
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<p>
|
|
164
|
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Failing a test doesn't necessarily invalidate your model. Many violations can be addressed
|
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through robust standard errors, alternative estimators, or model re-specification. Consult
|
|
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the Recommendations tab for specific guidance.
|
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</p>
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</div>
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<!-- Technical References -->
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<div class="references-box mt-6">
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<h4 class="references-title">Technical References</h4>
|
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<ul class="references-list">
|
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175
|
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<li>
|
|
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|
+
Baltagi, B. H., & Wu, P. X. (1999). Unequally Spaced Panel Data Regressions with AR(1) Disturbances.
|
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|
+
<em>Econometric Theory</em>, 15(6), 814-823.
|
|
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|
+
</li>
|
|
179
|
+
<li>
|
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180
|
+
Frees, E. W. (1995). Assessing Cross-Sectional Correlation in Panel Data.
|
|
181
|
+
<em>Journal of Econometrics</em>, 69(2), 393-414.
|
|
182
|
+
</li>
|
|
183
|
+
<li>
|
|
184
|
+
Hausman, J. A. (1978). Specification Tests in Econometrics.
|
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+
<em>Econometrica</em>, 46(6), 1251-1271.
|
|
186
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+
</li>
|
|
187
|
+
<li>
|
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188
|
+
Mundlak, Y. (1978). On the Pooling of Time Series and Cross Section Data.
|
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189
|
+
<em>Econometrica</em>, 46(1), 69-85.
|
|
190
|
+
</li>
|
|
191
|
+
<li>
|
|
192
|
+
Pesaran, M. H. (2004). General Diagnostic Tests for Cross Section Dependence in Panels.
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+
<em>Cambridge Working Papers in Economics</em>, 0435.
|
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194
|
+
</li>
|
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+
<li>
|
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+
Wooldridge, J. M. (2002). <em>Econometric Analysis of Cross Section and Panel Data</em>.
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+
MIT Press.
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</li>
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</ul>
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</div>
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</section>
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