Module Expr Str ImportFrom alias alias Import alias identifier ImportFrom alias ImportFrom alias ImportFrom alias Import alias identifier FunctionDef arguments args defaults body Import alias identifier Import alias identifier ImportFrom alias identifier Assign NameStore Call AttributeLoad AttributeLoad NameLoad attr attr Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Slice Num Assign NameStore SubscriptLoad AttributeLoad NameLoad attr Slice Num Assign NameStore Call AttributeLoad Call NameLoad NameLoad Call NameLoad SubscriptLoad NameLoad Index ListLoad Str Str keyword NameLoad attr Assign NameStore Call AttributeLoad NameLoad attr SubscriptLoad NameLoad Index ListLoad Str AugAssignSub NameStore Call AttributeLoad NameLoad attr Assign NameStore Call AttributeLoad Call AttributeLoad NameLoad attr NameLoad attr NameLoad Assign NameStore ListComp TupleLoad BinOpMult NameLoad Num BinOpMult Num BinOpAdd NameLoad Num comprehension NameStore Call NameLoad Num Assign TupleStore NameStore NameStore Call AttributeLoad NameLoad attr Call AttributeLoad NameLoad attr SubscriptLoad NameLoad Index ListLoad Str Str keyword NameLoad Assign NameStore Call AttributeLoad NameLoad attr NameLoad Num NameLoad keyword Str Expr Call NameLoad NameLoad AttributeLoad NameLoad attr keyword Num Assign NameStore Call AttributeLoad NameLoad attr NameLoad Num NameLoad keyword Str Expr Call NameLoad NameLoad AttributeLoad NameLoad attr keyword Num Assign NameStore Call AttributeLoad NameLoad attr NameLoad Num NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr keyword Num Assign NameStore Call AttributeLoad NameLoad attr NameLoad NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr keyword Num Assign NameStore Call AttributeLoad NameLoad attr NameLoad Call NameLoad NameLoad NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr keyword Num Assign NameStore Call AttributeLoad NameLoad attr NameLoad Num NameLoad keyword Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr keyword Num Assign NameStore Call AttributeLoad NameLoad attr NameLoad Num NameLoad keyword Num Expr Call NameLoad NameLoad AttributeLoad NameLoad attr keyword Num Assign NameStore Call AttributeLoad NameLoad attr NameLoad Num NameLoad Expr Call NameLoad NameLoad AttributeLoad NameLoad attr keyword Num decorator_list
N/A N/A Test for panel robust covariance estimators after pooled ols
this follows the example from xtscc paper/help

Created on Tue May 22 20:27:57 2012

Author: Josef Perktold
 statsmodels.compat.python range lmap N/A numpy np numpy.testing assert_almost_equal statsmodels.regression.linear_model OLS statsmodels.tools.tools add_constant N/A statsmodels.stats.sandwich_covariance sw test_panel_robust_cov N/A N/A N/A N/A N/A pandas pa N/A statsmodels.datasets.grunfeld gr results.results_panelrobust results res_stata N/A dtapa N/A N/A N/A gr data load_pandas N/A dtapa_endog N/A N/A dtapa endog N/A 200 N/A dtapa_exog N/A N/A dtapa exog N/A 200 N/A res N/A N/A N/A OLS dtapa_endog N/A add_constant N/A dtapa_exog N/A N/A value capital prepend False fit N/A time N/A N/A np asarray N/A dtapa_exog N/A N/A year N/A time N/A N/A time min N/A time N/A N/A N/A N/A np squeeze time astype int N/A tidx N/A N/A N/A i 20 N/A 20 N/A i 1 N/A i N/A range 10 N/A N/A firm_names firm_id N/A N/A np unique N/A N/A np asarray N/A dtapa_exog N/A N/A firm S20 return_inverse True N/A cov N/A N/A sw cov_nw_panel res 0 tidx use_correction hac N/A N/A assert_almost_equal cov N/A res_stata cov_pnw0_stata decimal 4 N/A cov N/A N/A sw cov_nw_panel res 1 tidx use_correction hac N/A N/A assert_almost_equal cov N/A res_stata cov_pnw1_stata decimal 4 N/A cov N/A N/A sw cov_nw_panel res 4 tidx N/A N/A assert_almost_equal cov N/A res_stata cov_pnw4_stata decimal 4 N/A cov_clu N/A N/A sw cov_cluster res firm_id N/A N/A assert_almost_equal cov_clu N/A res_stata cov_clu_stata decimal 4 N/A cov_clu N/A N/A sw cov_cluster res N/A lmap str firm_id N/A N/A assert_almost_equal cov_clu N/A res_stata cov_clu_stata decimal 4 N/A rcov N/A N/A sw cov_nw_groupsum res 0 time use_correction 0 N/A N/A assert_almost_equal rcov N/A res_stata cov_dk0_stata decimal 4 N/A rcov N/A N/A sw cov_nw_groupsum res 1 time use_correction 0 N/A N/A assert_almost_equal rcov N/A res_stata cov_dk1_stata decimal 4 N/A rcov N/A N/A sw cov_nw_groupsum res 4 time N/A N/A assert_almost_equal rcov N/A res_stata cov_dk4_stata decimal 4 N/A