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branch "panel" for gsoc 2020 #39

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merged 16 commits into from
May 23, 2020
Merged

branch "panel" for gsoc 2020 #39

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6e8bbe4
Muting development branch in fork.
pedrovma Jan 9, 2020
a554840
Adding sp_panels.py with GM_KKP to estimate spatial panels.
pedrovma Jan 20, 2020
1c073d5
Minor updates.
pedrovma Jan 20, 2020
af0d364
Adding KKP reference.
pedrovma Jan 20, 2020
2b2ab5a
Restore Travis.
pedrovma Jan 20, 2020
8beb620
Adding panel branch for Travis testing.
pedrovma Jan 20, 2020
db5672d
Fixing GM_KKP example.
pedrovma Jan 20, 2020
7cd9c04
Adding testing suite and documentation.
pedrovma Jan 20, 2020
a8d2f60
Adding regimes for KKP (X variables only).
pedrovma Jan 21, 2020
8cd0c63
Adding documentation and tests for regimes within KKP.
pedrovma Jan 21, 2020
5acff5d
Adding Chow tests to test_sp_panels.py.
pedrovma Feb 18, 2020
51d96cf
Attempt at fixing Travis errors.
pedrovma Feb 20, 2020
0b767f6
Updating documentation.
pedrovma Feb 24, 2020
b559008
Bump
pedrovma Feb 25, 2020
6b78b4a
Fixing Travis.
pedrovma Feb 25, 2020
0b4c2cb
Relaxing two-dimension requirement for y across functions.
pedrovma Feb 26, 2020
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1 change: 1 addition & 0 deletions .travis.yml
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Expand Up @@ -4,6 +4,7 @@ sudo: true
branches:
only:
- master
- panel

python:
- 3.6
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8 changes: 8 additions & 0 deletions doc/_static/references.bib
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Expand Up @@ -236,6 +236,14 @@ @article{Kelejian1999
Volume = {40},
Year = {1999}}

@article{KKP2007,
Author = {Kapoor, M and Kelejian, H H and Prucha, I R},
Journal = {Journal of Econometrics},
Pages = {97--130},
Title = {Panel data models with spatially correlated error components},
Volume = {140},
Year = {2007}}

@book{Greene2003,
Author = {Greene, William H},
Publisher = {Pearson Education India},
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12 changes: 11 additions & 1 deletion doc/api.rst
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Expand Up @@ -63,7 +63,7 @@ Regimes models are variants of spatial regression models which allow for structu
Seemingly-Unrelated Regressions
--------------------------------

Seeimingly-unrelated regression models are a generalization of linear regression. These models (and their spatial generalizations) allow for correlation in the residual terms between groups that use the same model. In spatial Seeimingly-Unrelated Regressions, the error terms across groups are allowed to exhibit a structured type of correlation: spatail correlation.
Seemingly-unrelated regression models are a generalization of linear regression. These models (and their spatial generalizations) allow for correlation in the residual terms between groups that use the same model. In spatial Seeimingly-Unrelated Regressions, the error terms across groups are allowed to exhibit a structured type of correlation: spatial correlation.

.. autosummary::
:toctree: generated/
Expand All @@ -74,6 +74,16 @@ Seeimingly-unrelated regression models are a generalization of linear regression
spreg.SURlagIV
spreg.ThreeSLS

Spatial Panel Models
--------------------

Spatial panel models allow for evaluating correlation in both spatial and time dimensions.

.. autosummary::
:toctree: generated/

spreg.GM_KKP

Diagnostics
-----------

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3 changes: 2 additions & 1 deletion spreg/__init__.py
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Expand Up @@ -27,4 +27,5 @@
from .sur_utils import *
from .utils import *
from .regimes import *
from .sputils import *
from .sputils import *
from .sp_panels import *
6 changes: 3 additions & 3 deletions spreg/error_sp.py
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Expand Up @@ -283,7 +283,7 @@ def __init__(self, y, x, w,
name_w=None, name_ds=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
x_constant = USER.check_constant(x)
BaseGM_Error.__init__(self, y=y, x=x_constant, w=w.sparse)
Expand Down Expand Up @@ -609,7 +609,7 @@ def __init__(self, y, x, yend, q, w,
name_w=None, name_ds=None):

n = USER.check_arrays(y, x, yend, q)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
x_constant = USER.check_constant(x)
BaseGM_Endog_Error.__init__(
Expand Down Expand Up @@ -995,7 +995,7 @@ def __init__(self, y, x, yend=None, q=None,
name_w=None, name_ds=None):

n = USER.check_arrays(y, x, yend, q)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
yend2, q2 = set_endog(y, x, w, yend, q, w_lags, lag_q)
x_constant = USER.check_constant(x)
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10 changes: 7 additions & 3 deletions spreg/error_sp_het.py
100644 → 100755
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Expand Up @@ -326,6 +326,10 @@ class GM_Error_Het(BaseGM_Error_Het):
[ 0.7105 0.3681]
[-0.5588 0.1616]
[ 0.4118 0.168 ]]

Alternatively, we can have a summary of the output by typing:
print(reg.summary)

"""

def __init__(self, y, x, w,
Expand All @@ -334,7 +338,7 @@ def __init__(self, y, x, w,
name_w=None, name_ds=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
x_constant = USER.check_constant(x)
BaseGM_Error_Het.__init__(
Expand Down Expand Up @@ -747,7 +751,7 @@ def __init__(self, y, x, yend, q, w,
name_w=None, name_ds=None):

n = USER.check_arrays(y, x, yend, q)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
x_constant = USER.check_constant(x)
BaseGM_Endog_Error_Het.__init__(self, y=y, x=x_constant, yend=yend,
Expand Down Expand Up @@ -1172,7 +1176,7 @@ def __init__(self, y, x, yend=None, q=None,
name_w=None, name_ds=None):

n = USER.check_arrays(y, x, yend, q)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
yend2, q2 = set_endog(y, x, w, yend, q, w_lags, lag_q)
x_constant = USER.check_constant(x)
Expand Down
6 changes: 3 additions & 3 deletions spreg/error_sp_het_regimes.py
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Expand Up @@ -288,7 +288,7 @@ def __init__(self, y, x, regimes, w, max_iter=1, epsilon=0.00001, step1c=False,
name_ds=None, name_regimes=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
self.constant_regi = constant_regi
self.cols2regi = cols2regi
Expand Down Expand Up @@ -773,7 +773,7 @@ def __init__(self, y, x, yend, q, regimes, w,
name_regimes=None, summ=True, add_lag=False):

n = USER.check_arrays(y, x, yend, q)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
self.constant_regi = constant_regi
self.cols2regi = cols2regi
Expand Down Expand Up @@ -1346,7 +1346,7 @@ def __init__(self, y, x, regimes, yend=None, q=None,

n = USER.check_arrays(y, x)
self.step1c = step1c
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
name_x = USER.set_name_x(name_x, x, constant=True)
self.name_y = USER.set_name_y(name_y)
Expand Down
6 changes: 3 additions & 3 deletions spreg/error_sp_hom.py
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Expand Up @@ -344,7 +344,7 @@ def __init__(self, y, x, w,
name_w=None, name_ds=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
x_constant = USER.check_constant(x)
BaseGM_Error_Hom.__init__(self, y=y, x=x_constant, w=w.sparse, A1=A1,
Expand Down Expand Up @@ -749,7 +749,7 @@ def __init__(self, y, x, yend, q, w,
name_w=None, name_ds=None):

n = USER.check_arrays(y, x, yend, q)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
x_constant = USER.check_constant(x)
BaseGM_Endog_Error_Hom.__init__(
Expand Down Expand Up @@ -1172,7 +1172,7 @@ def __init__(self, y, x, yend=None, q=None,
name_w=None, name_ds=None):

n = USER.check_arrays(y, x, yend, q)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
yend2, q2 = set_endog(y, x, w, yend, q, w_lags, lag_q)
x_constant = USER.check_constant(x)
Expand Down
6 changes: 3 additions & 3 deletions spreg/error_sp_hom_regimes.py
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Expand Up @@ -303,7 +303,7 @@ def __init__(self, y, x, regimes, w,
name_w=None, name_ds=None, name_regimes=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
self.constant_regi = constant_regi
self.cols2regi = cols2regi
Expand Down Expand Up @@ -791,7 +791,7 @@ def __init__(self, y, x, yend, q, regimes, w,
name_ds=None, name_regimes=None, summ=True, add_lag=False):

n = USER.check_arrays(y, x, yend, q)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
self.constant_regi = constant_regi
self.cols2regi = cols2regi
Expand Down Expand Up @@ -1363,7 +1363,7 @@ def __init__(self, y, x, regimes, yend=None, q=None,
name_w=None, name_ds=None, name_regimes=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
name_x = USER.set_name_x(name_x, x, constant=True)
self.name_y = USER.set_name_y(name_y)
Expand Down
6 changes: 3 additions & 3 deletions spreg/error_sp_regimes.py
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Expand Up @@ -281,7 +281,7 @@ def __init__(self, y, x, regimes, w,
cores=False, name_ds=None, name_regimes=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
self.constant_regi = constant_regi
self.cols2regi = cols2regi
Expand Down Expand Up @@ -705,7 +705,7 @@ def __init__(self, y, x, yend, q, regimes, w, cores=False,
name_ds=None, name_regimes=None, summ=True, add_lag=False):

n = USER.check_arrays(y, x, yend, q)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
self.constant_regi = constant_regi
self.cols2regi = cols2regi
Expand Down Expand Up @@ -1223,7 +1223,7 @@ def __init__(self, y, x, regimes, yend=None, q=None,
name_w=None, name_ds=None, name_regimes=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
name_x = USER.set_name_x(name_x, x, constant=True)
self.name_y = USER.set_name_y(name_y)
Expand Down
2 changes: 1 addition & 1 deletion spreg/ml_error.py
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Expand Up @@ -450,7 +450,7 @@ def __init__(self, y, x, w, method='full', epsilon=0.0000001,
spat_diag=False, vm=False, name_y=None, name_x=None,
name_w=None, name_ds=None):
n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
x_constant = USER.check_constant(x)
method = method.upper()
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2 changes: 1 addition & 1 deletion spreg/ml_error_regimes.py
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Expand Up @@ -278,7 +278,7 @@ def __init__(self, y, x, regimes, w=None, constant_regi='many',
name_w=None, name_ds=None, name_regimes=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
self.constant_regi = constant_regi
self.cols2regi = cols2regi
Expand Down
2 changes: 1 addition & 1 deletion spreg/ml_lag.py
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Expand Up @@ -551,7 +551,7 @@ def __init__(self, y, x, w, method='full', epsilon=0.0000001,
spat_diag=False, vm=False, name_y=None, name_x=None,
name_w=None, name_ds=None):
n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
x_constant = USER.check_constant(x)
method = method.upper()
Expand Down
2 changes: 1 addition & 1 deletion spreg/ml_lag_regimes.py
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Expand Up @@ -296,7 +296,7 @@ def __init__(self, y, x, regimes, w=None, constant_regi='many',
name_w=None, name_ds=None, name_regimes=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y, w_required=True)
USER.check_spat_diag(spat_diag, w)
name_y = USER.set_name_y(name_y)
Expand Down
2 changes: 1 addition & 1 deletion spreg/ols.py
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Expand Up @@ -427,7 +427,7 @@ def __init__(self, y, x,
name_w=None, name_gwk=None, name_ds=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y)
USER.check_robust(robust, gwk)
USER.check_spat_diag(spat_diag, w)
Expand Down
2 changes: 1 addition & 1 deletion spreg/ols_regimes.py
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Expand Up @@ -353,7 +353,7 @@ def __init__(self, y, x, regimes,
name_w=None, name_gwk=None, name_ds=None):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
USER.check_weights(w, y)
USER.check_robust(robust, gwk)
USER.check_spat_diag(spat_diag, w)
Expand Down
2 changes: 1 addition & 1 deletion spreg/probit.py
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Expand Up @@ -802,7 +802,7 @@ def __init__(
spat_diag=False):

n = USER.check_arrays(y, x)
USER.check_y(y, n)
y = USER.check_y(y, n)
if w != None:
USER.check_weights(w, y)
spat_diag = True
Expand Down
4 changes: 2 additions & 2 deletions spreg/regimes.py
100644 → 100755
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Expand Up @@ -85,8 +85,8 @@ def __init__(self, reg):
def _chow_run(kr, kf, kryd, nr, betas, vm):
if betas.shape[0] != vm.shape[0]:
if kf > 0:
betas = betas[0:vm.shape[0], :]
kf = kf - 1
kf = kf - (betas.shape[0] - vm.shape[0])
betas = betas[0:vm.shape[0], :]
else:
brange = []
for i in range(nr):
Expand Down
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