Repository URL to install this package:
Version:
0.11.1 ▾
|
import numpy as np
from statsmodels.tools.testing import ParamsTableTestBunch
est = dict(
rank=13,
N=758,
Q=.0150568875809373,
J=11.41312078635046,
J_df=2,
k_1=13,
converged=1,
has_xtinst=0,
type=1,
n_eq=1,
k=13,
n_moments=15,
k_aux=13,
k_eq_model=0,
ic=6,
k_eq=13,
cmdline="gmm (lw - {xb:s iq expr tenure rns smsa dyear*} - {b0}) , instruments(expr tenure rns smsa dyear* med kww age mrt) igmm", # noqa:E501
cmd="gmm",
estat_cmd="gmm_estat",
predict="gmm_p",
marginsnotok="_ALL",
eqnames="1",
technique="gn",
winit="Unadjusted",
estimator="igmm",
wmatrix="robust",
vce="robust",
vcetype="Robust",
params="xb_s xb_iq xb_expr xb_tenure xb_rns xb_smsa xb_dyear_67 xb_dyear_68 xb_dyear_69 xb_dyear_70 xb_dyear_71 xb_dyear_73 b0", # noqa:E501
inst_1="expr tenure rns smsa dyear_67 dyear_68 dyear_69 dyear_70 dyear_71 dyear_73 med kww age mrt _cons", # noqa:E501
params_1="xb_s xb_iq xb_expr xb_tenure xb_rns xb_smsa xb_dyear_67 xb_dyear_68 xb_dyear_69 xb_dyear_70 xb_dyear_71 xb_dyear_73 b0", # noqa:E501
sexp_1="lw - ({xb_s} *s + {xb_iq} *iq + {xb_expr} *expr + {xb_tenure} *tenure + {xb_rns} *rns + {xb_smsa} *smsa + {xb_dyear_67} *dyear_67 + {xb_dyear_68} *dyear_68 + {xb_dyear_69} *dyear_69 + {xb_dyear_70} *dyear_70 + {xb_dyear_71} *dyear_71 + {xb_dyear_73} *dyear_73) - {b0}", # noqa:E501
properties="b V",
)
params_table = np.array([
.17587739850768, .02085563162829, 8.4330890400415, 3.366583555e-17,
.1350011116414, .21675368537396, np.nan, 1.9599639845401,
0, -.00928586712743, .00491894287617, -1.88777697997,
.05905589683705, -.01892681800673, .00035508375188, np.nan,
1.9599639845401, 0, .05031651549731, .00810558790493,
6.2076330659127, 5.378855978e-10, .03442985513012, .0662031758645,
np.nan, 1.9599639845401, 0, .04246235782951,
.00956418082077, 4.4397276280375, 9.007280073e-06, .02371690787918,
.06120780777985, np.nan, 1.9599639845401, 0,
-.1039476753865, .03373281188749, -3.0815004611293, .00205960157647,
-.17006277178325, -.03783257898975, np.nan, 1.9599639845401,
0, .12477256813508, .03099244898605, 4.0259021864082,
.0000567572801, .06402848432973, .18551665194043, np.nan,
1.9599639845401, 0, -.05297127223127, .0517946935923,
-1.0227162003936, .30644204936546, -.15448700626247, .04854446179993,
np.nan, 1.9599639845401, 0, .04564516152971,
.05001865637643, .91256272831865, .36147256434055, -.05238960352318,
.1436799265826, np.nan, 1.9599639845401, 0,
.15574543741982, .04802004585645, 3.2433421218593, .00118136262363,
.06162787700523, .24986299783442, np.nan, 1.9599639845401,
0, .16681173496168, .06134387289984, 2.7192892635594,
.00654223677971, .0465799534058, .28704351651757, np.nan,
1.9599639845401, 0, .08417610675323, .05582688740597,
1.507805838092, .13160422753823, -.02524258193145, .19359479543791,
np.nan, 1.9599639845401, 0, .09964580476612,
.06124947866865, 1.6268841291727, .10376170930541, -.02040096749628,
.21969257702853, np.nan, 1.9599639845401, 0,
4.0027753075622, .33649589464938, 11.895465505554, 1.249543428e-32,
3.3432554731038, 4.6622951420205, np.nan, 1.9599639845401,
0]).reshape(13, 9)
params_table_colnames = 'b se z pvalue ll ul df crit eform'.split()
params_table_rownames = ['_cons'] * 13
cov = np.array([
.00043495737061, -.00007938790704, .00002809207919, .00001486824321,
-.00017806650894, -6.696078938e-06, -.00011595347261, -.00018816769626,
-.00012205118386, -.00008281236274, -.00031504876539, -.00063574245306,
.00264272738846, -.00007938790704, .00002419599902, 4.932871670e-06,
-.00001114848619, .00006618803917, -.00002202930782, 4.808220835e-07,
.00003206765662, -.00002261059773, -.00006024105579, -.00001412126593,
.00001474591556, -.00144330101198, .00002809207919, 4.932871670e-06,
.00006570055528, -.0000203894891, .00005213529923, -.00003297805448,
.00003595284891, .00008758906787, .00003058926358, .00001696423798,
-.00008568569767, -.00013140753648, -.00094326672008, .00001486824321,
-.00001114848619, -.0000203894891, .00009147355477, -.00003774547245,
7.828122784e-06, .00008484461309, .00006729820252, .00011236802193,
.00010082715772, .00011217081931, .00009440153548, .00075659901252,
-.00017806650894, .00006618803917, .00005213529923, -.00003774547245,
.00113790259784, .00013005865302, .00018021354375, .00018779266096,
-9.435310865e-06, .0000165483542, -.00005323328914, .00008265052168,
-.00499436873124, -6.696078938e-06, -.00002202930782, -.00003297805448,
7.828122784e-06, .00013005865302, .00096053189415, .00005704546746,
.00011160225767, .00025285680201, .00010656723202, .00030213005331,
.00030792696913, .00157128168902, -.00011595347261, 4.808220835e-07,
.00003595284891, .00008484461309, .00018021354375, .00005704546746,
.00268269028432, .00085942321667, .00091151417222, .00096327250114,
.00090372304081, .00102768195348, .00034563629591, -.00018816769626,
.00003206765662, .00008758906787, .00006729820252, .00018779266096,
.00011160225767, .00085942321667, .0025018659857, .00092591134763,
.00088266305412, .0008241186538, .00095084381197, -.00206285154639,
-.00012205118386, -.00002261059773, .00003058926358, .00011236802193,
-9.435310865e-06, .00025285680201, .00091151417222, .00092591134763,
.00230592480406, .00118265696692, .0011106470199, .00129290662149,
.00256049741814, -.00008281236274, -.00006024105579, .00001696423798,
.00010082715772, .0000165483542, .00010656723202, .00096327250114,
.00088266305412, .00118265696692, .00376307074235, .00124584145426,
.00155915431219, .00599086304364, -.00031504876539, -.00001412126593,
-.00008568569767, .00011217081931, -.00005323328914, .00030213005331,
.00090372304081, .0008241186538, .0011106470199, .00124584145426,
.00311664135744, .0018437604357, .00431259131307, -.00063574245306,
.00001474591556, -.00013140753648, .00009440153548, .00008265052168,
.00030792696913, .00102768195348, .00095084381197, .00129290662149,
.00155915431219, .0018437604357, .00375149863718, .00538769349865,
.00264272738846, -.00144330101198, -.00094326672008, .00075659901252,
-.00499436873124, .00157128168902, .00034563629591, -.00206285154639,
.00256049741814, .00599086304364, .00431259131307, .00538769349865,
.11322948711589]).reshape(13, 13)
cov_colnames = ['_cons'] * 13
cov_rownames = ['_cons'] * 13
results = ParamsTableTestBunch(
params_table=params_table,
params_table_colnames=params_table_colnames,
params_table_rownames=params_table_rownames,
cov=cov,
cov_colnames=cov_colnames,
cov_rownames=cov_rownames,
**est
)