
    !g%                         d Z ddlZddlmZ ddlmZ ddlmc m	Z
 ddlmZmZ ddlmZ ddlmZmZ ddlmZ ddlmc mc mZ ddlmc mZ d Zd	 Zy)
zTest for short_panel and panel sandwich

Created on Fri May 18 13:05:47 2012

Author: Josef Perktold

moved example from main of random_panel
    N)assert_almost_equal)cov2corrse_cov)OLS)ShortPanelGLSShortPanelGLS2)PanelSamplec                 Z    t        j                  t        j                  | |d       |       y )N)nptassert_array_lessemmaxabs)actualexpectedvalues      n/var/www/dash_apps/app1/venv/lib/python3.12/site-packages/statsmodels/sandbox/panel/tests/test_random_panel.pyassert_maxabsr      s    "))FHd;UC    c            	         d} d}| |z  }d}t        | ||t        j                  dgddgfdd	      }|j                         }||j                  z
  }t        j                  g d
g dg dg dg dg      }t        j                  |j                  |d       t        j                  |j                  d|d            }t        |      }	t        j                  |	|j                  d       t        ||j                  |j                        }
|
j                  d      }t        j                   |j"                  j                  d|d            }t%        |t        j&                  d      d       t        j                   |j(                  j                  d|d            }t%        ||j                  d       t        |j(                  j+                         dd       t        j,                  |
j                  |j.                        }t        |j0                  |d       |
j3                         }t        j4                  |
j6                  |u        |
j6                  }t        ||j                  |j                        }|j                  d      }t        |j.                  |j.                  d       t        |j8                  |j8                  d       t;        ||j                        j=                         }t        |j.                  |j.                  d       t        |j8                  |j8                  d       t?        ||j                  |j                        }|j=                         }t        |j.                  |j.                  d       t        |j8                  |j8                  d       t        ||j                  |j                        }|j                  d      }tA        jB                  |
j6                  |j                  jE                  tF                    }tI        |      }tI        tA        jJ                  |
j6                  d|
jL                  jN                              }t        jP                  |j8                  |j8                  ||f      }t        jR                  |d      }t        jT                  ||z  dz
  d       t        jT                  ||z  dz
  d       t        jT                  d||j8                  z  dz
         tA        jJ                  |
j6                  d|
jL                  jN                  t@        jV                  d      }t        ||d       tA        jB                  |
j6                  |j                  jE                  tF              d      }tA        jJ                  |
j6                  d|
jL                  jN                  t@        jV                  d      }t        ||d       tA        jX                  |
j6                        }tA        jJ                  |
j6                  d|
jL                  jN                  d      } t        | |d       y )Nd                  ?gi F)corr_structure	corr_argsseedwithin)r   ?Q?S?\m?)r   r   r   r    r!   )r    r   r   r   r    )r!   r    r   r   r   )r"   r!   r    r   r      F)order   g?r   )decimal   )axisg      ?g333333?c)weights_funcuse_correction)r-   hac)-r	   cs	corr_armagenerate_panely_truenparrayr   r   covreshaper   r   exoggroupsfit_iterativecorrcoefwresidr   eyeresidstddotparamsfittedvalues_fit_olsassert_
res_pooledbser   fitr   swcov_clusterastypeintr   cov_nw_panelgroupgroupidxvstackmeanr   weights_uniformcov_white_simple)!nobsnobs_in_groupsk_varsdgpynoise	dgp_cov_e	cov_noise
corr_noisemod2res2corr_wresid
corr_residy_predres2_olsmod1res1res_olsmod_oldres_oldmod5res5cov_cluclubsepnwbsebser	bser_meancov_unicov_clu2cov_uni2	cov_whitecov_pnw0s!                                    r   test_short_panelrs      s    DFv~HF
dFHR\\"#r4j 2OC 	A

NE <<<<<	>?I CGGY3u}}R}<=I)$JJ3 CHHcjj1Da D ++dkk11"XS1IJK+rvvay#. TZZ//83/GHJ*cggs+

(A6VVDIIt{{+F))626
 }}HKK8+,H CHHcjj1Da DX__bA(,,;!SXX""$GW^^R@'++r: Q#**5GkkmGW^^R@'++r: CHHcjj1Da D
 nnT__cjj.?.?.DEGG_FBOODOOQ

8K8KLMF99dhh&&9:D1%I
 &9,q0$7&9,q0#6#y7;;6!;<
 oodooq$**2E2E+-+=+=-02G "5 ~~dooszz/@/@/E-24Ht4::3F3F+-+=+=-24H (B7##DOO4It4::3F3F-24H)R8r   ) __doc__numpyr3   numpy.testingr   testingr   statsmodels.tools.eval_measurestoolseval_measuresr    statsmodels.stats.moment_helpersr   r   #statsmodels.regression.linear_modelr   %statsmodels.sandbox.panel.panel_shortr   r   &statsmodels.sandbox.panel.random_panelr	   0statsmodels.sandbox.panel.correlation_structuressandboxpanelcorrelation_structuresr/   %statsmodels.stats.sandwich_covariancestatssandwich_covariancerG   r   rs    r   r   <module>r      s?     -  , , = 3 O > = = 2 2Dw9r   