
    !g
                     X    d Z ddlmZ ddlZddlmZ ddlmZ ddl	m
Z
 ddlmc mZ d Zy)zTest 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
    )lmapN)assert_almost_equal)OLS)add_constantc                  ^   dd l mc m}  ddlm} | j
                  j                         }|j                  d d }|j                  d d }t        |t        |ddg   d            j                         }t        j                  |d	g   d
      }||j                         z  }t        j                  |      j!                  t"              }t%        d      D cg c]  }|dz  d|dz   z  f }}t        j&                  t        j(                  |dg   d      d      \  }	}
t+        j,                  |d|d      }t/        ||j0                  d       t+        j,                  |d|d      }t/        ||j2                  d       t+        j,                  |d|      }t/        ||j4                  d       t+        j6                  ||
      }t/        ||j8                  d       t+        j6                  |t;        t<        |
            }t/        ||j8                  d       t+        j>                  |d|d      }t/        ||j@                  d       t+        j>                  |d|d      }t/        ||jB                  d       t+        j>                  |d|      }t/        ||jD                  d       y c c}w )Nr      )results   valuecapitalF)prependyearW)requirements
      firmS20T)return_inversehac)use_correction   )decimal)#statsmodels.datasets.grunfelddatasetsgrunfeldresults.results_panelrobustr	   dataload_pandasendogexogr   r   fitnprequireminsqueezeastypeintrangeuniqueasarrayswcov_nw_panelr   cov_pnw0_statacov_pnw1_statacov_pnw4_statacov_clustercov_clu_statar   strcov_nw_groupsumcov_dk0_statacov_dk1_statacov_dk4_stata)gr	res_statadtapadtapa_endog
dtapa_exogrestimeitidx
firm_namesfirm_idcovcov_clurcovs                 i/var/www/dash_apps/app1/venv/lib/python3.12/site-packages/statsmodels/stats/tests/test_panel_robustcov.pytest_panel_robust_covrG      sB   ..AGG!E++ds#KDS!J
k<
GY3G(H !ce  ::j&*=DDHHJD::d""3'D ',Bi0QrT2qs80D0 ))BJJz6(/CU$K379J //#q$u
=C Y55qA
//#q$u
=CY55qA
//#q$
'CY55qA nnS'*G!8!8!D nnS$sG"45G!8!8!D c1d1=Di55qAc1d1=Di55qAc1d+Di55qAI 1s   J*)__doc__statsmodels.compat.pythonr   numpyr#   numpy.testingr   #statsmodels.regression.linear_modelr   statsmodels.tools.toolsr   %statsmodels.stats.sandwich_covariancestatssandwich_covariancer,   rG        rF   <module>rS      s'    +  - 3 0 2 25BrR   