
    !g                     V    d Z ddlZddlmZmZ ddlmZ ddlm	Z	 ddl
mc mZ d Zd Zy)zTests for sandwich robust covariance estimation

see also in regression for cov_hac compared to Gretl and
sandbox.panel test_random_panel for comparing cov_cluster, cov_hac_panel and
cov_white

Created on Sat Dec 17 08:39:16 2011

Author: Josef Perktold
    N)assert_almost_equalassert_allclose)OLS)add_constantc                     dd l } | j                  j                  | j                  j                  t                    }| j                  j                  |d      }t        j                  |      }|d d df   }|d d df   j                  t              }|d d df   j                  t              }t        |d d df         }t        ||      j                         }t        j                  |||      \  }	}
}ddg}dd	g}d
dg}ddg}t        j                  |
      }t        j                  |      }t        j                  |	      }t!        ||j"                  d       t!        ||d       t!        ||d       t!        ||d       y )Nr   ztest_data.txt      )group2gZӼ?gx&?gcZB>?ggj+?go_?g7d?gS!uq?   )decimal)ospathabspathdirname__file__joinnp
genfromtxtastypeintr   r   fitswcov_cluster_2groupsse_covr   HC0_se)r   cur_dirfpathpetendoggrouptimeexogrescov01covgcovtbse_petwbse_pet0bse_pet1	bse_pet01bse_0bse_1bse_01s                      b/var/www/dash_apps/app1/venv/lib/python3.12/site-packages/statsmodels/stats/tests/test_sandwich.pytest_cov_cluster_2groupsr0      sO   
 ggoobggooh78GGGLL/2E
--
C2JE1IS!Eq!t9C DAqD	"D
eT



 C..sE$GE4 HHH IIIdOEIIdOEYYuF
 #**a8x3x3	15    c                     ddl m}  | j                         j                  }dt	        j
                  t	        j                  |d   j                              z  }dt	        j
                  t	        j                  |d   j                              z  }t        t        j                  ||d   d d j                  f         }t        ||      j                         }g dg d	g d
g}g dg dg dg}t        j                  |dd      }t        j                  |      }	t        j                  |dd      }
t        j                  |
      }t        ||       t        |
|       t        t	        j                   t	        j"                  |            |	       t        t	        j                   t	        j"                  |            |       t        j                  |d      }t        j                  |dd      }t        ||       y )Nr   )	macrodatai  realgdprealinvrealintr   )gX-ƀ?gƲZԿgpv>	)gŲZԿg<BQ?gN;9?)gvv>	ghO;9?g'g?)gRp7+?cCԿgIq)r7   gN?gx9?)gIqglx9?gK?r   T)nlagsuse_correctionF)r9   )statsmodels.datasetsr3   load_pandasdatar   difflogvaluesr   c_r   r   r   cov_hac_simpler   r   sqrtdiag)r3   d2g_gdpg_invexoggres_olsgcov1_rcov2_rcov1se1cov2se2cov3cov4s                 r/   test_hac_simplerQ   9   s   .				 	%	%B"''"&&I!5!5677E"''"&&I!5!5677EubmCR&8&?&??@AE5% $$&H 	NLLF 	LKKF XQtDD
))D/CXQuED
))D/CD&!D&!BGGBGGFO,c2BGGBGGFO,c2 Xe<DXQuEDD$r1   )__doc__numpyr   numpy.testingr   r   #statsmodels.regression.linear_modelr   statsmodels.tools.toolsr   %statsmodels.stats.sandwich_covariancestatssandwich_covariancer   r0   rQ    r1   r/   <module>r[      s)   	  > 3 0 2 2#6L) r1   