ó
áp7]c           @   s\  d  Z  d d l Z d d l Z d d l Z d d l j j Z	 d d l
 m Z d d l m Z d d l m Z d d l m Z d d l m Z d d l j j Z d d l m Z d d	 l m Z m Z m Z d d l j j  Z! d
 d l" m# Z$ e j% j& e j% j' e( ƒ ƒ Z) e j% j* e) d d ƒ Z+ e j, e+ d e- ƒZ. e. j/ ƒ  Z0 e0 d Z1 e0 d j2 ƒ  Z3 e e3 d e- ƒZ4 e j5 e0 d e6 ƒ Z7 e j5 e0 d ƒ Z8 d e9 f d „  ƒ  YZ: d e: f d „  ƒ  YZ; d e: f d „  ƒ  YZ< d e: f d „  ƒ  YZ= d e: f d „  ƒ  YZ> d e: f d „  ƒ  YZ? d  e: f d! „  ƒ  YZ@ d" e: f d# „  ƒ  YZA d$ e: f d% „  ƒ  YZB d& e: f d' „  ƒ  YZC d( e: f d) „  ƒ  YZD d* e: f d+ „  ƒ  YZE d, e: f d- „  ƒ  YZF d. e: f d/ „  ƒ  YZG d0 e: f d1 „  ƒ  YZH d2 e: f d3 „  ƒ  YZI d4 e: f d5 „  ƒ  YZJ d6 e: f d7 „  ƒ  YZK d8 e: f d9 „  ƒ  YZL d: e9 f d; „  ƒ  YZM d< eM f d= „  ƒ  YZN d> eM f d? „  ƒ  YZO d@ eM f dA „  ƒ  YZP dB eM f dC „  ƒ  YZQ dD eM f dE „  ƒ  YZR dF eM f dG „  ƒ  YZS dH eM f dI „  ƒ  YZT dJ eM f dK „  ƒ  YZU dL eU f dM „  ƒ  YZV dN eM f dO „  ƒ  YZW dP eM f dQ „  ƒ  YZX dR eM f dS „  ƒ  YZY d S(T   s>   

Created on Mon Dec 09 21:29:20 2013

Author: Josef Perktold
iÿÿÿÿN(   t   GLM(   t   families(   t   links(   t   OLS(   t   get_robustcov_results(   t   add_constant(   t   assert_allcloset   assert_equalt   assert_i   (   t   results_count_robust_clustert   resultss	   ships.csvt	   index_colt   accidents   yr_con op_75_79t   prependt   shipt   servicet   CheckCountRobustMixinc           B   sM   e  Z d  „  Z e d „  ƒ Z e e d „ ƒ Z d „  Z d „  Z d „  Z	 RS(   c         C   s¿   |  j  } |  j } t | j ƒ t | j ƒ d k ry t j t | j ƒ t j ƒ } t | d <| j | } | j | } n | j } | j } t	 | j
 j | d ƒ t	 |  j |  j | d ƒ d  S(   Ni   iþÿÿÿg-Cëâ6?giUMu?(   t   res1t   res2t   lent   paramst   npt   onest   bool_t   Falset   bseR   t   _resultst   bse_robt	   corr_fact(   t   selfR   R   t   maskt   res2_paramst   res2_bse(    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt
   test_basic0   s    		"
		c         C   sC   |  j  } t j | t ƒ } t j | ƒ |  _ |  j | ƒ |  _ d  S(   N(   R   t   swt   cov_clustert   groupt   se_covR   t   get_correction_factorR   (   t   clsR   t   cov_clu(    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt   get_robust_cluB   s    	c         C   s^   | j  } | j j \ } } | r3 t | j ƒ } n d } | d t | | ƒ } t j | ƒ S(   Ni    g      ð?(   t   modelt   exogt   shapeR   R   t   floatR   t   sqrt(   R'   R
   t   sub_kparamst   modt   nobst   k_varst   k_paramsR   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR&   J   s    	c         C   sH   |  j  } |  j } t | j j | j d ƒ t | j j | j d ƒ d  S(   Ng-Cëâ6?(   R   R   R   R   t   llft   llt   llnullt   ll_0(   R   R   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt   test_oth[   s    		c         C   s   t  j |  j ƒ d  S(   N(   t   smtt   check_ttest_tvaluesR   (   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt
   test_ttestb   s    c         C   s   t  j |  j ƒ d  S(   N(   R9   t   check_ftest_pvaluesR   (   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt   test_waldtestf   s    (
   t   __name__t
   __module__R!   t   classmethodR)   t   TrueR&   R8   R;   R=   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR   -   s   			t   TestPoissonCluc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sA   t  j |  _ t j t t ƒ } | j d t ƒ |  _	 |  j
 ƒ  d  S(   Nt   disp(   t
   results_stt   results_poisson_cluR   t   smdt   Poissont   endogR+   t   fitR   R   R)   (   R'   R0   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt   setup_classl   s    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRB   j   s   t   TestPoissonCluGenericc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s  t  j |  _ t j t t ƒ } | j d t ƒ |  _	 } t } | rµ |  j	 j
 j ƒ  |  _ | j d t ƒ |  _	 } |  j ƒ  |  j	 |  _ |  j j ƒ  |  _ | j d t ƒ |  _	 } n  d d l m } | |  j	 j d d t d t d t d t d	 t ƒ|  j	 j
 |  _ |  j |  j	 ƒ |  _ d  S(
   NRC   iÿÿÿÿ(   R   t   clustert   groupst   use_correctiont   df_correctiont   use_tt   use_self(   RD   RE   R   RF   RG   RH   R+   RI   R   R   R   t   copyt   bse_nonrobustR)   t   res3R   t   bse_rob3t   statsmodels.base.covtypeR   R   R$   RA   R&   R   (   R'   R0   R   t   debugR   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   v   s(    
(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRK   t   s   t   TestPoissonHC1Genericc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sŠ   t  j |  _ t j t t ƒ } | j d t ƒ |  _	 d d l
 m } | |  j	 j d d t ƒ|  j	 j |  _ |  j |  j	 d t ƒ|  _ d  S(   NRC   iÿÿÿÿ(   R   t   HC1RQ   R/   (   RD   t   results_poisson_hc1R   RF   RG   RH   R+   RI   R   R   RV   R   R   RA   R   R   R&   R   (   R'   R0   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   –   s    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRX   ”   s   t   TestPoissonCluFitc           B   s    e  Z e d  „  ƒ Z d „  Z RS(   c         C   s¹   t  j |  _ t j t t ƒ } | j j \ } } | d t | | ƒ } | j	 d t
 d d d t d t d t d d | d	 t ƒ d
 t
 ƒ |  _ d  |  j j _ |  j j |  _ d |  _ d  S(   Ng      ð?RC   t   cov_typeRL   t   cov_kwdsRM   RN   t   scaling_factorRO   RP   i   (   RD   RE   R   RF   RG   RH   R+   R,   R-   RI   R   t   dictR$   RA   R   t   NoneR   t   normalized_cov_paramsR   R   R   (   R'   R0   R1   R3   t   sc_fact(    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ¨   s    
	c         C   sÊ   |  j  } |  j } d } t | j | j d d ƒt | j | j d | ƒt | j | j d | d d ƒt | j | j d | d d ƒ| j d  d  … d d … f } t | j ƒ  | d d d d ƒd  S(	   NgH¯¼šò×z>t   rtolg:Œ0âŽyE>t   atolg#B’¡œÇ;i   i   gíµ ÷Æ >(	   R   R   R   R   R   t   tvaluest   pvaluest   params_tablet   conf_int(   R   R   R   Rc   t   ci(    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt   test_basic_inferenceÉ   s    		(   R>   R?   R@   RJ   Rj   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR[   ¦   s   !t   TestPoissonHC1Fitc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sg   t  j |  _ t j t t ƒ } | j d t d d ƒ |  _	 |  j	 j
 |  _ |  j |  j	 d t ƒ|  _ d  S(   NRC   R\   RY   R/   (   RD   RZ   R   RF   RG   RH   R+   RI   R   R   R   R   R&   R   (   R'   R0   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ×   s
    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRk   Õ   s   t   TestPoissonHC1FitExposurec           B   s   e  Z e d  „  ƒ Z RS(   c         C   sm   t  j |  _ t j t t d t ƒ} | j d t	 d d ƒ |  _
 |  j
 j |  _ |  j |  j
 d t	 ƒ|  _ d  S(   Nt   exposureRC   R\   RY   R/   (   RD   t   results_poisson_exposure_hc1R   RF   RG   RH   R+   Rm   RI   R   R   R   R   R&   R   (   R'   R0   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ä   s
    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRl   â   s   t   TestPoissonCluExposurec           B   s   e  Z e d  „  ƒ Z RS(   c         C   sG   t  j |  _ t j t t d t ƒ} | j d t	 ƒ |  _
 |  j ƒ  d  S(   NRm   RC   (   RD   t   results_poisson_exposure_cluR   RF   RG   RH   R+   Rm   RI   R   R   R)   (   R'   R0   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ñ   s    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRo   ï   s   t   TestPoissonCluExposureGenericc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s¦   t  j |  _ t j t t d t ƒ} | j d t	 ƒ |  _
 } d d l m } | |  j
 j d d t d t d t d	 t	 d
 t ƒ|  j
 j |  _ |  j |  j
 ƒ |  _ d  S(   NRm   RC   iÿÿÿÿ(   R   RL   RM   RN   RO   RP   RQ   (   RD   Rp   R   RF   RG   RH   R+   Rm   RI   R   R   RV   R   R   R$   RA   R   R   R&   R   (   R'   R0   R   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   û   s    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRq   ù   s   t   TestGLMPoissonCluc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sV   t  j |  _ t j t t ƒ } t t t d t j ƒ  ƒ} | j	 ƒ  |  _
 |  j ƒ  d  S(   Nt   family(   RD   RE   R   RF   RG   RH   R+   R    R   RI   R   R)   (   R'   R0   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ     s
    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRr     s   t   TestGLMPoissonCluGenericc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s“   t  j |  _ t t t d t j ƒ  ƒ} | j ƒ  |  _	 } t
 |  j	 j d d t d t d t d t d t ƒ|  j	 j |  _ |  j |  j	 ƒ |  _ d  S(   NRs   RL   RM   RN   RO   RP   RQ   (   RD   RE   R   R    RH   R+   R   RG   RI   R   R   R   R$   RA   R   R   R   R&   R   (   R'   R0   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ     s    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRt     s   t   TestGLMPoissonHC1Genericc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s}   t  j |  _ t t t d t j ƒ  ƒ} | j ƒ  |  _	 t
 |  j	 j d d t ƒ|  j	 j |  _ |  j |  j	 d t ƒ|  _ d  S(   NRs   RY   RQ   R/   (   RD   RZ   R   R    RH   R+   R   RG   RI   R   R   R   RA   R   R   R&   R   R   (   R'   R0   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   /  s    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRu   -  s   t   TestGLMPoissonCluFitc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s˜   t  j |  _ t t t d t j ƒ  ƒ} | j d d d t	 d t
 d t d t ƒ d t ƒ |  _ } d  |  j j _ |  j j |  _ |  j |  j ƒ |  _ d  S(	   NRs   R\   RL   R]   RM   RN   RO   RP   (   RD   RE   R   R    RH   R+   R   RG   RI   R_   R$   RA   R   R   R`   R   Ra   R   R   R&   R   (   R'   R0   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ?  s    	(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRv   =  s   t   TestGLMPoissonHC1Fitc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sj   t  j |  _ t t t d t j ƒ  ƒ} | j d d ƒ |  _	 |  j	 j
 |  _ |  j |  j	 d t ƒ|  _ d  S(   NRs   R\   RY   R/   (   RD   RZ   R   R    RH   R+   R   RG   RI   R   R   R   R&   R   R   (   R'   R0   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   V  s
    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRw   T  s   t   TestNegbinCluc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sG   t  j |  _ t j t t ƒ } | j d t d d ƒ |  _	 |  j
 ƒ  d  S(   NRC   t   gtolgH¯¼šò×z>(   RD   t   results_negbin_cluR   RF   t   NegativeBinomialRH   R+   RI   R   R   R)   (   R'   R0   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   c  s    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRx   a  s   t   TestNegbinCluExposurec           B   s   e  Z e d  „  ƒ Z RS(   c         C   sG   t  j |  _ t j t t d t ƒ} | j d t	 ƒ |  _
 |  j ƒ  d  S(   NRm   RC   (   RD   t   results_negbin_exposure_cluR   RF   R{   RH   R+   Rm   RI   R   R   R)   (   R'   R0   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   m  s    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR|   k  s   t   TestNegbinCluGenericc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s–   t  j |  _ t j t t ƒ } | j d t d d ƒ |  _	 } t
 |  j	 j d d t d t d t d t d	 t ƒ|  j	 j |  _ |  j |  j	 ƒ |  _ d  S(
   NRC   Ry   gH¯¼šò×z>RL   RM   RN   RO   RP   RQ   (   RD   Rz   R   RF   R{   RH   R+   RI   R   R   R   R   R$   RA   R   R   R&   R   (   R'   R0   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   …  s    (   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR~   ƒ  s   t   TestNegbinCluFitc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sŒ   t  j |  _ t j t t ƒ } | j d t d d d t	 d t
 d t d t ƒ d t d	 d
 ƒ |  _ } |  j j |  _ |  j |  j ƒ |  _ d  S(   NRC   R\   RL   R]   RM   RN   RO   RP   Ry   gH¯¼šò×z>(   RD   Rz   R   RF   R{   RH   R+   RI   R   R_   R$   RA   R   R   R   R&   R   (   R'   R0   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ˜  s    	(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR   –  s   t   TestNegbinCluExposureFitc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sŒ   t  j |  _ t j t t d t ƒ} | j d t	 d d d t
 d t d t d t ƒ d	 t	 ƒ |  _ } |  j j |  _ |  j |  j ƒ |  _ d  S(
   NRm   RC   R\   RL   R]   RM   RN   RO   RP   (   RD   R}   R   RF   R{   RH   R+   Rm   RI   R   R_   R$   RA   R   R   R   R&   R   (   R'   R0   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ©  s    	(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR€   §  s   t   CheckDiscreteGLMc           B   s   e  Z d  „  Z RS(   c         C   s€   |  j  } |  j } t | j |  j ƒ t | j |  j ƒ t | d d ƒ } t | j | j d | ƒt | j | j d d ƒd  S(   NRc   g‚vIhÂ%<=g»½×Ùß|Û=(   R   R   R   R\   t   getattrR   R   R   (   R   R   R   Rc   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR!   »  s    		(   R>   R?   R!   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR   ¸  s   t   TestGLMLogitc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  t  j ƒ  k j t ƒ } d |  _ t | t d t j ƒ  ƒ} | j	 d d d t
 d t ƒ ƒ |  _ t j | t ƒ } | j	 d d d t
 d t ƒ ƒ |  _ d  S(   NRL   Rs   R\   R]   RM   (   RH   t   meant   astypet   intR\   R    R+   R   t   BinomialRI   R_   R$   R   RF   t   LogitR   (   R'   t	   endog_bint   mod1(    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   É  s    	$(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRƒ   Ç  s   t   TestGLMProbitc           B   s    e  Z e d  „  ƒ Z d „  Z RS(   c      	   C   s¸   t  t  j ƒ  k j t ƒ } d |  _ t | t d t j d t	 j
 ƒ  ƒ ƒ} | j d d d d d t d t ƒ ƒ |  _ t j | t ƒ } | j d d d t d t ƒ ƒ |  _ d	 |  _ d  S(
   NRL   Rs   t   linkt   methodt   newtonR\   R]   RM   gíµ ÷Æ°>(   RH   R„   R…   R†   R\   R    R+   R   R‡   R   t   probitRI   R_   R$   R   RF   t   ProbitR   Rc   (   R'   R‰   RŠ   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ×  s    	'$c         C   s˜   |  j  } |  j } | j j | j d ƒ } | j j | j d ƒ } t | | d d ƒ| j j | j ƒ } | j j | j ƒ } t | | d d ƒd  S(   Ng\Âõ(\ï?Rc   g‚vIhÂ%<=g»½×Ùß|Û=(   R   R   R*   t   scoreR   R   t   hessian(   R   R   R   t   score1t   score2t   hess1t   hess2(    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt   test_score_hessianä  s    		(   R>   R?   R@   RJ   R—   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR‹   Õ  s   t   TestGLMGaussNonRobustc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sU   d |  _  t t t d t j ƒ  ƒ} | j ƒ  |  _ t t t ƒ } | j ƒ  |  _	 d  S(   Nt	   nonrobustRs   (
   R\   R    RH   R+   R   t   GaussianRI   R   R   R   (   R'   RŠ   t   mod2(    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ó  s
    	(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR˜   ñ  s   t   TestGLMGaussCluc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   d |  _  t t t d t j ƒ  ƒ} | j d d d t d t ƒ ƒ |  _	 t
 t t ƒ } | j d d d t d t ƒ ƒ |  _ d  S(   NRL   Rs   R\   R]   RM   (   R\   R    RH   R+   R   Rš   RI   R_   R$   R   R   R   (   R'   RŠ   R›   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ      s
    	$(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRœ   þ  s   t   TestGLMGaussHCc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sa   d |  _  t t t d t j ƒ  ƒ} | j d d ƒ |  _ t t t ƒ } | j d d ƒ |  _	 d  S(   Nt   HC0Rs   R\   (
   R\   R    RH   R+   R   Rš   RI   R   R   R   (   R'   RŠ   R›   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ     s
    	(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR     s   t   TestGLMGaussHACc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sz   d |  _  i d d 6} t t t d t j ƒ  ƒ} | j d d d | ƒ |  _ t t t ƒ } | j d d d | ƒ |  _	 d  S(   Nt   HACi   t   maxlagsRs   R\   R]   (
   R\   R    RH   R+   R   Rš   RI   R   R   R   (   R'   t   kwdsRŠ   R›   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ     s    	(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRŸ     s   t   TestGLMGaussHAC2c           B   s   e  Z e d  „  ƒ Z RS(   c         C   sŽ   d |  _  i d d 6d d 6} t t t d t j ƒ  ƒ} | j d d d | ƒ |  _ t t t ƒ } i d d 6} | j d d d | ƒ |  _	 d  S(	   NR    t   bartlettt   kerneli   R¡   Rs   R\   R]   (
   R\   R    RH   R+   R   Rš   RI   R   R   R   (   R'   R¢   RŠ   R›   t   kwds2(    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   )  s    	(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR£   '  s   t   TestGLMGaussHACUniformc           B   s    e  Z e d  „  ƒ Z d „  Z RS(   c         C   s¦   d |  _  i t j d 6d d 6} t t t d t j ƒ  ƒ} | j d d d | ƒ |  _	 t
 t t ƒ } | j d d d | ƒ |  _ | j d d d i d d 6ƒ |  _ d  S(   NR    R¥   i   R¡   Rs   R\   R]   (   R\   R"   t   weights_uniformR    RH   R+   R   Rš   RI   R   R   R   RT   (   R'   R¢   RŠ   R›   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   :  s    	c         C   sq  i t  j d 6d d 6} |  j j j d d d | ƒ } |  j j j d d d | ƒ } t | j |  j j d d ƒt | j |  j j d d ƒt j	 d	 d
 d g ƒ } t | j | d d ƒt
 | j d t  j k ƒ i t  j d 6d d 6} |  j j j d d d | ƒ } |  j j j d d d | ƒ } t | j | j d d ƒt j	 d d d g ƒ } t | j | d d ƒd  S(   Nt   weights_funci   R¡   R\   R    R]   Rc   gê-™—q=g+¡O‰“@g´¡qh@g,›{@‡&@gíµ ÷Æ°>R¥   gGªïü¢@gæ[Ö•@gøo^œøb"@(   R"   R¨   R   R*   RI   R   R   R   R   t   arrayR   R]   t   weights_bartlett(   R   t   kwdsat   res1at   res2aR   t   kwdsb(    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt   test_cov_optionsJ  s    (   R>   R?   R@   RJ   R°   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR§   8  s   t   TestGLMGaussHACUniform2c           B   s   e  Z e d  „  ƒ Z RS(   c         C   s˜   d |  _  i t j d 6d d 6} t t t d t j ƒ  ƒ} | j d d d | ƒ |  _	 t
 t t ƒ } i d d 6d d 6} | j d d d | ƒ |  _ d  S(	   NR    R¥   i   R¡   Rs   R\   R]   t   uniform(   R\   R"   R¨   R    RH   R+   R   Rš   RI   R   R   R   (   R'   R¢   RŠ   R›   R¦   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   f  s    	(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR±   d  s   t   TestGLMGaussHACPanelc           B   s    e  Z e d  „  ƒ Z d „  Z RS(   c         C   sÝ   d |  _  t j t j d ƒ d ƒ d  } t t j ƒ  t j ƒ  d t j	 ƒ  ƒ} t
 d | d d d	 t j d
 d d t ƒ } | j d d d | ƒ |  _ | j d d d | ƒ |  _ t t t ƒ } | j d d d | ƒ |  _ d  S(   Ns	   hac-paneli   i   iÿÿÿÿRs   t   timeR¡   i   R¥   RN   t   hacRO   R\   R]   s   nw-panel(   R\   R   t   tilet   arangeR    RH   RR   R+   R   Rš   R_   R"   R¨   R   RI   R   t   res1bR   R   (   R'   R´   RŠ   R¢   R›   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   w  s    	'		c         C   s#   t  |  j j |  j j d d ƒd  S(   NRc   gê-™—q=(   R   R¸   R   R   (   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt   test_kwdˆ  s    (   R>   R?   R@   RJ   R¹   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR³   u  s   t   TestGLMGaussHACPanelGroupsc           B   s   e  Z e d  „  ƒ Z RS(   c         C   sË   d |  _  t j t j d ƒ d ƒ d  } t t j ƒ  t j ƒ  d t j	 ƒ  ƒ} t
 d t j | ƒ d d d	 t j d
 d d t ƒ } | j d d d | ƒ |  _ t t t ƒ } | j d d d | ƒ |  _ d  S(   Ns	   hac-paneli   i   iÿÿÿÿRs   RM   R¡   i   R¥   RN   Rµ   RO   R\   R]   (   R\   R   t   repeatR·   R    RH   RR   R+   R   Rš   R_   t   pdt   SeriesR"   R¨   R   RI   R   R   R   (   R'   RM   RŠ   R¢   R›   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ     s    	'		(   R>   R?   R@   RJ   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRº     s   t   TestGLMGaussHACGroupsumc           B   s    e  Z e d  „  ƒ Z d „  Z RS(   c      	   C   sÑ   d |  _  t j t j d ƒ d ƒ d  } t t t d t j ƒ  ƒ} t	 d t
 j | ƒ d d d	 d
 d t ƒ } | j d d d | ƒ |  _ | j d d d | ƒ |  _ t t t ƒ } | j d d d | ƒ |  _ d  S(   Ns   hac-groupsumi   i   iÿÿÿÿRs   R´   R¡   i   RN   Rµ   RO   R\   R]   s   nw-groupsum(   R\   R   R¶   R·   R    RH   R+   R   Rš   R_   R¼   R½   R   RI   R   R¸   R   R   (   R'   R´   RŠ   R¢   R›   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyRJ   ¢  s    		c         C   s#   t  |  j j |  j j d d ƒd  S(   NRc   gê-™—q=(   R   R¸   R   R   (   R   (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR¹   ²  s    (   R>   R?   R@   RJ   R¹   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyR¾      s   (Z   t   __doc__t   ost   numpyR   t   pandasR¼   t#   statsmodels.discrete.discrete_modelt   discretet   discrete_modelRF   t+   statsmodels.genmod.generalized_linear_modelR    t   statsmodels.genmodR   t   statsmodels.genmod.familiesR   t#   statsmodels.regression.linear_modelR   RV   R   t%   statsmodels.stats.sandwich_covariancet   statst   sandwich_covarianceR"   t   statsmodels.tools.toolsR   t   numpy.testingR   R   R   t   statsmodels.tools._testingt   toolst   _testingR9   R
   R	   RD   t   patht   dirnamet   abspatht   __file__t   cur_dirt   joint   filepatht   read_csvR   t   data_rawt   dropnat   dataRH   t   splitt	   exog_dataR+   t   asarrayR†   R$   Rm   t   objectR   RB   RK   RX   R[   Rk   Rl   Ro   Rq   Rr   Rt   Ru   Rv   Rw   Rx   R|   R~   R   R€   R   Rƒ   R‹   R˜   Rœ   R   RŸ   R£   R§   R±   R³   Rº   R¾   (    (    (    sK   lib/python2.7/site-packages/statsmodels/discrete/tests/test_sandwich_cov.pyt   <module>   sn   
=
 /

,