ó
áp7]c           @   sw   d  Z  d d l m Z m Z d d l Z d d l m Z d d l m	 Z	 d d l
 m Z d d l j j Z d „  Z d S(   s©   Test 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
iÿÿÿÿ(   t   ranget   lmapN(   t   assert_almost_equal(   t   OLS(   t   add_constantc          C   sŠ  d d  l  j j }  d d l m } |  j j ƒ  } | j d  } | j d  } t	 | t
 | d d g d t ƒƒ j ƒ  } t j | d g ƒ } | | j ƒ  8} t j | ƒ j t ƒ } g  t d	 ƒ D] } | d
 d
 | d f ^ qÁ } t j t j | d g d ƒ d t ƒ\ }	 }
 t j | d | d d ƒ} t | | j d d ƒt j | d | d d ƒ} t | | j d d ƒt j | d | ƒ } t | | j d d ƒt j | |
 ƒ } t | | j d d ƒt j | t t |
 ƒ ƒ } t | | j d d ƒt j  | d | d d ƒ} t | | j! d d ƒt j  | d | d d ƒ} t | | j" d d ƒt j  | d | ƒ } t | | j# d d ƒd  S(   Niÿÿÿÿi   (   t   resultsiÈ   t   valuet   capitalt   prependt   yeari
   i   t   firmt   S20t   return_inversei    t   use_correctiont   hact   decimali   ($   t   statsmodels.datasets.grunfeldt   datasetst   grunfeldt   results.results_panelrobustR   t   datat   load_pandast   endogt   exogR   R   t   Falset   fitt   npt   asarrayt   mint   squeezet   astypet   intR    t   uniquet   Truet   swt   cov_nw_panelR   t   cov_pnw0_statat   cov_pnw1_statat   cov_pnw4_statat   cov_clustert   cov_clu_stataR   t   strt   cov_nw_groupsumt   cov_dk0_statat   cov_dk1_statat   cov_dk4_stata(   t   grt	   res_statat   dtapat   dtapa_endogt
   dtapa_exogt   rest   timet   it   tidxt
   firm_namest   firm_idt   covt   cov_clut   rcov(    (    sK   lib/python2.7/site-packages/statsmodels/stats/tests/test_panel_robustcov.pyt   test_panel_robust_cov   s:    1(   t   __doc__t   statsmodels.compat.pythonR    R   t   numpyR   t   numpy.testingR   t#   statsmodels.regression.linear_modelR   t   statsmodels.tools.toolsR   t%   statsmodels.stats.sandwich_covariancet   statst   sandwich_covarianceR"   R<   (    (    (    sK   lib/python2.7/site-packages/statsmodels/stats/tests/test_panel_robustcov.pyt   <module>   s   