'''autogenerated and edited by hand ''' import numpy as np from statsmodels.tools.testing import ParamsTableTestBunch est = dict( N=202, df_m=2, df_r=199, F=92.94502024547633, r2=.6769775594319385, rmse=10.7037959322668, mss=47782.65712176046, rss=22799.67822456265, r2_a=.6737311027428123, ll=-763.9752181602238, ll_0=-878.1085999159409, rank=3, cmdline="regress g_realinv g_realgdp L.realint, vce(robust)", title="Linear regression", marginsok="XB default", vce="robust", depvar="g_realinv", cmd="regress", properties="b V", predict="regres_p", model="ols", estat_cmd="regress_estat", vcetype="Robust", ) params_table = np.array([ 4.3742216647032, .32355452428856, 13.519272136038, 5.703151404e-30, 3.7361862031101, 5.0122571262963, 199, 1.9719565442518, 0, -.61399696947899, .32772840315987, -1.8734933059173, .06246625509181, -1.2602631388273, .0322691998693, 199, 1.9719565442518, 0, -9.4816727746549, 1.3690593206013, -6.9256843965613, 5.860240898e-11, -12.181398261383, -6.7819472879264, 199, 1.9719565442518, 0]).reshape(3, 9) params_table_colnames = 'b se t pvalue ll ul df crit eform'.split() params_table_rownames = 'g_realgdp L.realint _cons'.split() cov = np.array([ .1046875301876, -.00084230205782, -.34205013876828, -.00084230205782, .10740590623772, -.14114426417778, -.34205013876828, -.14114426417778, 1.8743234233252]).reshape(3, 3) cov_colnames = 'g_realgdp L.realint _cons'.split() cov_rownames = 'g_realgdp L.realint _cons'.split() results_hc0 = ParamsTableTestBunch( params_table=params_table, params_table_colnames=params_table_colnames, params_table_rownames=params_table_rownames, cov=cov, cov_colnames=cov_colnames, cov_rownames=cov_rownames, **est ) # -------------------------------------------------------------- est = dict( df_m=2, df_r=199, F=89.45120275471848, N=202, lag=4, rank=3, title="Regression with Newey-West standard errors", cmd="newey", cmdline="newey g_realinv g_realgdp L.realint, lag(4)", estat_cmd="newey_estat", predict="newey_p", vcetype="Newey-West", depvar="g_realinv", properties="b V", ) params_table = np.array([ 4.3742216647032, .33125644884286, 13.204940401864, 5.282334606e-29, 3.7209983425819, 5.0274449868245, 199, 1.9719565442518, 0, -.61399696947899, .29582347593197, -2.0755518727668, .03922090940364, -1.1973480087863, -.03064593017165, 199, 1.9719565442518, 0, -9.4816727746549, 1.1859338087713, -7.9951112823729, 1.036821797e-13, -11.820282709911, -7.1430628393989, 199, 1.9719565442518, 0]).reshape(3, 9) params_table_colnames = 'b se t pvalue ll ul df crit eform'.split() params_table_rownames = 'g_realgdp L.realint _cons'.split() cov = np.array([ .10973083489998, .0003953117603, -.31803287070833, .0003953117603, .08751152891247, -.06062111121649, -.31803287070833, -.06062111121649, 1.4064389987868]).reshape(3, 3) cov_colnames = 'g_realgdp L.realint _cons'.split() cov_rownames = 'g_realgdp L.realint _cons'.split() results_newey4 = ParamsTableTestBunch( params_table=params_table, params_table_colnames=params_table_colnames, params_table_rownames=params_table_rownames, cov=cov, cov_colnames=cov_colnames, cov_rownames=cov_rownames, **est ) est = dict( N=202, inexog_ct=2, exexog_ct=0, endog_ct=0, partial_ct=0, bw=5, df_r=199, df_m=2, sdofminus=0, dofminus=0, r2=.6769775594319388, rmse=10.7037959322668, rss=22799.67822456265, mss=47782.65712176055, r2_a=.6737311027428126, F=89.45120275471867, Fp=1.93466284646e-28, Fdf1=2, Fdf2=199, yy=72725.68049533673, partialcons=0, cons=1, jdf=0, j=0, ll=-763.9752181602239, rankV=3, rankS=3, rankxx=3, rankzz=3, r2c=.6769775594319388, r2u=.6864975608440735, yyc=70582.33534632321, hacsubtitleV="Statistics robust to heteroskedasticity and autocorrelation", hacsubtitleB="Estimates efficient for homoskedasticity only", title="OLS estimation", predict="ivreg2_p", version="02.2.08", cmdline="ivreg2 g_realinv g_realgdp L.realint, robust bw(5) small", cmd="ivreg2", model="ols", depvar="g_realinv", vcetype="Robust", partialsmall="small", small="small", tvar="qu", kernel="Bartlett", inexog="g_realgdp L.realint", insts="g_realgdp L.realint", properties="b V", ) params_table = np.array([ 4.3742216647032, .33125644884286, 13.204940401864, 5.282334606e-29, 3.7209983425819, 5.0274449868245, 199, 1.9719565442518, 0, -.61399696947899, .29582347593197, -2.0755518727668, .03922090940364, -1.1973480087863, -.03064593017165, 199, 1.9719565442518, 0, -9.4816727746549, 1.1859338087713, -7.9951112823729, 1.036821797e-13, -11.820282709911, -7.1430628393989, 199, 1.9719565442518, 0]).reshape(3, 9) params_table_colnames = 'b se t pvalue ll ul df crit eform'.split() params_table_rownames = 'g_realgdp L.realint _cons'.split() cov = np.array([ .10973083489998, .0003953117603, -.31803287070833, .0003953117603, .08751152891247, -.06062111121649, -.31803287070833, -.06062111121649, 1.4064389987868]).reshape(3, 3) cov_colnames = 'g_realgdp L.realint _cons'.split() cov_rownames = 'g_realgdp L.realint _cons'.split() results_ivhac4_small = ParamsTableTestBunch( params_table=params_table, params_table_colnames=params_table_colnames, params_table_rownames=params_table_rownames, cov=cov, cov_colnames=cov_colnames, cov_rownames=cov_rownames, **est ) est = dict( N=202, inexog_ct=2, exexog_ct=0, endog_ct=0, partial_ct=0, bw=5, df_m=2, sdofminus=0, dofminus=0, r2=.6769775594319388, rmse=10.6240149746225, rss=22799.67822456265, mss=47782.65712176055, r2_a=.6737311027428126, F=89.45120275471867, Fp=1.93466284646e-28, Fdf1=2, Fdf2=199, yy=72725.68049533673, yyc=70582.33534632321, partialcons=0, cons=1, jdf=0, j=0, ll=-763.9752181602239, rankV=3, rankS=3, rankxx=3, rankzz=3, r2c=.6769775594319388, r2u=.6864975608440735, hacsubtitleV="Statistics robust to heteroskedasticity and autocorrelation", hacsubtitleB="Estimates efficient for homoskedasticity only", title="OLS estimation", predict="ivreg2_p", version="02.2.08", cmdline="ivreg2 g_realinv g_realgdp L.realint, robust bw(5)", cmd="ivreg2", model="ols", depvar="g_realinv", vcetype="Robust", partialsmall="small", tvar="qu", kernel="Bartlett", inexog="g_realgdp L.realint", insts="g_realgdp L.realint", properties="b V", ) params_table = np.array([ 4.3742216647032, .32878742225811, 13.304102798888, 2.191074740e-40, 3.7298101585076, 5.0186331708989, np.nan, 1.9599639845401, 0, -.61399696947899, .29361854972141, -2.0911382133777, .03651567605333, -1.1894787521258, -.03851518683214, np.nan, 1.9599639845401, 0, -9.4816727746549, 1.1770944273439, -8.055150508231, 7.938107001e-16, -11.788735458652, -7.1746100906581, np.nan, 1.9599639845401, 0]).reshape(3, 9) params_table_colnames = 'b se z pvalue ll ul df crit eform'.split() params_table_rownames = 'g_realgdp L.realint _cons'.split() cov = np.array([ .10810116903513, .00038944079356, -.31330961025227, .00038944079356, .0862118527405, -.05972079768357, -.31330961025227, -.05972079768357, 1.385551290884]).reshape(3, 3) cov_colnames = 'g_realgdp L.realint _cons'.split() cov_rownames = 'g_realgdp L.realint _cons'.split() results_ivhac4_large = ParamsTableTestBunch( params_table=params_table, params_table_colnames=params_table_colnames, params_table_rownames=params_table_rownames, cov=cov, cov_colnames=cov_colnames, cov_rownames=cov_rownames, **est ) # -------------------------------------------------------------- est = dict( N=202, inexog_ct=2, exexog_ct=0, endog_ct=0, partial_ct=0, df_r=199, df_m=2, sdofminus=0, dofminus=0, r2=.6769775594319388, rmse=10.7037959322668, rss=22799.67822456265, mss=47782.65712176055, r2_a=.6737311027428126, F=92.94502024547634, Fp=3.12523087723e-29, Fdf1=2, Fdf2=199, yy=72725.68049533673, yyc=70582.33534632321, partialcons=0, cons=1, jdf=0, j=0, ll=-763.9752181602239, rankV=3, rankS=3, rankxx=3, rankzz=3, r2c=.6769775594319388, r2u=.6864975608440735, hacsubtitleV="Statistics robust to heteroskedasticity", hacsubtitleB="Estimates efficient for homoskedasticity only", title="OLS estimation", predict="ivreg2_p", version="02.2.08", cmdline="ivreg2 g_realinv g_realgdp L.realint, robust small", cmd="ivreg2", model="ols", depvar="g_realinv", vcetype="Robust", partialsmall="small", small="small", inexog="g_realgdp L.realint", insts="g_realgdp L.realint", properties="b V", ) params_table = np.array([ 4.3742216647032, .32355452428856, 13.519272136038, 5.703151404e-30, 3.7361862031101, 5.0122571262963, 199, 1.9719565442518, 0, -.61399696947899, .32772840315987, -1.8734933059173, .06246625509181, -1.2602631388273, .0322691998693, 199, 1.9719565442518, 0, -9.4816727746549, 1.3690593206013, -6.9256843965613, 5.860240898e-11, -12.181398261383, -6.7819472879264, 199, 1.9719565442518, 0]).reshape(3, 9) params_table_colnames = 'b se t pvalue ll ul df crit eform'.split() params_table_rownames = 'g_realgdp L.realint _cons'.split() cov = np.array([ .1046875301876, -.00084230205782, -.34205013876828, -.00084230205782, .10740590623772, -.14114426417778, -.34205013876828, -.14114426417778, 1.8743234233252]).reshape(3, 3) cov_colnames = 'g_realgdp L.realint _cons'.split() cov_rownames = 'g_realgdp L.realint _cons'.split() results_ivhc0_small = ParamsTableTestBunch( params_table=params_table, params_table_colnames=params_table_colnames, params_table_rownames=params_table_rownames, cov=cov, cov_colnames=cov_colnames, cov_rownames=cov_rownames, **est ) # -------------------------------------------------------------- est = dict( N=202, inexog_ct=2, exexog_ct=0, endog_ct=0, partial_ct=0, df_m=2, sdofminus=0, dofminus=0, r2=.6769775594319388, rmse=10.6240149746225, rss=22799.67822456265, mss=47782.65712176055, r2_a=.6737311027428126, F=92.94502024547633, Fp=3.12523087723e-29, Fdf1=2, Fdf2=199, yy=72725.68049533673, yyc=70582.33534632321, r2u=.6864975608440735, partialcons=0, cons=1, jdf=0, j=0, ll=-763.9752181602239, rankV=3, rankS=3, rankxx=3, rankzz=3, r2c=.6769775594319388, hacsubtitleV="Statistics robust to heteroskedasticity", hacsubtitleB="Estimates efficient for homoskedasticity only", title="OLS estimation", predict="ivreg2_p", version="02.2.08", cmdline="ivreg2 g_realinv g_realgdp L.realint, robust", cmd="ivreg2", model="ols", depvar="g_realinv", vcetype="Robust", partialsmall="small", inexog="g_realgdp L.realint", insts="g_realgdp L.realint", properties="b V", ) params_table = np.array([ 4.3742216647032, .32114290415293, 13.620795004769, 3.012701837e-42, 3.7447931386729, 5.0036501907336, np.nan, 1.9599639845401, 0, -.61399696947899, .32528567293437, -1.8875622892954, .05908473670106, -1.2515451731172, .02355123415926, np.nan, 1.9599639845401, 0, -9.4816727746549, 1.3588550094989, -6.9776927695558, 3.000669464e-12, -12.144979653484, -6.8183658958253, np.nan, 1.9599639845401, 0]).reshape(3, 9) params_table_colnames = 'b se z pvalue ll ul df crit eform'.split() params_table_rownames = 'g_realgdp L.realint _cons'.split() cov = np.array([ .10313276488778, -.00082979262132, -.33697018621231, -.00082979262132, .10581076901637, -.13904806223455, -.33697018621231, -.13904806223455, 1.8464869368401]).reshape(3, 3) cov_colnames = 'g_realgdp L.realint _cons'.split() cov_rownames = 'g_realgdp L.realint _cons'.split() results_ivhc0_large = ParamsTableTestBunch( params_table=params_table, params_table_colnames=params_table_colnames, params_table_rownames=params_table_rownames, cov=cov, cov_colnames=cov_colnames, cov_rownames=cov_rownames, **est )