test_ols.py 文件源码

def checkOLS(self, exog, endog, x, y):
        reference = sm.OLS(endog, sm.add_constant(exog, prepend=False)).fit()
        with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
            result = ols(y=y, x=x)

        # check that sparse version is the same
        with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
            sparse_result = ols(y=y.to_sparse(), x=x.to_sparse())
        _compare_ols_results(result, sparse_result)

        assert_almost_equal(reference.params, result._beta_raw)
        assert_almost_equal(reference.df_model, result._df_model_raw)
        assert_almost_equal(reference.df_resid, result._df_resid_raw)
        assert_almost_equal(reference.fvalue, result._f_stat_raw[0])
        assert_almost_equal(reference.pvalues, result._p_value_raw)
        assert_almost_equal(reference.rsquared, result._r2_raw)
        assert_almost_equal(reference.rsquared_adj, result._r2_adj_raw)
        assert_almost_equal(reference.resid, result._resid_raw)
        assert_almost_equal(reference.bse, result._std_err_raw)
        assert_almost_equal(reference.tvalues, result._t_stat_raw)
        assert_almost_equal(reference.cov_params(), result._var_beta_raw)
        assert_almost_equal(reference.fittedvalues, result._y_fitted_raw)

        _check_non_raw_results(result)