test_against_stata.py 文件源码

def housing(request):
    result = HOUSING_RESULTS[request.param]
    keys = request.param.split('-')
    mod = MODELS[keys[0]]

    data = HOUSING_DATA
    endog = data.rent
    exog = sm.add_constant(data.pcturban)
    instd = data.hsngval
    instr = data[['faminc', 'region']]
    cov_opts = deepcopy(COV_OPTIONS[keys[1]])
    cov_opts['debiased'] = keys[2] == 'small'
    if keys[0] == 'gmm':
        weight_opts = deepcopy(COV_OPTIONS[keys[1]])
        weight_opts['weight_type'] = weight_opts['cov_type']
        del weight_opts['cov_type']
    else:
        weight_opts = {}

    model_result = mod(endog, exog, instd, instr, **weight_opts).fit(**cov_opts)
    return model_result, result