test_results.py 文件源码

def test_multiple(data):
    dependent = data.set_index(['nr', 'year']).lwage
    exog = sm.add_constant(data.set_index(['nr', 'year'])[['expersq', 'married', 'union']])
    res = PanelOLS(dependent, exog, entity_effects=True, time_effects=True).fit()
    res2 = PanelOLS(dependent, exog, entity_effects=True).fit(cov_type='clustered',
                                                              cluster_entity=True)
    exog = sm.add_constant(data.set_index(['nr', 'year'])[['married', 'union']])
    res3 = PooledOLS(dependent, exog).fit()
    exog = data.set_index(['nr', 'year'])[['exper']]
    res4 = RandomEffects(dependent, exog).fit()
    comp = compare([res, res2, res3, res4])
    assert len(comp.rsquared) == 4
    d = dir(comp)
    for value in d:
        if value.startswith('_'):
            continue
        getattr(comp, value)