test_model.py 文件源码

def test_2sls_direct(data):
    mod = IV2SLS(data.dep, add_constant(data.exog), data.endog, data.instr)
    res = mod.fit()
    x = np.c_[add_constant(data.exog), data.endog]
    z = np.c_[add_constant(data.exog), data.instr]
    y = data.y
    xhat = z @ pinv(z) @ x
    params = pinv(xhat) @ y
    assert_allclose(res.params, params.ravel())
    # This is just a quick smoke check of results
    get_all(res)