test_ols.py 文件源码

def testWLS(self):
        # WLS centered SS changed (fixed) in 0.5.0
        sm_version = sm.version.version
        if sm_version < LooseVersion('0.5.0'):
            raise nose.SkipTest("WLS centered SS not fixed in statsmodels"
                                " version {0}".format(sm_version))

        X = DataFrame(np.random.randn(30, 4), columns=['A', 'B', 'C', 'D'])
        Y = Series(np.random.randn(30))
        weights = X.std(1)

        self._check_wls(X, Y, weights)

        weights.ix[[5, 15]] = np.nan
        Y[[2, 21]] = np.nan
        self._check_wls(X, Y, weights)