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Merge pull request #80 from pedrovma/master
Updating the Fixed Effects Panel notebook
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‎notebooks/Panel_FE_example.ipynb

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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {
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"ExecuteTime": {
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"end_time": "2021-01-04T16:36:50.179530Z",
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"start_time": "2021-01-04T16:36:50.121692Z"
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}
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},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Last updated: 2021-01-04T11:36:50.162976-05:00\n",
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"\n",
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"Python implementation: CPython\n",
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"Python version : 3.8.6\n",
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"IPython version : 7.19.0\n",
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"\n",
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"Compiler : Clang 11.0.0 \n",
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"OS : Darwin\n",
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"Release : 20.2.0\n",
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"Machine : x86_64\n",
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"Processor : i386\n",
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"CPU cores : 8\n",
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"Architecture: 64bit\n",
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"\n"
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]
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}
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],
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"source": [
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"%load_ext watermark\n",
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"%watermark"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {
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"ExecuteTime": {
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"end_time": "2021-01-04T16:36:53.158014Z",
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"start_time": "2021-01-04T16:36:50.182287Z"
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}
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},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Watermark: 2.1.0\n",
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"\n",
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"spreg : 1.2.0.post1\n",
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"libpysal: 4.3.0\n",
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"numpy : 1.19.4\n",
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"\n"
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]
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}
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],
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"outputs": [],
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"source": [
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"import numpy\n",
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"import libpysal\n",
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"import spreg\n",
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"\n",
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"%watermark -w\n",
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"%watermark -iv"
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"import spreg"
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]
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},
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{
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"execution_count": 2,
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"metadata": {
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"ExecuteTime": {
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"end_time": "2021-01-04T16:36:53.489678Z",
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"execution_count": null,
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"metadata": {
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"ExecuteTime": {
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"end_time": "2021-01-04T16:36:59.736302Z",
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},
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"outputs": [],
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"source": [
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"fe_lag = spreg.Panel_FE_Lag(\n",
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" y, x, w, name_y=name_y, name_x=name_x, name_ds=\"NAT\"\n",
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")"
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"fe_lag = spreg.Panel_FE_Lag(y, x, w, name_y=name_y, name_x=name_x, name_ds=\"NAT\")"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"execution_count": 4,
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"metadata": {
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"ExecuteTime": {
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"end_time": "2021-01-04T16:36:59.741882Z",
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},
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{
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"cell_type": "code",
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"execution_count": 6,
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"execution_count": 5,
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"metadata": {
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"ExecuteTime": {
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"end_time": "2021-01-04T16:36:59.753663Z",
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" [ 0.1903]])"
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]
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},
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"execution_count": 6,
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"execution_count": 5,
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"metadata": {},
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"output_type": "execute_result"
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}
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"numpy.around(fe_lag.betas, decimals=4)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"### Data can also be in 'long' format:"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 6,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"REGRESSION\n",
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"----------\n",
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"SUMMARY OF OUTPUT: MAXIMUM LIKELIHOOD SPATIAL LAG PANEL - FIXED EFFECTS\n",
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"-----------------------------------------------------------------------\n",
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"Data set : NAT\n",
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"Weights matrix : unknown\n",
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"Dependent Variable : HR Number of Observations: 9255\n",
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"Mean dependent var : 0.0000 Number of Variables : 3\n",
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"S.D. dependent var : 3.9228 Degrees of Freedom : 9252\n",
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"Pseudo R-squared : 0.0319\n",
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"Spatial Pseudo R-squared: 0.0079\n",
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"Sigma-square ML : 14.935 Log likelihood : -67936.533\n",
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"S.E of regression : 3.865 Akaike info criterion : 135879.066\n",
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" Schwarz criterion : 135900.465\n",
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"\n",
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"------------------------------------------------------------------------------------\n",
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" Variable Coefficient Std.Error z-Statistic Probability\n",
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"------------------------------------------------------------------------------------\n",
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" RD 0.8005886 0.1614474 4.9588189 0.0000007\n",
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" PS -2.6003523 0.4935486 -5.2686851 0.0000001\n",
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" W_HR 0.1903043 0.0159991 11.8947008 0.0000000\n",
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"------------------------------------------------------------------------------------\n",
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"Warning: Assuming panel is in long format.\n",
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"y[0:N] refers to T0, y[N+1:2N] refers to T1, etc.\n",
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"x[0:N] refers to T0, x[N+1:2N] refers to T1, etc.\n",
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"================================ END OF REPORT =====================================\n"
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]
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}
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],
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"source": [
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"y_long = y.reshape((y.shape[0]*y.shape[1],1), order='F')\n",
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"x_long = x.reshape((x.shape[0]*3,2), order='F')\n",
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"\n",
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"fe_lag_long = spreg.Panel_FE_Lag(y_long, x_long, w, name_y=name_y, name_x=name_x, name_ds=\"NAT\")\n",
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"print(fe_lag_long.summary)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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" Variable Coefficient Std.Error z-Statistic Probability\n",
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"------------------------------------------------------------------------------------\n",
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" RD 0.8697923 0.1718029 5.0627323 0.0000004\n",
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" PS -2.9660674 0.5444784 -5.4475397 0.0000001\n",
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" lambda 0.1943460 0.0160253 12.1274222 0.0000000\n",
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" PS -2.9660674 0.5444783 -5.4475397 0.0000001\n",
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" lambda 0.1943460 0.0160253 12.1274197 0.0000000\n",
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"------------------------------------------------------------------------------------\n",
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"Warning: Assuming panel is in wide format.\n",
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"y[:, 0] refers to T0, y[:, 1] refers to T1, etc.\n",
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python [conda env:py38_spreg]",
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"display_name": "Python [conda env:myenv] *",
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"language": "python",
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"name": "conda-env-py38_spreg-py"
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"name": "conda-env-myenv-py"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.8.6"
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"version": "3.6.10"
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}
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},
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"nbformat": 4,

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