# STATA adds a constant no matter if you want to or not, # so I cannot test for having no intercept. This also would make # no sense for Oaxaca. All of these stata_results # are from using the oaxaca command in STATA. # Variance from STATA is bootstrapped. Sometimes STATA # does not converge correctly, so mulitple iterations # must be done. import numpy as np from statsmodels.datasets.ccard.data import load_pandas from statsmodels.stats.oaxaca import OaxacaBlinder from statsmodels.tools.tools import add_constant pandas_df = load_pandas() endog = pandas_df.endog.values exog = add_constant(pandas_df.exog.values, prepend=False) pd_endog, pd_exog = pandas_df.endog, add_constant( pandas_df.exog, prepend=False ) class TestOaxaca: @classmethod def setup_class(cls): cls.model = OaxacaBlinder(endog, exog, 3) def test_results(self): np.random.seed(0) stata_results = np.array([158.7504, 321.7482, 75.45371, -238.4515]) stata_results_pooled = np.array([158.7504, 130.8095, 27.94091]) stata_results_std = np.array([653.10389, 64.584796, 655.0323717]) endow, coef, inter, gap = self.model.three_fold().params unexp, exp, gap = self.model.two_fold().params endow_var, coef_var, inter_var = self.model.three_fold(True).std np.testing.assert_almost_equal(gap, stata_results[0], 3) np.testing.assert_almost_equal(endow, stata_results[1], 3) np.testing.assert_almost_equal(coef, stata_results[2], 3) np.testing.assert_almost_equal(inter, stata_results[3], 3) np.testing.assert_almost_equal(gap, stata_results_pooled[0], 3) np.testing.assert_almost_equal(exp, stata_results_pooled[1], 3) np.testing.assert_almost_equal(unexp, stata_results_pooled[2], 3) np.testing.assert_almost_equal(endow_var, stata_results_std[0], 3) np.testing.assert_almost_equal(coef_var, stata_results_std[1], 3) np.testing.assert_almost_equal(inter_var, stata_results_std[2], 3) class TestOaxacaNoSwap: @classmethod def setup_class(cls): cls.model = OaxacaBlinder(endog, exog, 3, swap=False) def test_results(self): stata_results = np.array([-158.7504, -83.29674, 162.9978, -238.4515]) stata_results_pooled = np.array([-158.7504, -130.8095, -27.94091]) endow, coef, inter, gap = self.model.three_fold().params unexp, exp, gap = self.model.two_fold().params np.testing.assert_almost_equal(gap, stata_results[0], 3) np.testing.assert_almost_equal(endow, stata_results[1], 3) np.testing.assert_almost_equal(coef, stata_results[2], 3) np.testing.assert_almost_equal(inter, stata_results[3], 3) np.testing.assert_almost_equal(gap, stata_results_pooled[0], 3) np.testing.assert_almost_equal(exp, stata_results_pooled[1], 3) np.testing.assert_almost_equal(unexp, stata_results_pooled[2], 3) class TestOaxacaPandas: @classmethod def setup_class(cls): cls.model = OaxacaBlinder(pd_endog, pd_exog, "OWNRENT") def test_results(self): stata_results = np.array([158.7504, 321.7482, 75.45371, -238.4515]) stata_results_pooled = np.array([158.7504, 130.8095, 27.94091]) endow, coef, inter, gap = self.model.three_fold().params unexp, exp, gap = self.model.two_fold().params np.testing.assert_almost_equal(gap, stata_results[0], 3) np.testing.assert_almost_equal(endow, stata_results[1], 3) np.testing.assert_almost_equal(coef, stata_results[2], 3) np.testing.assert_almost_equal(inter, stata_results[3], 3) np.testing.assert_almost_equal(gap, stata_results_pooled[0], 3) np.testing.assert_almost_equal(exp, stata_results_pooled[1], 3) np.testing.assert_almost_equal(unexp, stata_results_pooled[2], 3) class TestOaxacaPandasNoSwap: @classmethod def setup_class(cls): cls.model = OaxacaBlinder(pd_endog, pd_exog, "OWNRENT", swap=False) def test_results(self): stata_results = np.array([-158.7504, -83.29674, 162.9978, -238.4515]) stata_results_pooled = np.array([-158.7504, -130.8095, -27.94091]) endow, coef, inter, gap = self.model.three_fold().params unexp, exp, gap = self.model.two_fold().params np.testing.assert_almost_equal(gap, stata_results[0], 3) np.testing.assert_almost_equal(endow, stata_results[1], 3) np.testing.assert_almost_equal(coef, stata_results[2], 3) np.testing.assert_almost_equal(inter, stata_results[3], 3) np.testing.assert_almost_equal(gap, stata_results_pooled[0], 3) np.testing.assert_almost_equal(exp, stata_results_pooled[1], 3) np.testing.assert_almost_equal(unexp, stata_results_pooled[2], 3) class TestOaxacaNoConstPassed: @classmethod def setup_class(cls): cls.model = OaxacaBlinder( pandas_df.endog.values, pandas_df.exog.values, 3, hasconst=False ) def test_results(self): stata_results = np.array([158.7504, 321.7482, 75.45371, -238.4515]) stata_results_pooled = np.array([158.7504, 130.8095, 27.94091]) endow, coef, inter, gap = self.model.three_fold().params unexp, exp, gap = self.model.two_fold().params np.testing.assert_almost_equal(gap, stata_results[0], 3) np.testing.assert_almost_equal(endow, stata_results[1], 3) np.testing.assert_almost_equal(coef, stata_results[2], 3) np.testing.assert_almost_equal(inter, stata_results[3], 3) np.testing.assert_almost_equal(gap, stata_results_pooled[0], 3) np.testing.assert_almost_equal(exp, stata_results_pooled[1], 3) np.testing.assert_almost_equal(unexp, stata_results_pooled[2], 3) class TestOaxacaNoSwapNoConstPassed: @classmethod def setup_class(cls): cls.model = OaxacaBlinder( pandas_df.endog.values, pandas_df.exog.values, 3, hasconst=False, swap=False, ) def test_results(self): stata_results = np.array([-158.7504, -83.29674, 162.9978, -238.4515]) stata_results_pooled = np.array([-158.7504, -130.8095, -27.94091]) endow, coef, inter, gap = self.model.three_fold().params unexp, exp, gap = self.model.two_fold().params np.testing.assert_almost_equal(gap, stata_results[0], 3) np.testing.assert_almost_equal(endow, stata_results[1], 3) np.testing.assert_almost_equal(coef, stata_results[2], 3) np.testing.assert_almost_equal(inter, stata_results[3], 3) np.testing.assert_almost_equal(gap, stata_results_pooled[0], 3) np.testing.assert_almost_equal(exp, stata_results_pooled[1], 3) np.testing.assert_almost_equal(unexp, stata_results_pooled[2], 3) class TestOaxacaPandasNoConstPassed: @classmethod def setup_class(cls): cls.model = OaxacaBlinder( pandas_df.endog, pandas_df.exog, "OWNRENT", hasconst=False ) def test_results(self): stata_results = np.array([158.7504, 321.7482, 75.45371, -238.4515]) stata_results_pooled = np.array([158.7504, 130.8095, 27.94091]) endow, coef, inter, gap = self.model.three_fold().params unexp, exp, gap = self.model.two_fold().params np.testing.assert_almost_equal(gap, stata_results[0], 3) np.testing.assert_almost_equal(endow, stata_results[1], 3) np.testing.assert_almost_equal(coef, stata_results[2], 3) np.testing.assert_almost_equal(inter, stata_results[3], 3) np.testing.assert_almost_equal(gap, stata_results_pooled[0], 3) np.testing.assert_almost_equal(exp, stata_results_pooled[1], 3) np.testing.assert_almost_equal(unexp, stata_results_pooled[2], 3) class TestOaxacaPandasNoSwapNoConstPassed: @classmethod def setup_class(cls): cls.model = OaxacaBlinder( pandas_df.endog, pandas_df.exog, "OWNRENT", hasconst=False, swap=False, ) def test_results(self): stata_results = np.array([-158.7504, -83.29674, 162.9978, -238.4515]) stata_results_pooled = np.array([-158.7504, -130.8095, -27.94091]) endow, coef, inter, gap = self.model.three_fold().params unexp, exp, gap = self.model.two_fold().params np.testing.assert_almost_equal(gap, stata_results[0], 3) np.testing.assert_almost_equal(endow, stata_results[1], 3) np.testing.assert_almost_equal(coef, stata_results[2], 3) np.testing.assert_almost_equal(inter, stata_results[3], 3) np.testing.assert_almost_equal(gap, stata_results_pooled[0], 3) np.testing.assert_almost_equal(exp, stata_results_pooled[1], 3) np.testing.assert_almost_equal(unexp, stata_results_pooled[2], 3) class TestOneModel: @classmethod def setup_class(cls): np.random.seed(0) cls.one_model = OaxacaBlinder( pandas_df.endog, pandas_df.exog, "OWNRENT", hasconst=False ).two_fold(True, two_fold_type="self_submitted", submitted_weight=1) def test_results(self): unexp, exp, gap = self.one_model.params unexp_std, exp_std = self.one_model.std one_params_stata_results = np.array([75.45370, 83.29673, 158.75044]) one_std_stata_results = np.array([64.58479, 71.05619]) np.testing.assert_almost_equal(unexp, one_params_stata_results[0], 3) np.testing.assert_almost_equal(exp, one_params_stata_results[1], 3) np.testing.assert_almost_equal(gap, one_params_stata_results[2], 3) np.testing.assert_almost_equal(unexp_std, one_std_stata_results[0], 3) np.testing.assert_almost_equal(exp_std, one_std_stata_results[1], 3) class TestZeroModel: @classmethod def setup_class(cls): np.random.seed(0) cls.zero_model = OaxacaBlinder( pandas_df.endog, pandas_df.exog, "OWNRENT", hasconst=False ).two_fold(True, two_fold_type="self_submitted", submitted_weight=0) def test_results(self): unexp, exp, gap = self.zero_model.params unexp_std, exp_std = self.zero_model.std zero_params_stata_results = np.array([-162.9978, 321.7482, 158.75044]) zero_std_stata_results = np.array([668.1512, 653.10389]) np.testing.assert_almost_equal(unexp, zero_params_stata_results[0], 3) np.testing.assert_almost_equal(exp, zero_params_stata_results[1], 3) np.testing.assert_almost_equal(gap, zero_params_stata_results[2], 3) np.testing.assert_almost_equal(unexp_std, zero_std_stata_results[0], 3) np.testing.assert_almost_equal(exp_std, zero_std_stata_results[1], 3) class TestOmegaModel: @classmethod def setup_class(cls): np.random.seed(0) cls.omega_model = OaxacaBlinder( pandas_df.endog, pandas_df.exog, "OWNRENT", hasconst=False ).two_fold(True, two_fold_type="nuemark") def test_results(self): unexp, exp, gap = self.omega_model.params unexp_std, exp_std = self.omega_model.std nue_params_stata_results = np.array([19.52467, 139.22577, 158.75044]) nue_std_stata_results = np.array([59.82744, 48.25425]) np.testing.assert_almost_equal(unexp, nue_params_stata_results[0], 3) np.testing.assert_almost_equal(exp, nue_params_stata_results[1], 3) np.testing.assert_almost_equal(gap, nue_params_stata_results[2], 3) np.testing.assert_almost_equal(unexp_std, nue_std_stata_results[0], 3) np.testing.assert_almost_equal(exp_std, nue_std_stata_results[1], 3) class TestPooledModel: @classmethod def setup_class(cls): np.random.seed(0) cls.pooled_model = OaxacaBlinder( pandas_df.endog, pandas_df.exog, "OWNRENT", hasconst=False ).two_fold(True) def test_results(self): unexp, exp, gap = self.pooled_model.params unexp_std, exp_std = self.pooled_model.std pool_params_stata_results = np.array( [27.940908, 130.809536, 158.75044] ) pool_std_stata_results = np.array([89.209487, 58.612367]) np.testing.assert_almost_equal(unexp, pool_params_stata_results[0], 3) np.testing.assert_almost_equal(exp, pool_params_stata_results[1], 3) np.testing.assert_almost_equal(gap, pool_params_stata_results[2], 3) np.testing.assert_almost_equal(unexp_std, pool_std_stata_results[0], 3) np.testing.assert_almost_equal(exp_std, pool_std_stata_results[1], 3)