AIM-PIbd-32-Kurbanova-A-A/aimenv/Lib/site-packages/statsmodels/sandbox/panel/panelmod.py
2024-10-02 22:15:59 +04:00

442 lines
14 KiB
Python

"""
Sandbox Panel Estimators
References
-----------
Baltagi, Badi H. `Econometric Analysis of Panel Data.` 4th ed. Wiley, 2008.
"""
from functools import reduce
import numpy as np
from statsmodels.regression.linear_model import GLS
__all__ = ["PanelModel"]
from pandas import Panel
def group(X):
"""
Returns unique numeric values for groups without sorting.
Examples
--------
>>> X = np.array(['a','a','b','c','b','c'])
>>> group(X)
>>> g
array([ 0., 0., 1., 2., 1., 2.])
"""
uniq_dict = {}
group = np.zeros(len(X))
for i in range(len(X)):
if not X[i] in uniq_dict:
uniq_dict.update({X[i] : len(uniq_dict)})
group[i] = uniq_dict[X[i]]
return group
def repanel_cov(groups, sigmas):
'''calculate error covariance matrix for random effects model
Parameters
----------
groups : ndarray, (nobs, nre) or (nobs,)
array of group/category observations
sigma : ndarray, (nre+1,)
array of standard deviations of random effects,
last element is the standard deviation of the
idiosyncratic error
Returns
-------
omega : ndarray, (nobs, nobs)
covariance matrix of error
omegainv : ndarray, (nobs, nobs)
inverse covariance matrix of error
omegainvsqrt : ndarray, (nobs, nobs)
squareroot inverse covariance matrix of error
such that omega = omegainvsqrt * omegainvsqrt.T
Notes
-----
This does not use sparse matrices and constructs nobs by nobs
matrices. Also, omegainvsqrt is not sparse, i.e. elements are non-zero
'''
if groups.ndim == 1:
groups = groups[:,None]
nobs, nre = groups.shape
omega = sigmas[-1]*np.eye(nobs)
for igr in range(nre):
group = groups[:,igr:igr+1]
groupuniq = np.unique(group)
dummygr = sigmas[igr] * (group == groupuniq).astype(float)
omega += np.dot(dummygr, dummygr.T)
ev, evec = np.linalg.eigh(omega) #eig does not work
omegainv = np.dot(evec, (1/ev * evec).T)
omegainvhalf = evec/np.sqrt(ev)
return omega, omegainv, omegainvhalf
class PanelData(Panel):
pass
class PanelModel:
"""
An abstract statistical model class for panel (longitudinal) datasets.
Parameters
----------
endog : array_like or str
If a pandas object is used then endog should be the name of the
endogenous variable as a string.
# exog
# panel_arr
# time_arr
panel_data : pandas.Panel object
Notes
-----
If a pandas object is supplied it is assumed that the major_axis is time
and that the minor_axis has the panel variable.
"""
def __init__(self, endog=None, exog=None, panel=None, time=None,
xtnames=None, equation=None, panel_data=None):
if panel_data is None:
# if endog == None and exog == None and panel == None and \
# time == None:
# raise ValueError("If pandel_data is False then endog, exog, \
#panel_arr, and time_arr cannot be None.")
self.initialize(endog, exog, panel, time, xtnames, equation)
# elif aspandas != False:
# if not isinstance(endog, str):
# raise ValueError("If a pandas object is supplied then endog \
#must be a string containing the name of the endogenous variable")
# if not isinstance(aspandas, Panel):
# raise ValueError("Only pandas.Panel objects are supported")
# self.initialize_pandas(endog, aspandas, panel_name)
def initialize(self, endog, exog, panel, time, xtnames, equation):
"""
Initialize plain array model.
See PanelModel
"""
#TODO: for now, we are going assume a constant, and then make the first
#panel the base, add a flag for this....
# get names
names = equation.split(" ")
self.endog_name = names[0]
exog_names = names[1:] # this makes the order matter in the array
self.panel_name = xtnames[0]
self.time_name = xtnames[1]
novar = exog.var(0) == 0
if True in novar:
cons_index = np.where(novar == 1)[0][0] # constant col. num
exog_names.insert(cons_index, 'cons')
self._cons_index = novar # used again in fit_fixed
self.exog_names = exog_names
self.endog = np.squeeze(np.asarray(endog))
exog = np.asarray(exog)
self.exog = exog
self.panel = np.asarray(panel)
self.time = np.asarray(time)
self.paneluniq = np.unique(panel)
self.timeuniq = np.unique(time)
#TODO: this structure can possibly be extracted somewhat to deal with
#names in general
#TODO: add some dimension checks, etc.
# def initialize_pandas(self, endog, aspandas):
# """
# Initialize pandas objects.
#
# See PanelModel.
# """
# self.aspandas = aspandas
# endog = aspandas[endog].values
# self.endog = np.squeeze(endog)
# exog_name = aspandas.columns.tolist()
# exog_name.remove(endog)
# self.exog = aspandas.filterItems(exog_name).values
#TODO: can the above be simplified to slice notation?
# if panel_name != None:
# self.panel_name = panel_name
# self.exog_name = exog_name
# self.endog_name = endog
# self.time_arr = aspandas.major_axis
#TODO: is time always handled correctly in fromRecords?
# self.panel_arr = aspandas.minor_axis
#TODO: all of this might need to be refactored to explicitly rely (internally)
# on the pandas LongPanel structure for speed and convenience.
# not sure this part is finished...
#TODO: does not conform to new initialize
def initialize_pandas(self, panel_data, endog_name, exog_name):
self.panel_data = panel_data
endog = panel_data[endog_name].values # does this create a copy?
self.endog = np.squeeze(endog)
if exog_name is None:
exog_name = panel_data.columns.tolist()
exog_name.remove(endog_name)
self.exog = panel_data.filterItems(exog_name).values # copy?
self._exog_name = exog_name
self._endog_name = endog_name
self._timeseries = panel_data.major_axis # might not need these
self._panelseries = panel_data.minor_axis
#TODO: this could be pulled out and just have a by kwd that takes
# the panel or time array
#TODO: this also needs to be expanded for 'twoway'
def _group_mean(self, X, index='oneway', counts=False, dummies=False):
"""
Get group means of X by time or by panel.
index default is panel
"""
if index == 'oneway':
Y = self.panel
uniq = self.paneluniq
elif index == 'time':
Y = self.time
uniq = self.timeuniq
else:
raise ValueError("index %s not understood" % index)
print(Y, uniq, uniq[:,None], len(Y), len(uniq), len(uniq[:,None]),
index)
#TODO: use sparse matrices
dummy = (Y == uniq[:,None]).astype(float)
if X.ndim > 1:
mean = np.dot(dummy,X)/dummy.sum(1)[:,None]
else:
mean = np.dot(dummy,X)/dummy.sum(1)
if counts is False and dummies is False:
return mean
elif counts is True and dummies is False:
return mean, dummy.sum(1)
elif counts is True and dummies is True:
return mean, dummy.sum(1), dummy
elif counts is False and dummies is True:
return mean, dummy
#TODO: Use kwd arguments or have fit_method methods?
def fit(self, model=None, method=None, effects='oneway'):
"""
method : LSDV, demeaned, MLE, GLS, BE, FE, optional
model :
between
fixed
random
pooled
[gmm]
effects :
oneway
time
twoway
femethod : demeaned (only one implemented)
WLS
remethod :
swar -
amemiya
nerlove
walhus
Notes
-----
This is unfinished. None of the method arguments work yet.
Only oneway effects should work.
"""
if method: # get rid of this with default
method = method.lower()
model = model.lower()
if method and method not in ["lsdv", "demeaned", "mle",
"gls", "be", "fe"]:
# get rid of if method with default
raise ValueError("%s not a valid method" % method)
# if method == "lsdv":
# self.fit_lsdv(model)
if model == 'pooled':
return GLS(self.endog, self.exog).fit()
if model == 'between':
return self._fit_btwn(method, effects)
if model == 'fixed':
return self._fit_fixed(method, effects)
# def fit_lsdv(self, effects):
# """
# Fit using least squares dummy variables.
#
# Notes
# -----
# Should only be used for small `nobs`.
# """
# pdummies = None
# tdummies = None
def _fit_btwn(self, method, effects):
# group mean regression or WLS
if effects != "twoway":
endog = self._group_mean(self.endog, index=effects)
exog = self._group_mean(self.exog, index=effects)
else:
raise ValueError("%s effects is not valid for the between "
"estimator" % effects)
befit = GLS(endog, exog).fit()
return befit
def _fit_fixed(self, method, effects):
endog = self.endog
exog = self.exog
demeantwice = False
if effects in ["oneway","twoways"]:
if effects == "twoways":
demeantwice = True
effects = "oneway"
endog_mean, counts = self._group_mean(endog, index=effects,
counts=True)
exog_mean = self._group_mean(exog, index=effects)
counts = counts.astype(int)
endog = endog - np.repeat(endog_mean, counts)
exog = exog - np.repeat(exog_mean, counts, axis=0)
if demeantwice or effects == "time":
endog_mean, dummies = self._group_mean(endog, index="time",
dummies=True)
exog_mean = self._group_mean(exog, index="time")
# This allows unbalanced panels
endog = endog - np.dot(endog_mean, dummies)
exog = exog - np.dot(dummies.T, exog_mean)
fefit = GLS(endog, exog[:,-self._cons_index]).fit()
#TODO: might fail with one regressor
return fefit
class SURPanel(PanelModel):
pass
class SEMPanel(PanelModel):
pass
class DynamicPanel(PanelModel):
pass
if __name__ == "__main__":
import numpy.lib.recfunctions as nprf
import pandas
from pandas import Panel
import statsmodels.api as sm
data = sm.datasets.grunfeld.load()
# Baltagi does not include American Steel
endog = data.endog[:-20]
fullexog = data.exog[:-20]
# fullexog.sort(order=['firm','year'])
panel_arr = nprf.append_fields(fullexog, 'investment', endog, float,
usemask=False)
panel_df = pandas.DataFrame(panel_arr)
panel_panda = panel_df.set_index(['year', 'firm']).to_panel()
# the most cumbersome way of doing it as far as preprocessing by hand
exog = fullexog[['value','capital']].view(float).reshape(-1,2)
exog = sm.add_constant(exog, prepend=False)
panel = group(fullexog['firm'])
year = fullexog['year']
panel_mod = PanelModel(endog, exog, panel, year, xtnames=['firm','year'],
equation='invest value capital')
# note that equation does not actually do anything but name the variables
panel_ols = panel_mod.fit(model='pooled')
panel_be = panel_mod.fit(model='between', effects='oneway')
panel_fe = panel_mod.fit(model='fixed', effects='oneway')
panel_bet = panel_mod.fit(model='between', effects='time')
panel_fet = panel_mod.fit(model='fixed', effects='time')
panel_fe2 = panel_mod.fit(model='fixed', effects='twoways')
#see also Baltagi (3rd edt) 3.3 THE RANDOM EFFECTS MODEL p.35
#for explicit formulas for spectral decomposition
#but this works also for unbalanced panel
#
#I also just saw: 9.4.2 The Random Effects Model p.176 which is
#partially almost the same as I did
#
#this needs to use sparse matrices for larger datasets
#
#"""
#
#import numpy as np
#
groups = np.array([0,0,0,1,1,2,2,2])
nobs = groups.shape[0]
groupuniq = np.unique(groups)
periods = np.array([0,1,2,1,2,0,1,2])
perioduniq = np.unique(periods)
dummygr = (groups[:,None] == groupuniq).astype(float)
dummype = (periods[:,None] == perioduniq).astype(float)
sigma = 1.
sigmagr = np.sqrt(2.)
sigmape = np.sqrt(3.)
#dummyall = np.c_[sigma*np.ones((nobs,1)), sigmagr*dummygr,
# sigmape*dummype]
#exclude constant ?
dummyall = np.c_[sigmagr*dummygr, sigmape*dummype]
# omega is the error variance-covariance matrix for the stacked
# observations
omega = np.dot(dummyall, dummyall.T) + sigma* np.eye(nobs)
print(omega)
print(np.linalg.cholesky(omega))
ev, evec = np.linalg.eigh(omega) #eig does not work
omegainv = np.dot(evec, (1/ev * evec).T)
omegainv2 = np.linalg.inv(omega)
omegacomp = np.dot(evec, (ev * evec).T)
print(np.max(np.abs(omegacomp - omega)))
#check
#print(np.dot(omegainv,omega)
print(np.max(np.abs(np.dot(omegainv,omega) - np.eye(nobs))))
omegainvhalf = evec/np.sqrt(ev) #not sure whether ev should not be column
print(np.max(np.abs(np.dot(omegainvhalf,omegainvhalf.T) - omegainv)))
# now we can use omegainvhalf in GLS (instead of the cholesky)
sigmas2 = np.array([sigmagr, sigmape, sigma])
groups2 = np.column_stack((groups, periods))
omega_, omegainv_, omegainvhalf_ = repanel_cov(groups2, sigmas2)
print(np.max(np.abs(omega_ - omega)))
print(np.max(np.abs(omegainv_ - omegainv)))
print(np.max(np.abs(omegainvhalf_ - omegainvhalf)))
# notation Baltagi (3rd) section 9.4.1 (Fixed Effects Model)
Pgr = reduce(np.dot,[dummygr,
np.linalg.inv(np.dot(dummygr.T, dummygr)),dummygr.T])
Qgr = np.eye(nobs) - Pgr
# within group effect: np.dot(Qgr, groups)
# but this is not memory efficient, compared to groupstats
print(np.max(np.abs(np.dot(Qgr, groups))))