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def summary(self):
""":obj:`statsmodels.iolib.summary.Summary` : Summary table of model estimation results
Supports export to csv, html and latex using the methods ``summary.as_csv()``,
``summary.as_html()`` and ``summary.as_latex()``.
"""
smry = super(PanelEffectsResults, self).summary
is_invalid = np.isfinite(self.f_pooled.stat)
f_pool = _str(self.f_pooled.stat) if is_invalid else '--'
f_pool_pval = pval_format(self.f_pooled.pval) if is_invalid else '--'
f_pool_name = self.f_pooled.dist_name if is_invalid else '--'
extra_text = []
if is_invalid:
extra_text.append('F-test for Poolability: {0}'.format(f_pool))
extra_text.append('P-value: {0}'.format(f_pool_pval))
extra_text.append('Distribution: {0}'.format(f_pool_name))
extra_text.append('')
if self.included_effects:
effects = ', '.join(self.included_effects)
extra_text.append('Included effects: ' + effects)
if self.other_info is not None:
ncol = self.other_info.shape[1]
extra_text.append('Model includes {0} other effects'.format(ncol))
def _single_table(params, se, name, param_names, first=False):
tstats = (params / se)
pvalues = 2 - 2 * stats.norm.cdf(tstats)
ci = params + se * stats.norm.ppf([[0.025, 0.975]])
param_data = np.c_[params, se, tstats, pvalues, ci]
data = []
for row in param_data:
txt_row = []
for i, v in enumerate(row):
f = _str
if i == 3:
f = pval_format
txt_row.append(f(v))
data.append(txt_row)
title = '{0} Coefficients'.format(name)
table_stubs = param_names
if first:
header = ['Parameter', 'Std. Err.', 'T-stat', 'P-value', 'Lower CI', 'Upper CI']
else:
header = None
table = SimpleTable(data, stubs=table_stubs, txt_fmt=fmt_params, headers=header,
title=title)
return table
title = self._method + ' Estimation Summary'
top_left = [('Eq. Label:', self.equation_label),
('Dep. Variable:', self.dependent),
('Estimator:', self._method),
('No. Observations:', self.nobs),
('Date:', self._datetime.strftime('%a, %b %d %Y')),
('Time:', self._datetime.strftime('%H:%M:%S')),
('', '')]
top_right = [('R-squared:', _str(self.rsquared)),
('Adj. R-squared:', _str(self.rsquared_adj)),
('Cov. Estimator:', self._cov_type),
('F-statistic:', _str(self.f_statistic.stat)),
('P-value (F-stat)', pval_format(self.f_statistic.pval)),
('Distribution:', str(self.f_statistic.dist_name)),
('', '')]
stubs = []
vals = []
for stub, val in top_left:
stubs.append(stub)
vals.append([val])
table = SimpleTable(vals, txt_fmt=fmt_2cols, title=title, stubs=stubs)
# create summary table instance
smry = Summary()
# Top Table
# Parameter table
fmt = fmt_2cols
fmt['data_fmts'][1] = '%10s'
('Min Obs:', _str(self.entity_info['min'])),
('Max Obs:', _str(self.entity_info['max'])),
('', ''),
('Time periods:', str(int(self.time_info['total']))),
('Avg Obs:', _str(self.time_info['mean'])),
('Min Obs:', _str(self.time_info['min'])),
('Max Obs:', _str(self.time_info['max'])),
('', '')]
is_invalid = np.isfinite(self.f_statistic.stat)
f_stat = _str(self.f_statistic.stat) if is_invalid else '--'
f_pval = pval_format(self.f_statistic.pval) if is_invalid else '--'
f_dist = self.f_statistic.dist_name if is_invalid else '--'
f_robust = _str(self.f_statistic_robust.stat) if is_invalid else '--'
f_robust_pval = pval_format(self.f_statistic_robust.pval) if is_invalid else '--'
f_robust_name = self.f_statistic_robust.dist_name if is_invalid else '--'
top_right = [('R-squared:', _str(self.rsquared)),
('R-squared (Between):', _str(self.rsquared_between)),
('R-squared (Within):', _str(self.rsquared_within)),
('R-squared (Overall):', _str(self.rsquared_overall)),
('Log-likelihood', _str(self._loglik)),
('', ''),
('F-statistic:', f_stat),
('P-value', f_pval),
('Distribution:', f_dist),
('', ''),
('F-statistic (robust):', f_robust),
('P-value', f_robust_pval),
('Distribution:', f_robust_name),
('', ''),
Supports export to csv, html and latex using the methods ``summary.as_csv()``,
``summary.as_html()`` and ``summary.as_latex()``.
"""
title = self.name + ' Estimation Summary'
top_left = [('No. Test Portfolios:', len(self._portfolio_names)),
('No. Factors:', len(self._factor_names)),
('No. Observations:', self.nobs),
('Date:', self._datetime.strftime('%a, %b %d %Y')),
('Time:', self._datetime.strftime('%H:%M:%S')),
('Cov. Estimator:', self._cov_type),
('', '')]
j_stat = _str(self.j_statistic.stat)
j_pval = pval_format(self.j_statistic.pval)
j_dist = self.j_statistic.dist_name
top_right = [('R-squared:', _str(self.rsquared)),
('J-statistic:', j_stat),
('P-value', j_pval),
('Distribution:', j_dist),
('', ''),
('', ''),
('', '')]
stubs = []
vals = []
for stub, val in top_left:
stubs.append(stub)
vals.append([val])
table = SimpleTable(vals, txt_fmt=fmt_2cols, title=title, stubs=stubs)
def _top_right(self):
f_stat = _str(self.f_statistic.stat)
if isnan(self.f_statistic.stat):
f_stat = ' N/A'
return [('R-squared:', _str(self.rsquared)),
('Adj. R-squared:', _str(self.rsquared_adj)),
('F-statistic:', f_stat),
('P-value (F-stat):', pval_format(self.f_statistic.pval)),
('Distribution:', str(self.f_statistic.dist_name)),
('R-squared (No Effects):', _str(round(self.absorbed_rsquared, 5))),
('Varaibles Absorbed:', _str(self.df_absorbed))
]
def _top_right(self):
f_stat = _str(self.f_statistic.stat)
if isnan(self.f_statistic.stat):
f_stat = ' N/A'
return [('R-squared:', _str(self.rsquared)),
('Adj. R-squared:', _str(self.rsquared_adj)),
('F-statistic:', f_stat),
('P-value (F-stat)', pval_format(self.f_statistic.pval)),
('Distribution:', str(self.f_statistic.dist_name)),
('', ''),
('', '')]
('Cov. Estimator:', self._cov_type),
('', ''),
('Entities:', str(int(self.entity_info['total']))),
('Avg Obs:', _str(self.entity_info['mean'])),
('Min Obs:', _str(self.entity_info['min'])),
('Max Obs:', _str(self.entity_info['max'])),
('', ''),
('Time periods:', str(int(self.time_info['total']))),
('Avg Obs:', _str(self.time_info['mean'])),
('Min Obs:', _str(self.time_info['min'])),
('Max Obs:', _str(self.time_info['max'])),
('', '')]
is_invalid = np.isfinite(self.f_statistic.stat)
f_stat = _str(self.f_statistic.stat) if is_invalid else '--'
f_pval = pval_format(self.f_statistic.pval) if is_invalid else '--'
f_dist = self.f_statistic.dist_name if is_invalid else '--'
f_robust = _str(self.f_statistic_robust.stat) if is_invalid else '--'
f_robust_pval = pval_format(self.f_statistic_robust.pval) if is_invalid else '--'
f_robust_name = self.f_statistic_robust.dist_name if is_invalid else '--'
top_right = [('R-squared:', _str(self.rsquared)),
('R-squared (Between):', _str(self.rsquared_between)),
('R-squared (Within):', _str(self.rsquared_within)),
('R-squared (Overall):', _str(self.rsquared_overall)),
('Log-likelihood', _str(self._loglik)),
('', ''),
('F-statistic:', f_stat),
('P-value', f_pval),
('Distribution:', f_dist),
('', ''),