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* Add Statistics Menu * Add Granger Causality test * Apply Black formatting * Add Cointegration Tests * Adjust plotting for Cointegration test * Add Significant parameter to Cointegration tests * Move regression functions to seperate .py files * Progress on Panel Data * A lot of progress for Panel Data * Make functions robust and improve documentation * Re-enable Breusch-Godfrey * Add modify functionality * Improve modify functionality * Add Breusch-Pagan heteroscedasticity test * Capitalize a word * Include documentatin for the Statistics Menu * Update _index.md * Update _index.md * Update _index.md * Fix export statements and add Example datasets * Update example with Longley's dataset * Update documentation with a legit source * Compare the results from each regression models based on the wage_panel dataset * Updated with all relevant types of regression tables * Update with all relevant regression types for Panel data * Update _index.md * Add change column type, improve OLS, add time and entity effects for FE * Update documentation and fix a small bug * Add in Statistics menu, replacing Custom menu * Remove custom menu * Add in documentation * Add in gst files * Cointegration can be used on any amount of columns * Add Tests * Make tests time invariant * Update Poetry and Requirements * Change name of Statistics menu to Econometrics menu * Rename scripts * Add type in Documentation * Change names from Statistics to Econometrics * Add graph * Update tests with rounding and naming * Make minor adjustments to fix the tests * Updating tests : allow extra args for capture * Apply recorder formatting * Adding some minor formatting * Fix error with MyPy * Attempt to fix MyPy annoyance * super small style things * Fix small bugs and add plot command to dwat * Small description mistake * Update documentation with missing argument * Update styling * Add error handling and add improve show functionality * Fix merge issue * Allow import from custom_imports Co-authored-by: Jeroen Bouma <jeroenbouma@MacBook-Pro-van-Jeroen.local> Co-authored-by: jmaslek <jmaslek11@gmail.com> Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
6.8 KiB
Vendored
6.8 KiB
Vendored
usage: compare [-h] [--export {csv,json,xlsx}]
Compare results between all activated regression models via panel command.
optional arguments:
-h, --help show this help message (default: False)
--export {csv,json,xlsx}
Export raw data into csv, json, xlsx (default: )
Below you can find a comparison of the regression estimates based on the dataset from Vella and M. Verbeek (1998), “Whose Wages Do Unions Raise? A Dynamic Model of Unionism and Wage Rate Determination for Young Men,” Journal of Applied Econometrics 13, 163-183. This is a well-known dataset also used within Chapter 14 of Introduction to Econometrics by Jeffrey Wooldridge.
2022 Feb 25, 08:56 (✨) /econometrics/ $ compare
Model Comparison
==========================================================================================================================================================
POLS BOLS RE FE FE_EE FE_IE FE_EE_IE FDOLS
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Dep. Variable lwage_wp lwage_wp lwage_wp lwage_wp lwage_wp lwage_wp lwage_wp lwage_wp
Estimator PooledOLS BetweenOLS RandomEffects PanelOLS PanelOLS PanelOLS PanelOLS FirstDifferenceOLS
No. Observations 4360 545 4360 4360 4360 4360 4360 3815
Cov. Est. Unadjusted Unadjusted Unadjusted Unadjusted Unadjusted Unadjusted Unadjusted Unadjusted
R-squared 0.1893 0.2155 0.1806 0.1246 0.1806 0.0535 0.0216 0.0268
R-Squared (Within) 0.1692 0.1141 0.1799 0.1646 0.1806 -0.1037 -0.4809 0.1763
R-Squared (Between) 0.2066 0.2155 0.1853 0.0902 -0.0052 0.0902 -0.0052 0.5491
R-Squared (Overall) 0.1893 0.1686 0.1828 0.1246 0.0807 0.0005 -0.2253 0.5328
F-statistic 72.459 24.633 68.409 61.920 83.851 81.891 27.959 26.208
P-value (F-stat) 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
===================== ============ ============ =============== ============ ============ ============ ============ ====================
const 0.0921 0.2836 0.0234 1.3454 1.4260 1.6440 1.8706
(1.1761) (1.5897) (0.1546) (60.606) (77.748) (94.902) (49.430)
black_wp -0.1392 -0.1414 -0.1394
(-5.9049) (-2.8915) (-2.9054)
hisp_wp 0.0160 0.0100 0.0217
(0.7703) (0.2355) (0.5078)
exper_wp 0.0672 0.0278 0.1058 0.1158
(4.9095) (2.4538) (6.8706) (5.9096)
expersq_wp -0.0024 -0.0047 -0.0021 -0.0052 -0.0021 -0.0052 -0.0039
(-2.9413) (-6.8623) (-7.5081) (-7.3612) (-7.5081) (-7.3612) (-2.8005)
married_wp 0.1083 0.1416 0.0638 0.1521 0.0467 0.1521 0.0467 0.0381
(6.8997) (3.4346) (3.8035) (9.5417) (2.5494) (9.5417) (2.5494) (1.6633)
educ_wp 0.0913 0.0913 0.0919
(17.442) (8.5159) (8.5744)
union_wp 0.1825 0.2587 0.1059 0.1768 0.0800 0.1768 0.0800 0.0428
(10.635) (5.6214) (5.9289) (10.032) (4.1430) (10.032) (4.1430) (2.1767)
year_wp.1981 0.0583 0.0404 0.1187 0.1512
(1.9214) (1.6362) (3.9144) (6.8883)
year_wp.1982 0.0628 0.0309 0.1843 0.2530
(1.8900) (0.9519) (6.0168) (10.360)
year_wp.1983 0.0620 0.0202 0.2431 0.3544
(1.6915) (0.4840) (7.7581) (12.121)
year_wp.1984 0.0905 0.0430 0.3322 0.4901
(2.2566) (0.8350) (10.236) (13.529)
year_wp.1985 0.1092 0.0577 0.4112 0.6175
(2.5200) (0.9383) (12.048) (13.648)
year_wp.1986 0.1420 0.0918 0.5039 0.7655
(3.0580) (1.2834) (13.806) (13.638)
year_wp.1987 0.1738 0.1348 0.5952 0.9250
(3.5165) (1.6504) (15.026) (13.450)
======================= ============== ============== ================= ============== ============== ============== ============== ======================
Effects Entity Time Entity
Time
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T-stats reported in parentheses