f373fff0861a23f1fb4a82a108cbd7817761083d,experiment.py,,,#,4
Before Change
from linearmodels.tests.panel.test_data import panel
data = PanelData(panel())
print(data)
print(data.demean("time"))
After Change
import pandas as pd
data =pd.read_stata(r"C:\git\linearmodels\linearmodels\tests\panel\results\simulated-panel.dta")
data = data.set_index(["firm","time"])
y = data[["y"]]
x = data[["intercept","x1","x2","x3","x4","x5"]]
from linearmodels.panel.model import PanelOLS
print(PanelOLS(y,x).fit())
In pattern: SUPERPATTERN
Frequency: 3
Non-data size: 3
Instances
Project Name: bashtage/linearmodels
Commit Name: f373fff0861a23f1fb4a82a108cbd7817761083d
Time: 2017-03-24
Author: kevin.k.sheppard@gmail.com
File Name: experiment.py
Class Name:
Method Name:
Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 9783be1abade3ea6f9700c6d7eceff06eb76c168
Time: 2017-08-14
Author: yutiansut@qq.com
File Name: QUANTAXIS/QAFetch/QATdx.py
Class Name:
Method Name: QA_fetch_get_stock_day
Project Name: QUANTAXIS/QUANTAXIS
Commit Name: 27ff09c6c58c03ca3c4104f25442876f9c86e466
Time: 2018-08-11
Author: 604829050@qq.com
File Name: QUANTAXIS/QAFetch/QAQuery_Advance.py
Class Name:
Method Name: QA_fetch_stock_block_adv