b0de6536107cc932a7e5e046d07ae4adf910bbde,linearmodels/panel/model.py,FirstDifferenceOLS,fit,#FirstDifferenceOLS#Any#,371

Before Change

        y = self.dependent.first_difference().values2d
        x = self.exog.first_difference().values2d

        params = pinv(x) @ y
        df_resid = y.shape[0] - x.shape[1]
        cov = HomoskedasticCovariance(y, x, params, df_resid)
        eps = y - x @ params
        resid_ss = float(eps.T @ eps)

After Change

        r2 = 1 - resid_ss / total_ss
        r2w, r2b = self._rsquared(params)
        entity_info, time_info = self._info()
        res = AttrDict(params=params, deferred_cov=cov.deferred_cov,
                       debiased=debiased, df_resid=df_resid,
                       df_model=x.shape[1], nobs=y.shape[0],
                       name=self._name, var_names=self.exog.vars,

Instances