b0de6536107cc932a7e5e046d07ae4adf910bbde,linearmodels/panel/model.py,PooledOLS,fit,#PooledOLS#Any#,267
Before Change
def fit(self, debiased=False):
y = self.dependent.values2d
x = self.exog.values2d
params = pinv(x) @ y
df_resid = y.shape[0] - x.shape[1]
cov = HomoskedasticCovariance(y, x, params, df_resid)
from linearmodels.utility import AttrDict
After Change
total_ss = float((y - mu).T @ (y - mu))
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],
In pattern: SUPERPATTERN
Frequency: 4
Non-data size: 5
Instances
Project Name: bashtage/linearmodels
Commit Name: b0de6536107cc932a7e5e046d07ae4adf910bbde
Time: 2017-03-28
Author: kevin.k.sheppard@gmail.com
File Name: linearmodels/panel/model.py
Class Name: PooledOLS
Method Name: fit
Project Name: bashtage/linearmodels
Commit Name: b0de6536107cc932a7e5e046d07ae4adf910bbde
Time: 2017-03-28
Author: kevin.k.sheppard@gmail.com
File Name: linearmodels/panel/model.py
Class Name: FirstDifferenceOLS
Method Name: fit
Project Name: bashtage/linearmodels
Commit Name: b0de6536107cc932a7e5e046d07ae4adf910bbde
Time: 2017-03-28
Author: kevin.k.sheppard@gmail.com
File Name: linearmodels/panel/model.py
Class Name: PanelOLS
Method Name: fit
Project Name: bashtage/linearmodels
Commit Name: b0de6536107cc932a7e5e046d07ae4adf910bbde
Time: 2017-03-28
Author: kevin.k.sheppard@gmail.com
File Name: linearmodels/panel/model.py
Class Name: BetweenOLS
Method Name: fit