5d8b81e16143d6eea9e86a586fe737854c03c772,linearmodels/tests/panel/test_panel_ols.py,,test_cluster_smoke,#Any#,769

Before Change

    mod.fit(cov_type="clustered", cluster_entity=True)
    y = mod.dependent.dataframe
    c = PanelData(data.c).dataframe
    c = c.loc[y.index]

    mod.fit(cov_type="clustered", clusters=c)
    c0 = c.iloc[:,[0]]
    mod.fit(cov_type="clustered", cluster_entity=True, clusters=c0)
    mod.fit(cov_type="clustered", cluster_time=True, clusters=c0)
    with pytest.raises(ValueError):
        mod.fit(cov_type="clustered", cluster_time=True, clusters=c)
    with pytest.raises(ValueError):
        mod.fit(cov_type="clustered", cluster_entity=True, clusters=c)
    with pytest.raises(ValueError):
        mod.fit(cov_type="clustered", cluster_entity=True, cluster_time=True, clusters=c0)
    with pytest.raises(ValueError):
        mod.fit(cov_type="clustered", clusters=c0.iloc[:-1, :])

After Change

    mod = PanelOLS(data.y, data.x, entity_effect=True)
    mod.fit(cov_type="clustered", cluster_time=True)
    mod.fit(cov_type="clustered", cluster_entity=True)
    c2 = PanelData(data.vc2)
    c1 = PanelData(data.vc1)

    mod.fit(cov_type="clustered", clusters=c2)
    mod.fit(cov_type="clustered", cluster_entity=True, clusters=c1)

Instances