5d8b81e16143d6eea9e86a586fe737854c03c772,linearmodels/tests/panel/test_pooled_ols.py,,test_two_way_clustering,#Any#,216

Before Change

    else:
        clusters = data.c[0].values

    clusters = clusters.T
    retain = mod.not_null
    clusters = clusters.ravel()[retain, None]
    clusters = pd.DataFrame(clusters, mod.dependent.dataframe.index, columns=["ids"])
    clusters["entity_clusters"] = entity_clusters

    res = mod.fit(cov_type="clustered", clusters=clusters)

After Change

def test_two_way_clustering(data):
    mod = PooledOLS(data.y, data.x)

    y = PanelData(data.y)
    entity_clusters = pd.DataFrame(y.entity_ids, index=y.index)
    vc1 = PanelData(data.vc1)
    clusters = vc1.copy()
    clusters.dataframe["var.cluster.entity"] = entity_clusters
    clusters._frame = clusters._frame.astype(np.int64)
    res = mod.fit(cov_type="clustered", clusters=clusters)

    y = mod.dependent.dataframe.copy()
    x = mod.exog.dataframe.copy()
    y.index = np.arange(len(y))
    x.index = y.index
    clusters = mod.reformat_clusters(clusters)

    ols_mod = IV2SLS(y, x, None, None)
    ols_res = ols_mod.fit("clustered", clusters=clusters.dataframe)
    assert_results_equal(res, ols_res)

Instances