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Report if robust covariance matrix in regression

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RunasSudo 2022-10-16 02:31:23 +11:00
parent 6206723713
commit 5cd04c3f6c
Signed by: RunasSudo
GPG Key ID: 7234E476BF21C61A
1 changed files with 9 additions and 1 deletions
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10
yli/regress.py
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@ -444,9 +444,17 @@ def regress(
header_entries = np.vectorize(str.strip)(np.concatenate(np.split(np.array(result.summary().tables[0].data), 2, axis=1)))
header_dict = {x[0]: x[1] for x in header_entries}
# Get full name to display
if model_class is sm.Logit:
full_name = 'Logistic Regression'
else:
full_name = '{} Regression'.format(model_class.__name__)
if fit_kwargs.get('cov_type', 'nonrobust') != 'nonrobust':
full_name = 'Robust {}'.format(full_name)
return RegressionResult(
result,
'Logistic Regression' if model_class is sm.Logit else '{} Regression'.format(model_class.__name__), model_class.__name__, header_dict['Method:'],
full_name, model_class.__name__, header_dict['Method:'],
dep, result.nobs, result.df_model, datetime.now(),
terms,
result.llf, llnull,