From 5cd04c3f6c5dff7c7f68e9ffbb5900c18cb68b5d Mon Sep 17 00:00:00 2001
From: RunasSudo <runassudo@yingtongli.me>
Date: Sun, 16 Oct 2022 02:31:23 +1100
Subject: [PATCH] Report if robust covariance matrix in regression

---
 yli/regress.py | 10 +++++++++-
 1 file changed, 9 insertions(+), 1 deletion(-)

diff --git a/yli/regress.py b/yli/regress.py
index 75f8abd..eeb7cc6 100644
--- a/yli/regress.py
+++ b/yli/regress.py
@@ -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,