Handle OrderedModel for yli.regress

yli/regress.py

@@ -21,6 +21,7 @@ from scipy import stats
 import statsmodels
 import statsmodels.api as sm
 from statsmodels.iolib.table import SimpleTable
+from statsmodels.miscmodels.ordinal_model import OrderedModel
 from statsmodels.stats.outliers_influence import variance_inflation_factor
 from tqdm import tqdm
 
@@ -139,6 +140,7 @@ class RegressionResult:
 		terms,
 		llf, llnull,
 		dof_resid, rsquared, f_statistic,
+		comments,
 		exp
 	):
 		#: Raw result from statsmodels *model.fit*
@@ -182,6 +184,9 @@ class RegressionResult:
 		#: *F* statistic (*float*; *None* if N/A)
 		self.f_statistic = f_statistic
 		
+		#: Comments for the model (*List[str]*)
+		self.comments = comments or []
+		
 		# Config for display style
 		#: See :func:`yli.regress`
 		self.exp = exp
@@ -255,7 +260,8 @@ class RegressionResult:
 		left_col.append(('Method:', self.fit_method))
 		left_col.append(('Date:', self.fitted_dt.strftime('%Y-%m-%d')))
 		left_col.append(('Time:', self.fitted_dt.strftime('%H:%M:%S')))
-		left_col.append(('Std. Errors:', 'Non-Robust' if self.cov_type == 'nonrobust' else self.cov_type.upper() if self.cov_type.startswith('hc') else self.cov_type))
+		if self.cov_type:
+			left_col.append(('Std. Errors:', 'Non-Robust' if self.cov_type == 'nonrobust' else self.cov_type.upper() if self.cov_type.startswith('hc') else self.cov_type))
 		
 		# Right column
 		right_col = []
@@ -345,6 +351,12 @@ class RegressionResult:
 		
 		# TODO: Have a detailed view which shows SE, t/z, etc.
 		
+		if self.comments:
+			out += '<ol>'
+			for comment in self.comments:
+				out += '<li>{}</li>'.format(comment)
+			out += '</ol>'
+		
 		return out
 	
 	def summary(self):
@@ -412,6 +424,11 @@ class RegressionResult:
 		
 		out += '\n'.join(table2_lines[1:])
 		
+		if self.comments:
+			out += '\n'
+			for i, comment in enumerate(self.comments):
+				out += '\n{}. {}'.format(i + 1, comment)
+		
 		return out
 
 class SingleTerm:
@@ -526,6 +543,8 @@ def regress(
 	if exp is None:
 		if model_class in (sm.Logit, sm.Poisson, PenalisedLogit):
 			exp = True
+		elif model_class is OrderedModel and model_kwargs.get('distr', 'probit') == 'logit':
+			exp = True
 		else:
 			exp = False
 	
@@ -546,6 +565,11 @@ def regress(
 	else:
 		dmatrices = _dmatrices
 	
+	if model_class is OrderedModel:
+		# Drop explicit intercept term
+		# FIXME: Check before dropping
+		dmatrices = (dmatrices[0], dmatrices[1].iloc[:,1:])
+	
 	# Fit model
 	model = model_class(endog=dmatrices[0], exog=dmatrices[1], **model_kwargs)
 	model.formula = dep + ' ~ ' + formula
@@ -577,6 +601,9 @@ def regress(
 			# Intercept term (single term)
 			term = '(Intercept)'
 			terms[term] = SingleTerm(raw_name, beta, pvalues[raw_name])
+		elif model_class is OrderedModel and '/' in raw_name:
+			# Ignore ordinal regression intercepts
+			pass
 		else:
 			# Parse if required
 			factor, column, contrast = parse_patsy_term(formula, df, raw_name)
@@ -598,6 +625,12 @@ def regress(
 				# Single term
 				terms[column] = SingleTerm(raw_name, beta, pvalues[raw_name])
 	
+	# Handle ordinal regression intercepts
+	#if model_class is OrderedModel:
+	#	intercept_names = [raw_name.split('/')[0] for raw_name in model.exog_names if '/' in raw_name]
+	#	intercepts = model.transform_threshold_params(result._results.params[-len(intercept_names):])
+	#	print(intercepts)
+	
 	# Fit null model (for llnull)
 	if hasattr(result, 'llnull'):
 		llnull = result.llnull
@@ -628,13 +661,18 @@ def regress(
 	if fit_kwargs.get('cov_type', 'nonrobust') != 'nonrobust':
 		full_name = 'Robust {}'.format(full_name)
 	
+	comments = []
+	if model_class is OrderedModel:
+		comments.append('Cutpoints are omitted from the table of model parameters.')
+	
 	return RegressionResult(
 		result,
 		full_name, model_class.__name__, method_name,
-		dep, result.nobs, result.df_model, datetime.now(), result.cov_type,
+		dep, result.nobs, result.df_model, datetime.now(), getattr(result, 'cov_type', 'nonrobust'),
 		terms,
 		result.llf, llnull,
 		getattr(result, 'df_resid', None), getattr(result, 'rsquared', None), getattr(result, 'fvalue', None),
+		comments,
 		exp
 	)
 
@@ -731,6 +769,7 @@ def regress_bootstrap(
 		terms,
 		full_model.llf, full_model.llnull,
 		full_model.dof_resid, full_model.rsquared, full_model.f_statistic,
+		full_model.comments,
 		full_model.exp
 	)
 
@@ -848,5 +887,7 @@ class PenalisedLogit(statsmodels.discrete.discrete_model.BinaryModel):
 					terms,
 					model['loglik'][0], model['loglik'][1],
 					None, None, None,
+					[],
 					None  # Set exp in regress()
 				)
+