M/PhhddlmZddlZddlmZddlmZdZdZ dZ dZ d Z d Z d Zd Zd ZdZdZdZdZdZdZdZdZeddddZGddZGddZdS))lzipN)norm)cache_readonlyc^|dvrtd|z|dvrtd|zdS)z* Checks valid options for margeff )overallmeanmedianzeroallz%s not a valid option for `at`.dydxeyexdyexeydxz!method is not understood. Got %sN ValueErroratmethods e/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/discrete/discrete_margins.py_check_margeff_argsr sL 999:R?@@@ 222>> X = np.random.randint(0, 2, size=(15,5)).astype(float) >>> X[:,1:3] = np.random.randn(15,2) >>> ind = _isdummy(X) >>> ind array([0, 3, 4]) raxis?) rasarrayndimzerosshapeastypeboolmaxminr r)Xindr/r0 remainders r_isdummyr4*s" 1 Avzzhqwqz""))$// 6!!    !C 6!!    !Cq2v{+++I )i Cv{{j# 8C== rcJt|}d}|jdkrd}d}||fSNTrF)r4size)r1r" dummy_inddummys r_get_dummy_indexr:F4 I E~ e rctj|}tjtjtj|dzdkd|ddktj|dkd}t |}tj|d}|D]}||tj |S)a` Given an array X, returns the column indices for count variables. Parameters ---------- X : array_like A 1d or 2d array of numbers Examples -------- >>> X = np.random.randint(0, 10, size=(15,5)).astype(float) >>> X[:,1:3] = np.random.randn(15,2) >>> ind = _iscount(X) >>> ind array([0, 3, 4]) r(rr&) rr) logical_andr rr4rtolistremovearray)r1r3r9idxs r_iscountrBOs" 1 Ar~bfQVq[.K.K.K uuQxx1} . ./1va1f1/E/E/EGGI QKKE##A&--//I 8I  rcJt|}d}|jdkrd}d}||fSr6)rBr7)r1r" count_indcounts r_get_count_indexrFir;rcP|t|tr|D]}|||dd|f<nmt|tjrS|jdkrt |}n |jd} ||jdksJn#tdxYw|}|dkr(tj| d}n^|dkr)tjtj |d}n/|dkr)tj d|jdf}d|d|f<|S)Nr%z9atexog does not have the same number of variables as exogrrr r&r ) isinstancedictrndarrayr*lenr,r atleast_2drr r+)r ratexogr2keyk_varss r_get_margeff_exogrPrsH  fd # #  * *$SkQQQsU  *  + + {aVa 0A..... 0 "/000D V||}TYYq\\** x}RYt!44455 vx4:a=)**QtV Ks 0BBcV|D]}|}|dd|fxxdzcc<|||}|dd|fxxdz cc<|||} d|vr(tj|}tj| } | |z dz |dd|f<|S)z If there's a count variable, the predicted difference is taken by subtracting one and adding one to exog then averaging the difference Nr%eycopypredictrlog) effectsr rDrmodelparamsiexog0effect0effect1s r_get_count_effectsr_s  0 0  aaad q --.. aaad q --.. 6>>fWooGfWooG!G+Q.1 Nrc$|D]}|}d|dd|f<|||}d|dd|f<|||} d|vr(tj|}tj| } | |z |dd|f<|S)zW If there's a dummy variable, the predicted difference is taken at 0 and 1 rNr%rSrT) rXr r8rrYrZr[r\r]r^s r_get_dummy_effectsras  , , aaac --..aaac --.. 6>>fWooGfWooG 7*1 Nrch|dkr|}n(|dkr|d}n |dddf}|S)Nr rr)r)rXrs r _effects_atrcsB U{{ y,,q//!AAA#, Nrc|D]}|}|} d|dd|f<d| dd|f<||||} ||| |} | | z } | jdkr| d} |dkr | jd|dz z} | ||d| ddf<| ||dt | f<|S)aN Returns the Jacobian for discrete regressors for use in margeff_cov_params. For discrete regressors the marginal effect is \Delta F = F(XB) | d = 1 - F(XB) | d = 0 The row of the Jacobian for this variable is given by f(XB)*X | d = 1 - f(XB)*X | d = 0 Where F is the default prediction of the model. rNr%rRrU_derivative_predictr*rr,rK)rY cov_marginsrZr r8rJr[r\exog1dfdb0dfdb1dfdbKs r_margeff_cov_params_dummyrns..  aaac aaac ))&%@@))&%@@  9>>99Q<>99Q<>>>>>c"" @++FJ26v@@@LL @ @ @ ? ? ? ? ? ?(=26v@@@LLL @ ??7|z|)zConf. Int. LowzCont. Int. Hi.k_extraNc*g|]\}}| |Srr).0r[namer2s r z1DiscreteMargins.summary_frame..s&HHHfaQHTHHHrrRc8g|]}|dS)rs)rx)rr[s rrz1DiscreteMargins.summary_frame..s4%B%B%BaQWWS\\%B%B%Brr%Tr endogr )names)columnsindex)rrrrYpandasrr_transform_namesr r exog_namesgetattr enumeraterr*rr column_stackrrr_get_endog_name endog_namesrepeatrKtile from_tupleslistzip)rrrrYrrrrr var_namescitable_ yname_listynamesxnamesrr2s @rrzDiscreteMargins.summary_framesZ( -..., "00000000!$"6x"@A"-sJ"24DFl %))!,,1\'2 %A.. Q;;#IgXI.JHHHH *(=(=HHH <  ! !u%%BO%B%Bt r!!!Q'{Bqqq!QQQwKA%B%B%BCCE$33E4E8<$4HHMAzYz3y>>::FWYJ88F**4FF0C0C+D+D2961B+DDEEOT\4?DL%)\4==3G3G%IJJEEyU;;;;rct|jtjt j|jdzS)NrR)rrrsfrabsrrs rrzDiscreteMargins.pvaluess4-...wrvdl++,,q00rct|j|j}tjd|dz z }|j||zz }|j||zz}t jt||S)a Returns the confidence intervals of the marginal effects Parameters ---------- alpha : float Number between 0 and 1. The confidence intervals have the probability 1-alpha. Returns ------- conf_int : ndarray An array with lower, upper confidence intervals for the marginal effects. r%rR) rrrrppfrrr)r)rrme_seqloweruppers rrzDiscreteMargins.conf_intsm -... HQ] # # q5y( q5y(z$ue,,---rc t|j|j}|j}|jjdz}|jd}d|jgfd|gfd|jdgfg}ddlm}m }m } |j d d } |} t|j \} } | | | dt|d ddkr| d |j } t#t|d d }|d kr!||jd d \}}n |j}|g}| ||g|| |g}||}|j}|j}|j}|j}|d krt3|D]}||d d |f|d d |f|d d |f|d d |f|d d d d |ff}||||| |dd }|||_dt6|ddddt9|dz zt9d |dz z dzg}|d|||| |d }nl||||||f}|||| |dd }dt6|ddddt9|dz zt9d |dz z dzg}|d|| j|| S)aF Returns a summary table for marginal effects Parameters ---------- alpha : float Number between 0 and 1. The confidence intervals have the probability 1-alpha. Returns ------- Summary : SummaryTable A SummaryTable instance z Marginal EffectsrzDep. Variable:zMethod:zAt:rr)Summarysummary_params table_extendNrrhr%Tr)gleftgrightynamexnametitleF)rrruse_t skip_headerzstd errrzP>|z|[rR]) keep_headers) rrrrY __class__rrstatsmodels.iolib.summaryrrrrr#r poprrintradd_table_2colsrrrrrrangerrstrinsert_header_rowappendtables)rrrrYrrtop_leftrrrrsmryrr"rhrrrrrrrreqrestuptbleheaders rrzDiscreteMargins.summarys -..., (+>>%h/%(9':;VH%-d3458 > > > > > > > > > >%aaa( wyy( 33 9  NN9Q< ( ( ( 5)Q ' '! + +#Oem^O4J sA&& ' ' q55 ' 7 78I04$!8!@!@ E::%EJ T":U  < < < =='',_ ,, q55Ahh # #!7111R4=*QQQrT2B!!!!B$-2111R8HJ%~fJrN$.e5*.000(^ .v6 3s57||!3S57^^c5IK&&q&111 T"""" LT:::EEw GWhOF"N6ju$@@@E*62Iss57||!3S57^^c5IKF  # #Av . . . 5!!! rrr NFc ||}|}t||t|||_|j}|j}|j}|j } t| \} } |r$t||t| | \} }nd} |r$t||t| | \} }nd} | |_| |_t!| ||| } ||| || | }t%|dd}t'j| |} t+||}|dkr`|dkrG|jt'j| z }|dd| fd||d|_dS|dd| f|_dSt5||| |||j| | || \}}|dkr||jt'j| z }|| ||d|_|| ||d|_|| dd| f|_dS| dt=|} || dd| f|_|| |_|| |_dS) ay Get marginal effects of the fitted model. Parameters ---------- at : str, optional Options are: - 'overall', The average of the marginal effects at each observation. - 'mean', The marginal effects at the mean of each regressor. - 'median', The marginal effects at the median of each regressor. - 'zero', The marginal effects at zero for each regressor. - 'all', The marginal effects at each observation. If `at` is all only margeff will be available. Note that if `exog` is specified, then marginal effects for all variables not specified by `exog` are calculated using the `at` option. method : str, optional Options are: - 'dydx' - dy/dx - No transformation is made and marginal effects are returned. This is the default. - 'eyex' - estimate elasticities of variables in `exog` -- d(lny)/d(lnx) - 'dyex' - estimate semi-elasticity -- dy/d(lnx) - 'eydx' - estimate semi-elasticity -- d(lny)/dx Note that tranformations are done after each observation is calculated. Semi-elasticities for binary variables are computed using the midpoint method. 'dyex' and 'eyex' do not make sense for discrete variables. atexog : array_like, optional Optionally, you can provide the exogenous variables over which to get the marginal effects. This should be a dictionary with the key as the zero-indexed column number and the value of the dictionary. Default is None for all independent variables less the constant. dummy : bool, optional If False, treats binary variables (if present) as continuous. This is the default. Else if True, treats binary variables as changing from 0 to 1. Note that any variable that is either 0 or 1 is treated as binary. Each binary variable is treated separately for now. count : bool, optional If False, treats count variables (if present) as continuous. This is the default. Else if True, the marginal effect is the change in probabilities when each observation is increased by one. Returns ------- effects : ndarray the marginal effect corresponding to the input options Notes ----- When using after Poisson, returns the expected number of events per period, assuming that the model is loglinear. )rrNrhr%r rs)order)rrrrIrrrYrZr rUr#rr:rF dummy_idx count_idxrP_derivative_exogrrrrcrmrreshaperrr}r margeff_covrK)rrrrMr9rErrYrZr r!r"r r rXrhrmrrs rrzDiscreteMargins.get_margeffZsx  XXZZB'''#6b999, z  "24"8"8 Y   V , , ,/i@@ IuuI   V , , ,/i@@ IuuI#"!r6;??((v4=yJJ E3 " "gk1-- gr** ;;1uuGbfk\222&qqq+~6>>r1aFI ? K K  'qqq+~6 ':%070B0B0D0Db050F09906 ';'; #K1uuGbfk\222&{3;;Aq;LL ",["9"A"A!QHK#B#M#M#.{#;AAA{N#K   *-3w<<-8 #.{#;AAA{N#K ",["9&{3 rr)rr NFF) rrrrrrrrrrrrrrrrrrs  .0**** ..^.4<4<4<4rs+*****777777 GGGGGG " " "848(&B@KDKDKDZ , , , 2224W,((*** ,",",",",",",","^B4B4B4B4B4B4B4B4B4B4r