M/Ph ,dZddlZddlmZdZddZdS)zZAdditional functions prediction standard errors and confidence intervals A: josef pktd N)statsctj|}|jdkr |dddf}n:|jdkrtj|}n|jdkrt d|S)zM convert array_like to 2d from 1d or 0d not tested because not used Nrztoo many dimensions)npasarrayndim atleast_2d ValueError)xs f/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/sandbox/regression/predstd.py atleast_2dcolr sj 1 A ! aaagJ &A++ M!   &1**./// H皙?c|}|"|jj}|j}| |jj}nt j|}|jd|jdkrtd|j |j |}|d}nLt j |}|j dkr-t||jdkrtd|j|z |t j||jjzdz}t j|}t&j|dz |j}|||zz} |||zz } || | fS)acalculate standard deviation and confidence interval for prediction applies to WLS and OLS, not to general GLS, that is independently but not identically distributed observations Parameters ---------- res : regression result instance results of WLS or OLS regression required attributes see notes exog : array_like (optional) exogenous variables for points to predict weights : scalar or array_like (optional) weights as defined for WLS (inverse of variance of observation) alpha : float (default: alpha = 0.05) confidence level for two-sided hypothesis Returns ------- predstd : array_like, 1d standard error of prediction same length as rows of exog interval_l, interval_u : array_like lower und upper confidence bounds Notes ----- The result instance needs to have at least the following res.model.predict() : predicted values or res.fittedvalues : values used in estimation res.cov_params() : covariance matrix of parameter estimates If exog is 1d, then it is interpreted as one observation, i.e. a row vector. testing status: not compared with other packages References ---------- Greene p.111 for OLS, extended to WLS by analogy Nrzwrong shape of exogg?rz+weights and exog do not have matching shapeg@) cov_paramsmodelexog fittedvaluesweightsrr shaper predictparamsrsizelen mse_residdotTsumsqrtrtisfdf_resid) resrralphacovb predictedpredvarpredstdtppf interval_u interval_ls r wls_prediction_stdr,s_^ >>  D |y~$ ?i'G}T"" :a=DJqM ) )233 3I%%cj$77 ?GGj))G|aCLLDJqM$A$A !NOOO mG#tbfT46.B.B.D'D&I&I!&L&LLGggG 7;;uRx . .DTG^+JTG^+J J **r)NNr)__doc__numpyrscipyrr r,rr r1sb    J+J+J+J+J+J+r