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lines changed Original file line number Diff line number Diff line change 22Compatibility layer with results from linearmodels.
33"""
44
5- from math import nan , sqrt
5+ from math import sqrt
66
77from linearmodels .iv .results import IVResults , OLSResults
88from linearmodels .panel .results import (
3939linear_model_map_iv = dict ()
4040
4141
42- def handle_resid_std_err (model ):
43- if isinstance (model , IVResults ):
44- try :
45- resid_std_err = sqrt (model .model_ss / model .df_resid )
46- except ValueError : # Negative model_ss IV
47- resid_std_err = nan
48- else :
49- resid_std_err = sqrt (model .model_ss / model .df_resid )
50- return resid_std_err
51-
52-
5342def extract_model_data (model ):
5443 data = {}
5544 if isinstance (model , (PanelEffectsResults , RandomEffectsResults , PanelResults )):
@@ -73,7 +62,7 @@ def extract_model_data(model):
7362 data ["cov_names" ] = model .params .index .values
7463 data ["conf_int_low_values" ] = model .conf_int ().lower
7564 data ["conf_int_high_values" ] = model .conf_int ().upper
76- data ["resid_std_err" ] = handle_resid_std_err (model )
65+ data ["resid_std_err" ] = sqrt (model . s2 )
7766 data ["f_statistic" ] = model .f_statistic .stat
7867 data ["f_p_value" ] = model .f_statistic .pval
7968 data ["r2_adj" ] = None
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