Applied Econometrics Library for Python
:warning: Changes since last version:
model_selection_stats
attribute for models now has keys in snake case format.rvp_plot
and rvf_plot
now function as intended.:tada: New features:
X_list
attribute for model objects⚠️Changes since last version:
⚠️Changes since last version:
fit
call in order to do calculations. DummyEncoder and InteractionEncoder objects now have a transform
method for returning dataframes with encoded columns, instead of the encode method (the dictionary parameters in the old encode method now sit in the object initialization).For example:
model = OLS(df, y_list, X_list).fit()
pattern.df_transformed = DummyEncoder(df, categorical_col_base_levels).transform()
pattern.🎉 New features:
get_dataframe_columns_diff
utils function for returning diff between two dataframes' columns. columns_added and columns_removed attributes have been removed from encoder objects as this is a more general way of comparing dataframes during the pre-processing.⚠️ Fixes and changes since last version (with more extensive test coverage):
resid_studentized
) and make available only for OLSstatistical_moments
function🎉 Bonus feature:
breusch_pagan_studentized
option for heteroskedasticity test⚠️ Major API changes since last version:
🎉 New features:
Minor updates
🚀 Now due for proper versioning to reflect evolution of features, this release has enhanced regression diagnostics.
Main additions:
BadApples
class in diagnostics
module takes a model object and calculates measures of influence, leverage and outliers. It includes a method for leverage vs residuals squared plot.diagnostics
module: supports Breusch-Pagan and White tests.🚀 New module (discrete_model
) with class for logistic regression Logit
.
Features for Logit include: standardized estimation (via Long's method); odds ratios; model selection stats; prediction.
🚀 New module (utils) with classes to encode columns of data:
DummyEncoder
: create dummy columns from categorical columns. Deals with NaN data in three different ways.InteractionEncoder
: create interaction effects between two columns. Deals with many scenarios for interactions between Boolean, categorical and continuous variables.🚀 Main features: