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tessl/pypi-spreg

Spatial econometric regression models for analyzing geographically-related data interactions.

Overall
score

87%

Overview
Eval results
Files

sur-models.mddocs/

SUR Models

Seemingly unrelated regressions with spatial error and lag structures for simultaneous equation systems with cross-equation correlation.

Capabilities

Basic SUR Model

class SUR:
    def __init__(self, bigy, bigX, df_name=None, sur_constant=True, name_bigy=None, 
                 name_bigX=None, name_ds=None, vm=False, latex=False):
        """
        Seemingly unrelated regressions.
        
        Parameters:
        - bigy (array): Stacked dependent variables for all equations
        - bigX (array): Stacked independent variables for all equations
        - df_name (list): Names for each equation
        - sur_constant (bool): Include constant terms
        """

Spatial SUR Models

class SURerrorGM:
    def __init__(self, bigy, bigX, w, df_name=None, sur_constant=True):
        """SUR with spatial error structure using GMM estimation."""

class SURerrorML:
    def __init__(self, bigy, bigX, w, df_name=None, sur_constant=True):
        """SUR with spatial error structure using ML estimation."""

class SURlagIV:
    def __init__(self, bigy, bigX, w, df_name=None, sur_constant=True):
        """SUR with spatial lag structure using IV estimation."""

Install with Tessl CLI

npx tessl i tessl/pypi-spreg

docs

diagnostics.md

index.md

ml-models.md

ols-models.md

panel-models.md

probit-models.md

regime-models.md

spatial-error-models.md

sur-models.md

tsls-models.md

utilities.md

tile.json