pycmtensor.statistics#

PyCMTensor statistics module

Module Contents#

pycmtensor.statistics.t_test(stderr, params)[source]#

Returns the t stats of params given the standard error (stderr)

pycmtensor.statistics.p_value(stderr, params)[source]#

Returns the p-value of params given the standard error (stderr)

pycmtensor.statistics.stderror(h, params)[source]#

Returns the standard error of params given the Hessian (h)

pycmtensor.statistics.rob_stderror(h, bhhh, params)[source]#

Returns the rob. standard error of params given the Hessian (h) and the BHHH matrix (bhhh)

pycmtensor.statistics.correlation_matrix(h)[source]#

Returns the correlation matrix given the Hessian (h)

pycmtensor.statistics.rob_correlation_matrix(h, bhhh)[source]#

Returns the correlation matrix given the Hessian and the BHHH matrix

pycmtensor.statistics.elasticities(model, db, y: int, x: str)[source]#

Returns the disaggregate point elasticities of choice y wrt x

Parameters:

  • model (PyCMTensorModel) – the model class object

  • db (pycmtensor.Data) – the database object

  • y (int) – the alternative index

  • x (str) – the name of the variable to derive the elasticities

Returns:

the disaggregate point elasticity E_n

Return type:

list