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Econometrics.jl
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Econometrics.jl
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"""
Econometrics
Econometrics in Julia.
"""
module Econometrics
using Base.Iterators: flatten
using CategoricalArrays: CategoricalValue, levels, levels!, isordered, ordered!
using Distributions: cdf, ccdf, Categorical, Chisq, FDist, logpdf, Logistic, Normal,
pdf, TDist,
# Statistics
mean, quantile, var
using FillArrays: Ones
using ForwardDiff: Dual, value
using LinearAlgebra: bunchkaufman, bunchkaufman!, cholesky!, diag, diagm,
Diagonal, Hermitian, I, LowerTriangular, qr,
UpperTriangular
using Optim: hessian!, optimize, minimizer, TwiceDifferentiable
using Parameters: @unpack, @pack!
using Printf: @sprintf
using StatsBase: aic, aicc, bic, harmmean, FrequencyWeights, CoefTable,
ConvergenceException, Weights
using StatsFuns: softmax
using StatsModels: AbstractContrasts, AbstractTerm, apply_schema, CategoricalTerm,
ConstantTerm, ContrastsMatrix, DummyCoding, @formula, FormulaTerm,
FunctionTerm, InteractionTerm, InterceptTerm, MatrixTerm,
modelcols, schema, terms, termvars
using Tables: Tables, columns, eachcolumn, select, materializer, rows
import Base: show
import StatsBase: coef, coefnames, coeftable, confint, deviance, islinear,
nulldeviance, loglikelihood, nullloglikelihood, score, nobs,
dof, dof_residual, mss, rss, informationmatrix, vcov, stderror,
weights, isfitted, fit, fit!, r2, adjr2, fitted, response,
meanresponse, modelmatrix, leverage, residuals, predict,
predict!, dof_residual, RegressionModel, params
import StatsModels: hasintercept, implicit_intercept
# Compat
if !@isdefined(isnothing)
isnothing(::Any) = false
isnothing(::Nothing) = true
end
if !@isdefined(ismissing)
isnothing(::Any) = false
isnothing(::Missing) = true
end
foreach(file -> include(joinpath(dirname(@__DIR__), "src", "$file.jl")),
["structs", "transformations", "formula", "main", "solvers", "statsbase", "wald"])
export @formula, DummyCoding, aic, aicc, bic, coef, coefnames,
coeftable, confint, deviance, islinear, nulldeviance, loglikelihood,
nullloglikelihood, nobs, dof, mss, rss, informationmatrix, vcov, stderror,
weights, isfitted, fit, fit!, r2, adjr2, fitted, response, meanresponse,
modelmatrix, leverage, residuals, predict, dof_residual,
params,
hasintercept,
EconometricModel, absorb, BetweenEstimator, RandomEffectsEstimator,
ContinuousResponse,
OIM, HC0, HC1, HC2, HC3, HC4
end