diff --git a/statsmodels/emplike/descriptive.py b/statsmodels/emplike/descriptive.py index 81fb8377242..e312ba33aa7 100644 --- a/statsmodels/emplike/descriptive.py +++ b/statsmodels/emplike/descriptive.py @@ -73,9 +73,29 @@ def _get_j_y(self, eta1): See Owen pg. 63 """ + nobs = self.nobs data = self.est_vect.T data_star_prime = (1. + np.dot(eta1, data)) data_star_doub_prime = np.copy(1. + np.dot(eta1, data)) + + # Method 1 + + + # idx = data_star_prime < 1. / nobs + # not_idx = ~idx + # data_star_prime[idx] = 2. * nobs - (nobs) ** 2 * data_star_prime[idx] + # data_star_prime[not_idx] = 1. / data_star_prime[not_idx] + # data_star_doub_prime[idx] = - nobs ** 2 + # data_star_doub_prime[not_idx] = - (data_star_doub_prime[not_idx]) ** -2 + # data_star_prime = data_star_prime.reshape(nobs, 1) + # data_star_doub_prime = data_star_doub_prime.reshape(nobs, 1) + # root_star = np.sqrt(- 1 * data_star_doub_prime).reshape(nobs,1) + # JJ = root_star * self.est_vect + # yy = data_star_prime / root_star + # return np.mat(JJ), np.mat(yy) + + # Method 2 + for elem in range(int(self.nobs)): if data_star_prime[0, elem] <= 1. / self.nobs: data_star_prime[0, elem] = 2. * self.nobs - \