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2 changes: 1 addition & 1 deletion docs/notebooks/api/build_blp_instruments.ipynb
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2 changes: 1 addition & 1 deletion docs/notebooks/api/build_differentiation_instruments.ipynb
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2 changes: 1 addition & 1 deletion docs/notebooks/api/build_id_data.ipynb
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2 changes: 1 addition & 1 deletion docs/notebooks/api/build_integration.ipynb
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2 changes: 1 addition & 1 deletion docs/notebooks/api/build_matrix.ipynb
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2 changes: 1 addition & 1 deletion docs/notebooks/api/build_ownership.ipynb
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2 changes: 1 addition & 1 deletion docs/notebooks/api/data.ipynb
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16 changes: 8 additions & 8 deletions docs/notebooks/api/data_to_dict.ipynb
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" (['C65Q2'], [6], ['F6B18'], [], [], ['F6B18'], [], [], [0.], [-1.4e-01, 3.5e-03, -2.9e-01, 2.9e-01, 3.9e-02, 2.0e-02, -1.9e+00, -4.0e-02, 3.8e-01, 1.1e-01, 3.4e+00, 1.1e-01, -6.1e-03, -1.2e-03, -4.7e-02, -2.4e-02, -2.1e-02, -2.9e-02, -2.6e-02, -2.5e-02], [], [-0.], [], [], [0.1])],\n",
" dtype=[('market_ids', 'O', (1,)), ('firm_ids', 'O', (1,)), ('demand_ids', 'O', (1,)), ('supply_ids', 'O', (0,)), ('nesting_ids', 'O', (0,)), ('product_ids', 'O', (1,)), ('clustering_ids', 'O', (0,)), ('ownership', '<f8', (0,)), ('shares', '<f8', (1,)), ('ZD', '<f8', (20,)), ('ZS', '<f8', (0,)), (((prices,), 'X1'), '<f8', (1,)), (((), 'X2'), '<f8', (0,)), (((), 'X3'), '<f8', (0,)), ('prices', '<f8', (1,))])"
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2 changes: 1 addition & 1 deletion docs/notebooks/api/formulation.ipynb
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2 changes: 1 addition & 1 deletion docs/notebooks/api/integration.ipynb
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2 changes: 1 addition & 1 deletion docs/notebooks/api/iteration.ipynb
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2 changes: 1 addition & 1 deletion docs/notebooks/api/optimization.ipynb
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4 changes: 2 additions & 2 deletions docs/notebooks/api/parallel.ipynb
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"Starting a pool of 2 processes ...\n",
"Started the process pool after 00:00:00.\n",
"Computing elasticities with respect to prices ...\n",
"Finished after 00:00:02.\n",
"Finished after 00:00:03.\n",
"\n",
"Terminating the pool of 2 processes ...\n",
"Terminated the process pool after 00:00:00.\n"
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6 changes: 3 additions & 3 deletions docs/notebooks/tutorial/blp.ipynb
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"GMM Objective Projected Reduced Hessian Reduced Hessian Clipped Clipped Weighting Matrix Covariance Matrix\n",
"Step Value Gradient Norm Min Eigenvalue Max Eigenvalue Shares Costs Condition Number Condition Number \n",
"---- --------- ------------- --------------- --------------- ------- ------- ---------------- -----------------\n",
" 2 +5.0E+02 +4.1E-08 +4.9E-01 +5.1E+02 0 0 +4.2E+09 +3.8E+08 \n",
" 2 +5.0E+02 +1.1E-08 +4.9E-01 +5.1E+02 0 0 +4.2E+09 +3.8E+08 \n",
"=======================================================================================================================\n",
"\n",
"Cumulative Statistics:\n",
"===========================================================================\n",
"Computation Optimizer Optimization Objective Fixed Point Contraction\n",
" Time Converged Iterations Evaluations Iterations Evaluations\n",
"----------- --------- ------------ ----------- ----------- -----------\n",
" 00:03:29 No 55 112 34229 104904 \n",
" 00:10:14 No 58 126 36807 112905 \n",
"===========================================================================\n",
"\n",
"Nonlinear Coefficient Estimates (Robust SEs Adjusted for 999 Clusters in Parentheses):\n",
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10 changes: 5 additions & 5 deletions docs/notebooks/tutorial/logit_nested.ipynb
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"GMM Objective Projected Reduced Clipped Weighting Matrix Covariance Matrix\n",
"Step Value Gradient Norm Hessian Shares Condition Number Condition Number \n",
"---- --------- ------------- -------- ------- ---------------- -----------------\n",
" 2 +2.0E+02 +3.0E-09 +1.1E+04 0 +2.0E+09 +3.0E+04 \n",
" 2 +2.0E+02 +1.2E-09 +1.1E+04 0 +2.0E+09 +3.0E+04 \n",
"======================================================================================\n",
"\n",
"Cumulative Statistics:\n",
"=================================================\n",
"Computation Optimizer Optimization Objective \n",
" Time Converged Iterations Evaluations\n",
"----------- --------- ------------ -----------\n",
" 00:00:02 Yes 3 8 \n",
" 00:00:04 Yes 3 8 \n",
"=================================================\n",
"\n",
"Rho Estimates (Robust SEs in Parentheses):\n",
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"GMM Objective Projected Reduced Clipped Weighting Matrix Covariance Matrix\n",
"Step Value Gradient Norm Hessian Shares Condition Number Condition Number \n",
"---- --------- ------------- -------- ------- ---------------- -----------------\n",
" 2 +6.9E+02 +5.5E-09 +5.6E+03 0 +5.1E+08 +2.0E+04 \n",
" 2 +6.9E+02 +3.0E-10 +5.6E+03 0 +5.1E+08 +2.0E+04 \n",
"======================================================================================\n",
"\n",
"Cumulative Statistics:\n",
"=================================================\n",
"Computation Optimizer Optimization Objective \n",
" Time Converged Iterations Evaluations\n",
"----------- --------- ------------ -----------\n",
" 00:00:02 Yes 3 8 \n",
" 00:00:03 Yes 3 8 \n",
"=================================================\n",
"\n",
"Rho Estimates (Robust SEs in Parentheses):\n",
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34 changes: 17 additions & 17 deletions docs/notebooks/tutorial/nevo.ipynb
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"Computation Optimizer Optimization Objective Fixed Point Contraction\n",
" Time Converged Iterations Evaluations Iterations Evaluations\n",
"----------- --------- ------------ ----------- ----------- -----------\n",
" 00:01:37 Yes 58 75 83853 257686 \n",
" 00:01:48 Yes 58 75 82256 252902 \n",
"===========================================================================\n",
"\n",
"Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n",
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"GMM Objective Gradient Hessian Hessian Clipped Weighting Matrix Covariance Matrix\n",
"Step Value Norm Min Eigenvalue Max Eigenvalue Shares Condition Number Condition Number \n",
"---- --------- -------- -------------- -------------- ------- ---------------- -----------------\n",
" 2 +1.6E+02 +3.2E-05 +1.6E-02 +5.3E+03 0 +5.3E+07 +1.2E+21 \n",
" 2 +1.6E+02 +1.1E-05 +1.6E-02 +5.3E+03 0 +5.3E+07 +5.0E+20 \n",
"=======================================================================================================\n",
"\n",
"Cumulative Statistics:\n",
"===========================================================================\n",
"Computation Optimizer Optimization Objective Fixed Point Contraction\n",
" Time Converged Iterations Evaluations Iterations Evaluations\n",
"----------- --------- ------------ ----------- ----------- -----------\n",
" 00:03:02 Yes 64 78 68670 212085 \n",
" 00:04:57 No 63 130 96884 301280 \n",
"===========================================================================\n",
"\n",
"Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n",
"=========================================================================================================================\n",
"Sigma: 1 prices sugar mushy | Sigma Squared: 1 prices sugar mushy \n",
"------ ---------- ---------- ---------- ---------- | -------------- ---------- ---------- ---------- ----------\n",
" 1 -7.4E-01 | 1 +5.5E-01 -9.4E+00 +8.3E-02 -1.1E-01 \n",
" (+2.1E+00) | (+3.1E+00) (+3.2E+01) (+1.7E-01) (+6.3E-01)\n",
" (+2.3E+00) | (+3.4E+00) (+3.5E+01) (+1.6E-01) (+6.4E-01)\n",
" | \n",
"prices +1.3E+01 -8.8E-06 | prices -9.4E+00 +1.6E+02 -1.4E+00 +1.9E+00 \n",
" (+7.7E+00) (+2.3E+03) | (+3.2E+01) (+2.0E+02) (+7.8E-01) (+8.8E+00)\n",
"prices +1.3E+01 +6.6E-06 | prices -9.4E+00 +1.6E+02 -1.4E+00 +1.9E+00 \n",
" (+7.5E+00) (+2.7E+03) | (+3.5E+01) (+1.9E+02) (+8.0E-01) (+8.9E+00)\n",
" | \n",
"sugar -1.1E-01 +1.1E-07 -3.0E-09 | sugar +8.3E-02 -1.4E+00 +1.2E-02 -1.7E-02 \n",
" (+2.1E-01) (+1.9E+05) (+7.3E+02) | (+1.7E-01) (+7.8E-01) (+2.1E-02) (+1.5E-01)\n",
"sugar -1.1E-01 -7.4E-08 -8.9E-09 | sugar +8.3E-02 -1.4E+00 +1.2E-02 -1.7E-02 \n",
" (+2.0E-01) (+2.2E+05) (+5.2E+04) | (+1.6E-01) (+8.0E-01) (+2.2E-02) (+1.6E-01)\n",
" | \n",
"mushy +1.5E-01 +4.6E-07 +1.9E-08 -1.3E-08 | mushy -1.1E-01 +1.9E+00 -1.7E-02 +2.2E-02 \n",
" (+6.8E-01) (+3.5E+03) (+6.3E+02) (+1.8E+02) | (+6.3E-01) (+8.8E+00) (+1.5E-01) (+2.0E-01)\n",
"mushy +1.5E-01 -4.3E-07 +1.6E-07 +4.7E-08 | mushy -1.1E-01 +1.9E+00 -1.7E-02 +2.2E-02 \n",
" (+6.8E-01) (+5.0E+03) (+7.0E+02) (+4.3E+02) | (+6.4E-01) (+8.9E+00) (+1.6E-01) (+2.0E-01)\n",
"=========================================================================================================================\n",
"\n",
"Beta Estimates (Robust SEs in Parentheses):\n",
"==========\n",
" prices \n",
"----------\n",
" -3.1E+01 \n",
"(+4.4E+00)\n",
"(+4.0E+00)\n",
"=========="
]
},
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"Computation Optimizer Optimization Objective Fixed Point Contraction\n",
" Time Converged Iterations Evaluations Iterations Evaluations\n",
"----------- --------- ------------ ----------- ----------- -----------\n",
" 00:00:23 Yes 16 24 19540 60462 \n",
" 00:00:28 Yes 16 24 19529 60447 \n",
"===========================================================================\n",
"\n",
"Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n",
Expand Down Expand Up @@ -1021,15 +1021,15 @@
"GMM Objective Gradient Hessian Hessian Clipped Weighting Matrix Covariance Matrix\n",
"Step Value Norm Min Eigenvalue Max Eigenvalue Shares Condition Number Condition Number \n",
"---- --------- -------- -------------- -------------- ------- ---------------- -----------------\n",
" 1 +4.6E+00 +6.9E-06 +3.2E-05 +1.6E+04 0 +6.9E+07 +8.4E+08 \n",
" 1 +4.6E+00 +6.9E-06 +3.3E-05 +1.6E+04 0 +6.9E+07 +8.4E+08 \n",
"=======================================================================================================\n",
"\n",
"Cumulative Statistics:\n",
"===========================================================================\n",
"Computation Optimizer Optimization Objective Fixed Point Contraction\n",
" Time Converged Iterations Evaluations Iterations Evaluations\n",
"----------- --------- ------------ ----------- ----------- -----------\n",
" 00:01:00 Yes 51 57 46386 143970 \n",
" 00:01:12 Yes 51 57 46389 143977 \n",
"===========================================================================\n",
"\n",
"Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n",
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"Computation Optimizer Optimization Objective Fixed Point Contraction\n",
" Time Converged Iterations Evaluations Iterations Evaluations\n",
"----------- --------- ------------ ----------- ----------- -----------\n",
" 00:00:45 Yes 34 40 34392 106492 \n",
" 00:00:53 Yes 34 40 34390 106492 \n",
"===========================================================================\n",
"\n",
"Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n",
Expand Down Expand Up @@ -1198,7 +1198,7 @@
"Computation Optimizer Optimization Objective Fixed Point Contraction\n",
" Time Converged Iterations Evaluations Iterations Evaluations\n",
"----------- --------- ------------ ----------- ----------- -----------\n",
" 00:00:45 Yes 34 40 34403 106539 \n",
" 00:00:55 Yes 34 40 34371 106443 \n",
"===========================================================================\n",
"\n",
"Nonlinear Coefficient Estimates (Robust SEs in Parentheses):\n",
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