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TST: enable tests for llf after change to WLS.loglike see #1170 #1192

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merged 1 commit into from Dec 19, 2013

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commented Nov 17, 2013

This enables tests that were commented out.

It is supposed to go in after fixing WLS.loglike as discussed in #1170

I cannot find the commit for WLS.loglike in any of bashtage's PRs right now.
If the change is not included in any of bashtage's PRs, I will make a separate PR, that also fixes the failing tests because we will use a different definition or normalization than Stata.

the tests don't fail with current master:

I had changed GLSAR to subclass GLS instead of WLS which has the correct loglike
GLSHet which subclasses WLS doesn't have unit tests yet. (I didn't find a direct equivalent in Stata or R, IIRC)

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commented Nov 17, 2013

Coverage Status

Coverage remained the same when pulling d955aac on josef-pkt:enable_WLS_llf_tests into 9d4b1f8 on statsmodels:master.

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commented Dec 19, 2013

rebased and force pushed
should be ready to merge when TravisCI comes back green

note: the commit message is a bit misleading because the unit tests don't use WLS, and don't check the change in PR #1253

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commented Dec 19, 2013

Coverage Status

Coverage remained the same when pulling 1ac21e4 on josef-pkt:enable_WLS_llf_tests into f974da3 on statsmodels:master.

josef-pkt added a commit that referenced this pull request Dec 19, 2013

Merge pull request #1192 from josef-pkt/enable_WLS_llf_tests
TST: enable tests for llf for GLSAR

@josef-pkt josef-pkt merged commit 3f22bc0 into statsmodels:master Dec 19, 2013

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@josef-pkt josef-pkt deleted the josef-pkt:enable_WLS_llf_tests branch Dec 19, 2013

PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this pull request Sep 2, 2014

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