v__0.191

math-econ-code · Dec 17, 2024 · 3b07e44 · 3b07e44
1 parent 6ce3d48
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Showing 2 changed files with 19 additions and 19 deletions.
diff --git a/mec/mx.py b/mec/mx.py
@@ -24,21 +24,21 @@ def efficient_ivgmm(Y_i,X_i_k,Z_i_l, centering = True):
     return beta2_k,val2
 
 
-def iv_gmm(Y_i,X_i_k,Z_i_l, efficient=False, centering = True):
-    def beta_gmm(Y_i,X_i_k,Z_i_l,W_l_l=None ):
-        ZtildeT_k_i =  (X_i_k.T @ Z_i_l  @ Z_i_l.T) if W_l_l is None else (X_i_k.T @ Z_i_l @ W_l_l @ Z_i_l.T)
-        return np.linalg.solve(ZtildeT_k_i @ X_i_k,ZtildeT_k_i @ Y_i)
-    I=len(Y_i)
-    W_l_l = np.linalg.inv( Z_i_l.T @ Z_i_l / I)
-    beta_k = beta_gmm(Y_i,X_i_k,Z_i_l,W_l_l ) # first stage obtained by 2SLS
-    if efficient:
-        epsilon_i = Y_i - X_i_k @ beta_k
-        mhat_l_i = Z_i_l.T * epsilon_i[None,:]
-        mbar_l = mhat_l_i.mean(axis=1)
-        Sigmahat_l_l = (mhat_l_i @ mhat_l_i.T) / I - centering * mbar_l[:,None] * mbar_l[None,:]
-        W_l_l =  np.linalg.inv(Sigmahat_l_l)
-        beta_k = beta_gmm(Y_i,X_i_k,Z_i_l,W_l_l )
-    Pi_i_i = Z_i_l @ W_l_l @ Z_i_l.T
-    XPiY_k_i = X_i_k.T @ Pi_i_i @ Y_i
-    objval = (Y_i.T @ Pi_i_i @ Y_i - XPiY_k_i.T @ np.linalg.inv(  X_i_k.T @ Pi_i_i @ X_i_k ) @ XPiY_k_i )/ (2*I*I)
-    return beta_k,objval
+# def iv_gmm(Y_i,X_i_k,Z_i_l, efficient=False, centering = True):
+#     def beta_gmm(Y_i,X_i_k,Z_i_l,W_l_l=None ):
+#         ZtildeT_k_i =  (X_i_k.T @ Z_i_l  @ Z_i_l.T) if W_l_l is None else (X_i_k.T @ Z_i_l @ W_l_l @ Z_i_l.T)
+#         return np.linalg.solve(ZtildeT_k_i @ X_i_k,ZtildeT_k_i @ Y_i)
+#     I=len(Y_i)
+#     W_l_l = np.linalg.inv( Z_i_l.T @ Z_i_l / I)
+#     beta_k = beta_gmm(Y_i,X_i_k,Z_i_l,W_l_l ) # first stage obtained by 2SLS
+#     if efficient:
+#         epsilon_i = Y_i - X_i_k @ beta_k
+#         mhat_l_i = Z_i_l.T * epsilon_i[None,:]
+#         mbar_l = mhat_l_i.mean(axis=1)
+#         Sigmahat_l_l = (mhat_l_i @ mhat_l_i.T) / I - centering * mbar_l[:,None] * mbar_l[None,:]
+#         W_l_l =  np.linalg.inv(Sigmahat_l_l)
+#         beta_k = beta_gmm(Y_i,X_i_k,Z_i_l,W_l_l )
+#     Pi_i_i = Z_i_l @ W_l_l @ Z_i_l.T
+#     XPiY_k_i = X_i_k.T @ Pi_i_i @ Y_i
+#     objval = (Y_i.T @ Pi_i_i @ Y_i - XPiY_k_i.T @ np.linalg.inv(  X_i_k.T @ Pi_i_i @ X_i_k ) @ XPiY_k_i )/ (2*I*I)
+#     return beta_k,objval
diff --git a/setup.py b/setup.py
@@ -2,7 +2,7 @@
 
 setup(
 	name="mec",
-	version="0.190",
+	version="0.191",
 	authors=["Alfred Galichon"],
 	author_email="ag133@nyu.edu",
 	licence="",