v__0.173

mec/blp.py

@@ -1,6 +1,29 @@
 import numpy as np, scipy.sparse as sp
 
 
+
+def create_blp_instruments(X, mkts_firms_prods,include_ones = False, include_arguments = True ):
+    if include_ones:
+        X = np.block([[np.ones((X.shape[0],1)), X ]] )
+    df = pd.DataFrame()
+    names = [str(i) for i in range(X.shape[1])]
+    df[ names ]=X
+    df[['mkt','firm','prod']] = mkts_firms_prods
+    thelist1, thelist2 = [], []
+    for _, theserie in df[ names ].items():
+        thelist1.append ([theserie[(df['mkt']==df['mkt'][i]) & 
+                                (df['firm']==df['firm'][i]) & 
+                                (df['prod']!=df['prod'][i])  ].sum() for i,_ in df.iterrows() ])
+
+        thelist2.append([theserie[(df['mkt']==df['mkt'][i]) & 
+                                (df['firm']!=df['firm'][i]) ].sum() for i,_ in df.iterrows() ])
+    if include_arguments:
+        return np.block([[X,np.array(thelist1+thelist2).T]])
+    else:
+        return np.array(thelist1+thelist2).T
+
+
+
 def organize_markets(markets_o, vec_o):
     flatten =  (len(vec_o.shape)==1) or (vec_o.shape[1] ==1)
     vs_y =[]

mec/data.py

@@ -108,7 +108,7 @@ def getcleandata(name,nrow):
 
 
 
-def load_blp_data(pyblp_compatibility=True):
+def load_blp_data(check_pyblp_compatibility=False):
     """
     Returns the data used by Berry, Levinsohn and Pakes (2005)
     
@@ -202,7 +202,7 @@ def load_blp_data(pyblp_compatibility=True):
                 prev_model_cid = prods[(prods['car_ids'] == chars[iref,1]) ]['clustering_ids'].iloc[0]
                 prods.loc[(prods['car_ids'] == chars[i,1]), 'clustering_ids']= prev_model_cid
 
-    if pyblp_compatibility:
+    if check_pyblp_compatibility:
         # sometimes there are multiple products with the same name, same year; it is not clear how BLP treat that but the following 
         # ensures compatibility with pyblp by adjusting them manually
         cids_to_change = {1540: 'TYCORO71', 1542: 'TYCORO71', 1582: 'TYCORO71', 560: 'MCMONT73', 1084: 'OD9878', 1230: 'OD9878', 
@@ -243,7 +243,7 @@ def load_blp_data(pyblp_compatibility=True):
     agent_data['market_ids']=agent_data['market_ids'].astype(int) 
 
     # check consistency with pyblp
-    if pyblp_compatibility:
+    if check_pyblp_compatibility:
         import pyblp
         # check if product data coincide
         product_data = pd.read_csv(pyblp.data.BLP_PRODUCTS_LOCATION)

setup.py

@@ -2,7 +2,7 @@
 
 setup(
 	name="mec",
-	version="0.172",
+	version="0.173",
 	authors=["Alfred Galichon"],
 	author_email="ag133@nyu.edu",
 	licence="",