pyRVtest.ProblemResults
- class pyRVtest.ProblemResults
Results of running the firm conduct testing procedures.
- problem
An instance of the Problem class.
- Type
ndarray
- markups
Array of the total markups implied by each model (sum of retail and wholesale markups).
- Type
ndarray
- markups_downstream
Array of the retail markups implied by each model.
- Type
ndarray
- markups_upstream
Array of the manufacturer markups implied by each model of double marginalization.
- Type
ndarray
- taus
Array of coefficients from regressing implied marginal costs for each model on observed cost shifters.
- Type
ndarray
- mc
Array of implied marginal costs for each model.
- Type
ndarray
- g
Array of moments for each model and each instrument set of conduct between implied residualized cost unobservable and the instruments.
- Type
ndarray
- Q
Array of lack of fit given by GMM objective function with 2SLS weight matrix for each set of instruments and each model.
- Type
ndarray
- RV_numerator
Array of numerators of pairwise RV test statistics for each instrument set and each pair of models.
- Type
ndarray
- RV_denominator
Array of denominators of pairwise RV test statistics for each instrument set and each pair of models.
- Type
ndarray
- TRV
Array of pairwise RV test statistics for each instrument set and each pair of models.
- Type
ndarray
- F
Array of pairwise F-statistics for each instrument set and each pair of models.
- Type
ndarray
- MCS_pvalues
Array of MCS p-values for each instrument set and each model.
- Type
ndarray
- rho
Scaling parameter for F-statistics.
- Type
ndarray
- unscaled_F
Array of pairwise F-statistics without scaling by rho.
- Type
ndarray
- F_cv_size_list
Vector of critical values for size for each pairwise F-statistic.
- Type
ndarray
- F_cv_power_list
Vector of critical values for power for each pairwise F-statistic.
- Type
ndarray
Methods
to_pickle(path)Save these results as a pickle file.