Merge pull request #606 from ccnmtl/ERD-347-multicol-se

Added robust standard errors to the multicollinearity section
ccnmtl · Dec 3, 2024 · 3ab92f4 · 3ab92f4
2 parents f763016 + 2814b6d
commit 3ab92f4
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Showing 2 changed files with 7 additions and 3 deletions.
diff --git a/media/js/src/simulations/simulation3/generatedData.json b/media/js/src/simulations/simulation3/generatedData.json
@@ -15,7 +15,7 @@
         "intercept": -10.546,
         "rvalue": 0.731,
         "pvalue": 0,
-        "stderr": [0.087,0.055],
+        "stderr": [0.100,0.009],
         "yRange": [30.549,140.994]
     },
     "x3": {
@@ -25,7 +25,7 @@
         "intercept": -10.547,
         "rvalue": 0.731,
         "pvalue": 0,
-        "stderr": [0.121,0.011],
+        "stderr": [0.072,0.046],
         "yRange": [46.917,201.349]
     },
     "xRange": [64,236],

diff --git a/metricsmentor/main/views.py b/metricsmentor/main/views.py
@@ -234,7 +234,11 @@ def calculate_multiple_regression(request):
         if x1_values.size and x2_values.size and y_values.size:
             X = sm.add_constant(np.column_stack((x1_values, x2_values)))
             model = sm.OLS(y_values, X)
-            result = model.fit()
+            if data.get('robust', False) is True:
+                cov_type = 'HC3'
+            else:
+                cov_type = 'nonrobust'
+            result = model.fit(cov_type=cov_type)
 
             # Convert NumPy arrays to Python lists
             stderr_list = result.bse.tolist()