On Mon, Feb 10, 2014 at 3:39 PM, <josef.p...@gmail.com> wrote:

>
>
> On Mon, Feb 10, 2014 at 3:04 PM, Matthew Brett <matthew.br...@gmail.com>wrote:
>
>> Hi,
>>
>> On Mon, Feb 10, 2014 at 7:09 AM, Alan G Isaac <alan.is...@gmail.com>
>> wrote:
>> [snip]
>> > Just to forestall the usual "just start them with arrays, eventually
>> they'll
>> > be grateful" reply, I would want to hear that suggestion only from
>> someone
>> > who has used it successfully with undergraduates in the social sciences.
>>
>> I teach psychologists and neuroscientists mainly - you can get an idea
>> of the level I'm teaching at from the notebook I posted earlier in the
>> thread.
>>
>> I can't speak to my success in any objective way, but I didn't hear
>> the students complain about the X.dot(Y).  This may be because
>>
>> a) only some of them have much experience of or liking for matlab
>> b) some of them have the impression that Python is the way to go, and
>> they accept that this will mean some changes
>> c) not much of the code they see is of the form: X * (X.T * X).I * X.T
>> .  In fact, the notebook I posted was the closest to that stuff.  In
>> any  case I personally found it easier show the ideas using sympy.
>>
>
> In support of Alan's view:
>
> Linear models in econometrics is all linear algebra, and GAUSS is still
> popular among econometricians because you can write a lot of code just like
> in the paper. (although GAUSS isn't as popular as it was some time ago, but
> matlab is not much different.)
>
>


>
> https://github.com/statsmodels/statsmodels/blob/master/statsmodels/sandbox/regression/gmm.py#L1194
>

I should have added this
http://en.wikipedia.org/wiki/Generalized_method_of_moments#Asymptotic_normality
covariance of the estimator, second equation line

Josef



>
> statsmodels doesn't use masked arrays; structured dtypes and recarrays are
> only used for input, and might be replaced by pandas.DataFrames,  pandas is
> creeping into more core areas of statsmodels.
>
> I'm not voting in favor of removing everything in numpy that I'm not using.
>
> Josef
>
>
>>
>> Cheers,
>>
>> Matthew
>> _______________________________________________
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>>
>
>
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