Grupo 1.ipynb

Kernel: Julia 1.6.7

# **Miembros del grupo**
# 20163197, Enrique Alfonso Pazos 
# 20191894, Ilenia Ttito
# 20151595, Rodrigo Ramos
# 20193469, Luis Eguzquiza 
# 20163377, Jean Niño de Guzmán

# Instalamos paquetes e importamos librerías
import Pkg
Pkg.add("LinearAlgebra")
Pkg.add("Random")
Pkg.add("Distributions")
Pkg.add("Statistics")
Pkg.add("DataFrames")

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using LinearAlgebra, Random, Distributions, Statistics,DataFrames


Random.seed!(175)

x1 = rand(500) 
x2 = rand(500) 
x3 = rand(500) 
x4 = rand(500) 
e = randn(500)

X = hcat(ones(500),x1,x2,x3,x4)
Y = ones(500) + 0.8.*x1 + 1.2.*x2 + 0.5.*x3 + 1.5.*x4 + e
#PGD

function ols(M::Matrix, Y::Matrix, standar::Bool = True, Pvalue::Bool = True , instrumento = nothing, index = nothing)

    if standar && Pvalue && isnothing(instrumento) && isnothing(instrumento)
        
        beta = inv(transpose(X) * X) * (transpose(X) * Y)
        y_est =  X * beta
        n = size(M,1)
        k = size(M,2) - 1
        nk = n - k
        sigma =  sum( map((x) -> x^2, (Y-y_est) )) / nk
        Var = sigma*inv(transpose(X) * X)
        dVar=diag(Var)
        sd = dVar.^0.5
        t_est = abs.(beta/sd)
        
        test = 3.5
        dist = TDist(nk)  # n-k grados de libertad
        Pvalue = 2*(1 - cdf(dist, test)) 
        
        df = DataFrame(Betas = beta, ErrorStand = sd, P_value=pvalue )    
         
    
    elseif (not instrumento is None) and (not index is None) :
        
        beta = np.linalg.inv(X.T @ X) @ ((X.T) @ Y )
    
        index = index  - 1 
        Z = X
        Z[:,index] = z
        beta_x = np.linalg.inv(Z.T @ Z) @ ((Z.T) @ X[:,index] ) 
        x_est  = Z @ beta_x
        X[:,index] = x_est
        beta_iv = np.linalg.inv(X.T @ X) @ ((X.T) @ Y )
        df = pd.DataFrame( {"OLS": beta , "OLS_IV" : beta_iv})  
    
    return df

    print(ols(M,Y))
            

syntax: missing comma or ) in argument list

Stacktrace:
 [1] top-level scope
   @ In[19]:38
 [2] eval
   @ .\boot.jl:360 [inlined]
 [3] include_string(mapexpr::typeof(REPL.softscope), mod::Module, code::String, filename::String)
   @ Base .\loading.jl:1116

a=[-1,-4,-9]

abs.(a)

3-element Vector{Int64}:
 1
 4
 9