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Add standard errors to MRA params output #333

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Add standard errors to MRA params output #333

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8 changes: 6 additions & 2 deletions openavmkit/modeling.py
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Original file line number Diff line number Diff line change
Expand Up @@ -5597,8 +5597,12 @@ def write_mra_params(
csv_path = f"{outpath}/params.csv"
params = model.fitted_model.params.copy() # pandas Series
params = params.rename(index={"const": "intercept"}) # const -> intercept

df_coef = params.to_frame(name="coefficient")
errors = model.fitted_model.bse.copy()
errors = errors.rename(index={"const": "intercept"})

df_params = params.to_frame(name="coefficient")
df_errors = errors.to_frame(name="error")
df_coef = pd.concat([df_params, df_errors], axis=1)
df_coef.index.name = "variable"
df_coef.to_csv(csv_path)

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