Skip to content

Endogenously estimate parameters: beta, chi_n, chi_b#152

Draft
jdebacker wants to merge 7 commits into
PSLmodels:masterfrom
jdebacker:smm
Draft

Endogenously estimate parameters: beta, chi_n, chi_b#152
jdebacker wants to merge 7 commits into
PSLmodels:masterfrom
jdebacker:smm

Conversation

@jdebacker

Copy link
Copy Markdown
Member

This PR adds utilities to estimate the household preference parameters $\beta_j$, $\chi^n_s$, $\chi^b_j$ via indirect inference (aka simulated method of moments).

This improves previous functionality that did not estimate these parameters jointly.

@codecov-commenter

codecov-commenter commented Jun 16, 2026

Copy link
Copy Markdown

Codecov Report

❌ Patch coverage is 73.14488% with 152 lines in your changes missing coverage. Please review.
✅ Project coverage is 46.18%. Comparing base (b805ee8) to head (2ee8526).
⚠️ Report is 39 commits behind head on master.

Files with missing lines Patch % Lines
ogusa/estimate_lifecycle_params.py 73.09% 152 Missing ⚠️
Additional details and impacted files

Impacted file tree graph

@@             Coverage Diff             @@
##           master     #152       +/-   ##
===========================================
+ Coverage   28.73%   46.18%   +17.44%     
===========================================
  Files          19       21        +2     
  Lines        1472     2425      +953     
===========================================
+ Hits          423     1120      +697     
- Misses       1049     1305      +256     
Flag Coverage Δ
unittests 46.18% <73.14%> (+17.44%) ⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

Files with missing lines Coverage Δ
ogusa/compute_moments.py 74.10% <100.00%> (ø)
ogusa/estimate_lifecycle_params.py 73.09% <73.09%> (ø)

... and 1 file with indirect coverage changes

🚀 New features to boost your workflow:
  • ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

@jdebacker jdebacker changed the title Endogenously estimate parameters: $\beta$, $\chi^n$, $\chi^b$ Endogenously estimate parameters: beta, chi_n, chi_b Jun 22, 2026
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants