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As our work on this package progress, this issue can help us enumerate possible future features of the package depending on the time and interests of contributors. Some features will be needed for th…
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Do we need a new a new directory `statsmodels.penalized`?
specifically if we have user facing standalone functions
My plan was to spread out penalized versions of existing models and functions s…
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mainly parking some references, I didn't find an existing issue, but I thought there should be at least some comments on this
In (most/all ?) models we can remove the effect of an observation on th…
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1. Is there any chance your package can work w/ [Regression Tables](https://github.com/jmboehm/RegressionTables.jl) by @jmboehm?
2. [Glmnet](https://cran.r-project.org/web/packages/glmnet/index.html…
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The `glmnet` package offers an option of using a penalized version of Cox's proportional hazards model for estimating a conditional hazard function. As the conditional hazard can be re-mapped to a con…
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More as a feature request: do you think it might be possible to allow some form of regularisation in `mblogit` multinomial fits?
When one is dealing with sparse data, one now often encounters problem…
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**Is your feature request related to a problem? Please describe.**
It would be beneficial to many users to be able to perform multiple quantile regression with one model instead of training multiple …
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Hi, I came across your paper
Chen, Z., He, Z., Chu, B. B., Gu, J., Morrison, T., Sabatti, C., & Candès, E. (2024). Controlled Variable Selection from Summary Statistics Only? A Solution via GhostKn…
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(I don't find an issue, but the idea is old.)
This is similar to #3570 but for the specific case of adding a model class for linear regression based on summary statistics like the covariance matrix…
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#### Is your feature request related to a problem? Please describe
I wish to do multivariate regression but I also want to make the regression model regularized. But it seems that when I pass in 2-d …