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As briefly discussed in #53 , we need to create DDE systems from basis objects to deploy HAVOK ( and HankelDMD I guess ) as useable systems.
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(inequality constraints in wald test with multiple parameter is a difficult topic, open issues for it)
see #1382 and related for general discussion
one computational detail
Shapiro, Alexander. …
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The abstract has a limit of 600 characters. This doesn't count towards the total word count.
The total allowed word count is 3750. It is broken down as follows
Displayed Math
The word equivalen…
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Similar to GLMMLE #1788 I think we can get generic GMM for GLM families and links
Score_obs are moment conditions, and we should be able to just plug them into IVGMM, similar to the examples for Pois…
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comparison of several bias correction methods for robust covariance matrix in GEE
(SAS seems to have them)
Chunpeng Fan , Donghui Zhang & Cun-Hui Zhang (2013) A Comparison of Bias-Corrected Covarianc…
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Hello!
Math formulas in for example (Theoretical) Computer Science are not rendered. Normally, MathJax should render an expression such as `$a \in R$` to a ∈ _R_, but it doesn't.
I suspect that …
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I think quasi-likelihood models (https://en.wikipedia.org/wiki/Quasi-likelihood) could make a useful addition to `statsmodels`, especially since they currently do not seem to have an implementation in…
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In theory, there should be a straightforward generalization to multilevel data structures that yields results similar to generalized estimating equations after integrating over the random intercepts. …
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very vague
**part 1**
Some nested model comparison tests assume that we take some "nuisance parameter" as constant across models, usually it's recommended to use them from the unconstrained model.
e…
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parking a reference for a useful approach to cluster bootstrap, "resampling" clusters
Instead of actually resampling clusters which would result in different nobs in replication samples, we can use…