-
compare_lm_test checks whether the restricted model is nested by checking the score.
Longley fails, score for Longley at the parameter estimate is large.
I don't see why, except Longley is a nasty ca…
-
```python
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import statsmodels.api as sm
X = sm.add_constant(merge['avg_rad'])
model = sm.OLS(merge['_mean'],X)
results = …
-
In the following CSV:
https://dl.dropboxusercontent.com/u/11592107/TestNeweyWest.csv
there exists two series, cons8 and lag_dmeancay. Consider the regression
cons8 = c + lag_dmeancay
in Statsmod…
-
-
https://tedlsx.github.io/2019/08/08/glm/
-
The section 2.1 of Lecture chapter, shows the statistical model of an OLS regression. When I read the interpretation of result, the coefficient does not make sense to me. I am not sure if I am reading…
-
tasks and references
> * [x] how to use [ols](https://www.kaggle.com/alexyuehuang/lgb-starter)
> * [x] [xgboost](https://www.kaggle.com/danwatson16/weighted-xgboost-with-stock-grouping-eda)
> * […
-
Respected Sir,
Will it be possible to run penalised regression for models made by cph, in the same lines as is possible with pentrace for ols/lrm models? If it is not possible, can it be incorporated …
-
### Feature description
Related to issue #8844
TL;DR: the current implementation doesn't give optimal solutions, the current implementation calculates SSE wrong, and we should add an implementat…
-
Thanks for sharing this useful tool that I am testing in some large datasets. I have some questions regarding the analysis of (imbalanced) binary traits. I notice that h2 estimates are strongly inflat…