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I created a notebook which you can find here: https://colab.research.google.com/drive/1isvaFC0_KtQPD47jI8HWkkOR4KLUKM_v#scrollTo=08_6NaLb0-RO
log Money demand was regressed on log GDP and log inter…
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Currently we don't have any quantifiable means of measuring stats cost model quality. It would be great to have one so that we can compare stats/cost calculator changes via A/B testing or by aggregati…
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This one is maybe more tricky, and it may be impossible to deal with this correctly in all circumstances. But first the problem: I estimate a `fixest` model and cluster the standard errors. I then req…
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Can ```solve_least_squares``` be used to do polynomial fitting like :
https://numpy.org/doc/stable/reference/generated/numpy.polyfit.html
https://numpy.org/doc/stable/reference/generated/numpy.polyv…
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I have written a cpu version of massive regression
```
from numba import jit
import numpy as np
@jit(nopython=True)
def resid_lstsq(x,y):
ret = np.linalg.lstsq(x,y)
coef = ret[0]
yHat…
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#### Is your feature request related to a problem? Please describe
Currently `statsmodels.nonparametric.smoothers_lowess.lowess` takes `endog` and `exog` arrays and returns fitted values at the same …
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The current behavior of sm.ols defaults to not including an intercept. This is a problem because the vast majority of the time, and the expected behavior in statistical programming, is to include an …
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### Generalized linear models
It would be great to have full-worked examples and/or tutorials for Bayesian generalized linear models (GLMs).
I think these would be the most important to start wi…
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This is a minor feature request:
I suggest to improve the summary output for an OLS regression (and maybe elsewhere, if this applies (e.g. GLS?)). In particular, it should be indicated more clearly…
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Andre Tavares posted this [question](https://community.backtrader.com/topic/2680/slope-and-intercept-inverted-in-ols_slope_interceptn) in the community:
> André Tavares 9 days ago
>
> The class…