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Notes based on PR #562 for possible redesign of nonparametric regression
model classes in PR #562: KernelReg, KernelCensoredReg, SingleIndexModel, SemiLinear
Model Classes
- fit and predict are merg…
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A nonparametric test based on regression error (FIT) [[paper](https://arxiv.org/pdf/1804.02747.pdf)] [[python code](https://github.com/kjchalup/fcit)]
- A bit more fringe than KCI/KCIP but provides…
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I've installed the environment successfully, but I get this error message when I run 'pytest'. How can I fix this problem?
=================================== ERRORS ===============================…
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Using ranked data in regression or standard hypothesis tests is close to their rank based counterparts in hypothesis tests.
example in ` statsmodels.sandbox.stats.multicomp.MultiComparison` I had a…
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First of all, let me thank you for the `statsmodels.nonparametric` subpackage, its is wonderful with all its features and regression support (even though it may not be the most efficient computation-w…
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I'm having problems installing on windows 10.....
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Failed building wheel for cytoolz
Running setup.py clean for cytoolz
Failed to build enigma-catal…
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BARS (DiMatteo, Genovese, and Kass 2001) uses the powerful reversible-jump MCMC engine to perform spline-based generalized nonparametric regression. It has been shown to work well in terms of having s…
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related issue and application to penalized estimation #5350 https://github.com/statsmodels/statsmodels/issues/5350#issuecomment-2020522086
There are many smooth approximations in the literature for…
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Collecting these in one place to avoid Issue proliferation; will update as appropriate.
Sandbox
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Parts of sandbox that are imported from non-sandbox (cc @ChadFulton if you were wondering…
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We should return the p-value and attach relevant variables (I added the bootstrap t_dist in my branch)
My first example reports "Not Significant" even though the parameters are large. Another run has…