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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 …
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I frequently use `coxphf::coxphf()` in situations where there are few events. Can we add this?
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aside: pygam has penalized Expectile regression according to the examples/documentation
Currently RLM and QuantileRegression only use a IRLS algorithm
For RLM we can add gradient fit with scipy …
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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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I think our PenalizedMixin is underused and not very convenient.
We need specific classes to make it more usable, and so we can start to collect more post-estimation results.
e.g. adding penalizat…
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Submitting Author Name: Kellie J. Archer
Submitting Author Github Handle: @kelliejarcher
Other Package Authors Github handles:
Repository: https://github.com/kelliejarcher/hdcuremodels
Submi…
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The Hunter & Schmidt meta-analysis has incorporated analysis of subsets of data but not the Bayesian meta-analysis. Could someone please add that capability? For instance, operational, financial and m…
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This article has explicit expression for `score` of Firth penalized poisson, based on IRLS
motivation is separation in Poisson #1512
Mondol, Momenul Haque, M. Shafiqur Rahman, and Wasimul Bari. …
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(semi-random idea while browsing SAS docs for logistic and firth penalization)
related to Firth penalization #3561
reference
Heinze, G., and Schemper, M. (2002). “A Solution to the Problem of S…
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(I never looked at this.)
Is there anything special that we can add for penalized estimators or can we apply the standard methods?
current case: multicollinearity measures and vif for ridge regr…