Intercept-only GLMs - Githubissues

Quantco / glum

High performance Python GLMs with all the features!

https://glum.readthedocs.io/

BSD 3-Clause "New" or "Revised" License

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Open lbittarello opened 3 years ago

lbittarello commented 3 years ago

It'd be nice to be able to fit GLMs without covariates. It's usually trivial, except when offsets are involved...

lbittarello commented 3 years ago

What should the interface look like? fit is pretty straightforward, but I'm not sure about predict.

QuantAkt commented 2 months ago

I found a way to phrase the obvious, which worked for me using the formula interface: formula = "Y~ {np.ones_like(Y)}", fit_intercept=True

The more obvious approach "Y~1" throws errors with "fit_intercept=True" and with "fit_intercept=False"