[Feature Request]: Frequentist Generalized Linear Models

[fqixiang]

Description

A module for frequentist genearlized linear models is needed.

Purpose

To extend the current regression and logistic regression options to other distributions and links.

Use-case

Many.

Is your feature request related to a problem?

No response

Describe the solution you would like

A sub-module added to the current Regression module.

Describe alternatives that you have considered

No response

Additional context

No response

[tomtomme]

Maybe a stupid question: Is this not what the visual modeling module provides?

[fqixiang]

@tomtomme Good question! You're right that the visual modelling module does provide parameter estimates for some generalized linear models, but the focus of that module is on visually inspecting patterns in the data (check out https://jasp-stats.org/2020/04/21/the-visual-modeling-module/). Furthermore, in terms of actual GLM analyses, the visual modelling module is very limited: it doesn't give you the choice of link functions, model comparison, model goodness-of-fit stats, p-values, residual analyses, outlier detection, just to name a few. This is why we need a proper GLM module on its own. The same logic applies to the mixed model and linear model options available in the visual modelling module.

[juliuspfadt]

@EJWagenmakers, who could take up this task?

[Kucharssim]

@juliuspf Qixiang is working on it himself