azev77

Add VIF?

1

There was a request for VIF on [Discourse](https://discourse.julialang.org/t/regression-variance-inflation-factor-vif/60233/5). It's pretty simple to add using the fact that VIFs = the diagonal elements of the inverse of the correlation matrix. -Belsley,...

Feature Request: Post Estimation Score & InformationMatrix

4

It is often useful to have the score & information matrix of an estimated model ([for example to do a score test](https://github.com/JuliaStats/HypothesisTests.jl/issues/200)). Julia StatsBase allows `StatsBase.informationmatrix(m)` & `StatsBase.score(m)`. It would...

Assumptions

4

```julia julia> using Symbolics; julia> @variables x1 x2 ρ; julia> z = (x1^(ρ) + x2^(ρ) )^(1/ρ); julia> Dx1 = Differential(x1); julia> Dx2 = Differential(x2); julia> expand_derivatives(Dx1(z)) (x1^(ρ - 1))*(((x1^ρ) +...

Benchmark against Python's pyhdfe

13

In addition to STATA `reghdfe` & R `felm`. `pyhdfe` https://github.com/jeffgortmaker/pyhdfe

MATLAB interpolations, griddedInterpolant() ,faster

7

This issue came up on Discourse a few months ago: https://discourse.julialang.org/t/why-are-my-linear-interpolations-10x-faster-in-matlab/41232/25 still not resolved...

Add fundamental HJB example to readme?

14

In Jan 2018 @MaximilianJHuber posted a [question ](https://discourse.julialang.org/t/solving-a-pde-which-comes-from-an-hjb-in-differentialequations-jl/8617?u=albert_zevelev)about (one of) the most common PDEs that economists encounter.  Is NeuralNetPDE.jl ready to solve this type of problem?

Feature request: Terminal Leafs Cubist

4

Hi and thank you for your package! I love how flexible it is. I've had good results w/ [Cubist](https://cran.r-project.org/web/packages/Cubist/vignettes/cubist.html) models: in which terminal leaves contain linear regression models, as opposed...

Hi and thank you for this awesome package! Would it be possible to provide a simple time-series example? For example, [a recent paper](https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr794.pdf?la=en) makes 1 year ahead predictions for the...

Update skewnormal.jl

9

Adds CDF for SkewNormal() using `quadgk` which is currently used by other distributions in Distributions.jl.

Feature requests

1

1. Is there any chance your package can work w/ [Regression Tables](https://github.com/jmboehm/RegressionTables.jl) by @jmboehm? 2. [Glmnet](https://cran.r-project.org/web/packages/glmnet/index.html) now includes [Relaxed Lasso](https://cran.r-project.org/web/packages/glmnet/vignettes/relax.pdf), which is known to have [nice properties](https://arxiv.org/abs/1707.08692). It would be...