Josef Perktold

Results 172 issues of Josef Perktold

**update** fragility when adding new keywords One strong reason to add kwarg check is that users might run different versions of statsmodels. If we add a new keyword, then it...

type-bug
type-enh
comp-base
comp-genmod
comp-discrete
comp-robust

I don't know where to put hypothesis tests and confidence intervals for variance and standard deviation. It should have the usual test_, confint_, tost_, power functions for one and two...

type-enh
design
comp-stats

related to #2041 I need to look at the "misspecified alternative" case again. I'm not sure the current score test works this way for the "vectorized" version (not joint test...

type-enh
comp-stats
topic-diagnostic

It would be useful to have standalone functions for local kde or similar density estimates as used in QuantReg. my current case: quantile based skew and kurtosis estimates have variance...

type-enh
comp-stats
comp-tools

related to #8261 inference for variance robust to nonormality using skew and kurtosis related #6696 for multivariate case which already includes options for using 4th moments a similar restriction of...

type-enh
comp-stats

related #8274 #8269 #8261 I don't actually want normality tests, I want information about skew and kurtosis. (e.g. inference for variance depends on 4th moment but not on other features...

type-enh
comp-stats

the summary table has Jarque-Bera test for normality on the right sub-table. It should be on the left side and a autocorrelation test on the right side below durbin-watson. add...

type-enh
comp-regression

another followup to PR #6971 which adds brunner munzel and extensions for P(x1 > x2) + 0.5 P(x1 = x2) for the two sample case. see also #6523 for more...

type-enh
comp-stats

#7332 PR for games howell #8168 issue for snk, dunnet-t currently we only have tukey-hsd as supported method we have generic allpairs test but without specific p-values like studentized range,...

type-enh
comp-stats

specific issue for https://github.com/statsmodels/statsmodels/issues/6380#issuecomment-734445398 I was reading through parts of Tang 2020, and it looks good for implementing this. test on a diff measure, RD, OR, RR for 2 independent...

type-enh
comp-stats