Josef Perktold

Results 172 issues of Josef Perktold

(just a semi-random thought) AFAIR, our t-test, oneway tests and similar compute variance using estimated means and not means estimated under the null hypothesis. e.g Welsh anova allows for heteroscedasticity...

type-enh
comp-stats

(mainly parking a reference for an old idea) variance and covariance estimates are not very good in small or very small samples. One idea is to use penalized or shrinkage...

comp-base
comp-stats
topic-penalization

based on the comments in #2208 `risk ratio` is a useful effects measure that is often used in medical, epidemiological studies, and I guess other areas. It makes a good...

wishlist
type-enh
comp-base
comp-genmod
comp-discrete
reference

work in progress, I opened the PR so I don't loose track of this This is currently just a RobustNorm class. no unit tests yet, and might not have correct...

type-enh
comp-regression
comp-robust

I don't have a good overview what the current status is and the roadmap for it should be. We have several open issues and prs, enhancement requests, code that needs...

type-enh
comp-base
comp-stats
type-refactor

based on discussion #8380 - multinomial Logit can be extended to counts similar to GLM-Binomial versus Logit (we can reuse or copy-paste large parts of code for MNLogit) - other...

type-enh
comp-discrete

https://stackoverflow.com/questions/50070927/anova-table-and-pairwise-test tukey-hsd based on mean and var/std as sufficient statistics. I have not looked at it, but this should be made possible and easy to add, for one way anova...

type-bug
type-enh
comp-stats

(post-hoc) multiple comparisons like all pairs comparisons need p-value corrections. We don't have any closed testing procedure that However, sandbox.stats.multicomp has several functions or classes for subsets or partitions of...

type-enh
comp-stats

I would like to have a diagnostic test, hopefully based on residuals like LM/score tests, for cluster correlation, i.e. specification test equivalent of cluster robust standard errors. There is a...

type-enh
comp-stats
topic-diagnostic

effect size again related to #5896 I'm still trying to figure out which and how to add effect sizes Problem is that we might want to use different versions of...

type-enh
comp-stats