Josef Perktold
Josef Perktold
PASS has power and sample size computation for cluster randomized trials, I never looked at the details Song and Ahn looks like a good starting point, although it has only...
(just parking some references, I only read parts of abstracts, list collected by citations and related articles) This sounds like the weighted ATE equivalent of get_prediction with weights and average...
based on discussion in #8380 loglike score and hessian in MNLogit seem to work for fractional data. This needs to be verified with some examples and results need to be...
(parking another helper function, so it doesn't get lost) Written to understand orthogonal complement which is heavily used in VECM/cointegration. Should also show up in canonical correlation, reduced rank regression...
two or k-sample comparison with unequal distributions, like Behrens-Fisher problem if variance differs. If we have two samples with different distributions, variance, skewness and kurtosis, then comparing means, medians or...
Currently we don't have power and sample size functions for statsmodels.stats.nonparametric.RankCompareResult I just found this reference, but didn't specifically search for this topic Happ, Martin, Arne C. Bathke, and Edgar...
Currently test_ordinal_association only allows for two-sided trend test. related issue #1130 k-sample trend tests instead we often want to test also for one-sided alternatives, e.g. positive trend in dose-response models...
k-sample test with Null hypthesis that mean or median are the same and alternative hypothesis that the mean or median are ordered, increasing or decreasing. see https://groups.google.com/d/msg/pystatsmodels/PLD-QdF7OxI/9UI982MbsBoJ Cuzick's trend test...
(mainly parking idea and references and links) Stata has suest command to provide inference for combining tw or more models Wooldridge mentioned in a tweet that suest cannot be used...
general issue: I have no idea how well this works, and AFAIK we don't have an example How well does patsy handle this? What is the parameterization? Which collinear columns...