pymarginaleffects
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How to add support for a new model
Hey Vincent, it's me, your favorite annoying American programmer!! :sweat_smile:
As I mentioned on Twitter, I just came up with an MLE implementation of ordbetareg using scipy. Estimation of marginal effects with numerical differentiation should be straightforward as it's a standard MLE fit with Hessian, etc. However, there does not yet seem to a be a protocol for adding support for models to the pymarginaleffects package as there is with the R version. Any particular way you want me to go about doing this? I'm not an expert python programmer by any means, but chatGPT has proven to be remarkably helpful...