internal/design adjustments in discretemod
Affects | Status | Importance | Assigned to | Milestone | |
---|---|---|---|---|---|
statsmodels |
New
|
Undecided
|
Unassigned |
Bug Description
a few notes on discrete models, while looking how nested logit fits in
* nparams
aic, bic, ... calculations need the number of params self.df_
I need it also for a default starting values and other things in ru2nmnl
If we set nparams in the model, then bic, aic don't need to be special cased for MNL. We could use df_model as default if nparams doesn't exist in the model
* in MNL.J and .K are not very informative when reading, nchoices and nexog would be more informative
in ru2nmnl, I started to use nchoices, I don't think I have any nexog.
* llnull: I don't think this will work in nested logit, and maybe not in clogit. Unfortunaltely the the arguments to model._
--> possibility to override in model or in a Results subclass ?
* llnull: do we need the null model for anything else ? currently null model is not attached
* Rsquare: for MNL type models, SAS (proc MDC) has six definitions additional to McFadden, they are all easy to calculate given llnull
extras not checked yet
Confusion/
(I expect to add more as I work my way through this.)