| 2010-11-25 16:31:18 |
joep |
description |
The attachment has three columns with discrete data. Try scikits.statsmodels.discretemod.Poisson on the data.
The residuals of the middle column will all be negative, which is wrong.
This is because the slope is very close to zero which causes some bug in the algorithm.
The first and last column give good results. |
updated diagnosis:
Newton, the default optimizer, does not converge to the correct solution. I didn't look at the details but I guess the stepsize selection is not robust. The gradient in the example is very large. The example converges with Nelder-Mead.
original description:
The attachment has three columns with discrete data. Try scikits.statsmodels.discretemod.Poisson on the data.
The residuals of the middle column will all be negative, which is wrong.
This is because the slope is very close to zero which causes some bug in the algorithm.
The first and last column give good results.
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