Comment 4 for bug 673197

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Hanno Starling (hanno-spreeuw) wrote : Re: [Bug 673197] Re: Bug in discrete GLM Poisson model

PS. This error occurs in 0.2.0 and 0.3.0dev

--- On Tue, 11/9/10, joep <email address hidden> wrote:

From: joep <email address hidden>
Subject: [Bug 673197] Re: Bug in discrete GLM Poisson model
To: <email address hidden>
Date: Tuesday, November 9, 2010, 9:49 PM

Hi Hanno

Thanks for the report. Can you add the example or the code that shows
the bug?  For example, it's not clear to me what is the endogenous
variable and which are the regressors, exog.

Trying some combination of columns, I'm not able to get an error. We
fixed a 0*log(0) error a while ago in trunk, maybe you see this problem.
Are you using 0.2.0. ?

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Bug in discrete GLM Poisson model
https://bugs.launchpad.net/bugs/673197
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Status in scikits.statsmodels: New

Bug 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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