I am using generalized linear model in statsmodels to fit biological data, which follows the Gamma distribution.
My question is can we make glm to allow a pre-assigned starting coefficient?
I know the starting point is calculated by "family.starting_mu()": (y+y.mean())/2,
Could it be useful to have a small change at line 386 in generalized_linear_model.py
if starting_coefficient is Null:
mu = self.family.starting_mu(self.endog)
mu = np.dot(exog, starting_coefficient)
I saw the similar question raised before:
But I didn't get the point.