GEE: required attributes missing, df_resid #1918

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josef-pkt opened this Issue Aug 20, 2014 · 1 comment

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@josef-pkt
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bug or not ?

What are our required attributes?
GEE doesn't define df_resid. as a consequence t_test fails in the unit tests.

I'm just adding GEE to the generic tests in base and get several failures. see #1916

still need to investigate:
does t_test require df_resid even if use_t=False and use_f=False in wald_test?

update
currently t_test requires df_resid or df_resid_inference even if use_t=False
The availability of a df_resid could be made optional, but we use it also for other things. (heuristic for number of constraints in compare_xxx, Kevin has exact check for nested. may not be connected yet to all models.)

ignore for 0.6 or fix?

@josef-pkt josef-pkt added this to the 0.6 milestone Aug 20, 2014
@josef-pkt
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this has been reported already as part of #1257

@josef-pkt josef-pkt closed this in abcf156 Aug 23, 2014
@bert9bert bert9bert added a commit to bert9bert/statsmodels that referenced this issue Aug 29, 2014
@josef-pkt @bert9bert josef-pkt + bert9bert BUG/ENH: add df_resid, df_model, fixes t_test, closes #1918 5e8b4a4
@yarikoptic yarikoptic added a commit to yarikoptic/statsmodels that referenced this issue Oct 23, 2014
@yarikoptic yarikoptic Merge commit 'v0.5.0-1269-g957a43e' into debian-experimental
* commit 'v0.5.0-1269-g957a43e': (59 commits)
  TST: avoid pandas in assert with wrapped results (failure pandas>0.12)
  REF: GEEResults rename to postfix names, keep old as alias for now
  BUG: NominalGEE pandas handling, fix typo, adjust unit tests
  ENH: GEE add Wrapper, closes #1904
  BUG: NominalGEE fix initialization for pandas, closes #1931
  BUG/ENH: add df_resid, df_model, fixes t_test, closes #1918
  REF: GEE rename naive_covariance -> cov_naive, same for others
  REF: rename covariance_type -> cov_type
  TST: test_glm: remove test noise
  BUG: GEE subclasses cov_params_default doesn't get attached, unit tests
  REF: GEE summary remove covariance_type argument (not possible)
  BUG/TST: GEE fix predict closes #1919 and fix conf_int for cov_params_default add GEE to generic test, and adjust those (missing _results, summary2)
  BUG: GEE partial cleanup of cov_type, see #1906
  ENH: cov_kwds add generic 'scaling_factor' option to match Stata
  BUG: genmod links, CDFLink, probit deriv2 use approx_fprime (not complex)
  BUG: fix used hessian in sandwich_covariance, with GLM test cases
  REF: GLM change default scale in score_obs (tests pass, possibly wrong, see PR comment)
  REF/TST generic cov_type, TST compare GLM Logit, GLM OLS (this fails)
  REF/ENH: add get_robustcov_results generically to LikelihoodModel/Results    NegativeBinomial as test case, needs cleanup for code duplication.
  ENH: add cov_type to GLM.fit, with tests for family Poisson
  ...
f48717d
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