You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
I don't remember whether and how score_test works with affine constraints r @ params = c, including fixing one parameter.
Does it work? Is it correct? Do we have unit tests?
two cases
fit_constrained, allows affine constraints using offset
fixed parameters set to a nonzero value
I think now whether c is zero or not is irrelevant:
All we need is score and hessian of full model evaluated at restricted parameters.
In standard nonrobust score test, we don't need any information about what the constraints are (similar to LR test).
For robust score_test, we need the restriction matrix r for the cov, but the effect of value c is included in the score.
The text was updated successfully, but these errors were encountered:
I don't remember whether and how score_test works with affine constraints
r @ params = c
, including fixing one parameter.Does it work? Is it correct? Do we have unit tests?
two cases
I think now whether
c
is zero or not is irrelevant:All we need is score and hessian of full model evaluated at restricted parameters.
In standard nonrobust score test, we don't need any information about what the constraints are (similar to LR test).
For robust score_test, we need the restriction matrix
r
for the cov, but the effect of valuec
is included in the score.The text was updated successfully, but these errors were encountered: