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ENH: OrderedModel - make params_table for linear thresholds available #8449

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josef-pkt opened this issue Oct 18, 2022 · 1 comment
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@josef-pkt
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josef-pkt commented Oct 18, 2022

two statsexchange question why threshold parameters in OrderedModel differ from SPSS and R.

https://stats.stackexchange.com/questions/592680/why-do-statsmodels-python-and-mass-r-output-different-intercept-values-for-m

we already have helper methods for converting threshold params

We could also make standard errors available so that we can create a params_table with linear coefficients instead of the current parameterization.
This will require NonlinearDeltaCov because of multiple correlated parameters and nonlinear functions.

@brienna
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brienna commented Apr 4, 2023

+1

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