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ENH/TST: inherited post-estimation features for GLMGAM #8519

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josef-pkt opened this issue Nov 11, 2022 · 0 comments
Open

ENH/TST: inherited post-estimation features for GLMGAM #8519

josef-pkt opened this issue Nov 11, 2022 · 0 comments
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comp-gam comp-genmod topic-diagnostic topic-post_estim post-estimation results, margins, prediction, inference, diagnostic type-enh type-test
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@josef-pkt
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from #8505 (comment)

I just saw that GAM inherits from GLM GLMGamResults(GLMResults)
get_prediction calls the super method
extra keywords are in kwargs, so which support and behavior should be inherited from GLM

needs specific unit tests
get_distribution and other post-estimation features will also be inherited

I guess most postestimation should work without problems.
But I never checked any of the new inherited generic features for gam

This will be also another consistency check and check for how generic our generic features are.

penalization should have no effect beyond, params, cov_params and df_xxx (AFAIR)

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Labels
comp-gam comp-genmod topic-diagnostic topic-post_estim post-estimation results, margins, prediction, inference, diagnostic type-enh type-test
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