ENH/TST: inherited post-estimation features for GLMGAM #8519
Labels
comp-gam
comp-genmod
topic-diagnostic
topic-post_estim
post-estimation results, margins, prediction, inference, diagnostic
type-enh
type-test
Milestone
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 GLMneeds 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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