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ENH: Likelihood ratio test for logistic regeression #8534

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valentynbez opened this issue Nov 22, 2022 · 1 comment
Open

ENH: Likelihood ratio test for logistic regeression #8534

valentynbez opened this issue Nov 22, 2022 · 1 comment
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comp-discrete type-enh

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@valentynbez
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Is your feature request related to a problem? Please describe

It is useful to compare the value of new predictors and their contribution to a model fit.

Describe the solution you'd like

Implementation of the likelihood ratio test for BinaryResultsWrapper object.
@josef-pkt
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see also #5372 for GLM

I don't see another issue with a request for compare_lr_test specifically for discrete models.

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@josef-pkt @valentynbez