Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

sandbox kernels bugs uniform kernel and confint #1233

Merged
merged 5 commits into from Dec 18, 2013

Conversation

Projects
None yet
3 participants
@josef-pkt
Copy link
Member

commented Dec 15, 2013

bug in uniform kernel, uses and supersedes PR #1208 thanks to hmgaudecker

add unit tests against Stata see #1231
fix bug in confint calculation missing sqrt for K

fitted values, prediction on a grid agree with Stata
confint and se: problems because Stata uses a different way to calculate the standar errors
Also Stata returns NaNs in some cases, worst is cosine

  • made very coarse unit tests, to be in roughly the same neigborhood as Stata. partially these are really more SMOKE tests than verifying content.

Not done

  • I would also like to return sigma_hat and se
  • Some subclasses, kernels define there own methods, left over from development or intentional ?
@coveralls

This comment has been minimized.

Copy link

commented Dec 15, 2013

Coverage Status

Coverage remained the same when pulling aeddd6c on josef-pkt:kernels_bug_1208 into a3d7835 on statsmodels:master.

@josef-pkt

This comment has been minimized.

Copy link
Member Author

commented Dec 15, 2013

TravisCI is green, and I will be giving up here, enough detour. I have one example script to clean up.

It would be nice to have efficient kernel regression for reuse in other areas, there are recent papers on diagnostic tests and for example estimating non-parametric heteroscedasticity or non-parametrically smoothed heteroscedasticity robust covariances.
Code from last years GSOC is still in sandbox.

@coveralls

This comment has been minimized.

Copy link

commented Dec 18, 2013

Coverage Status

Coverage remained the same when pulling 3892ef9 on josef-pkt:kernels_bug_1208 into c0a62a0 on statsmodels:master.

josef-pkt added a commit that referenced this pull request Dec 18, 2013

Merge pull request #1233 from josef-pkt/kernels_bug_1208
sandbox kernels bugs uniform kernel and confint closes #1208

@josef-pkt josef-pkt merged commit 62a7c7e into statsmodels:master Dec 18, 2013

1 check passed

default The Travis CI build passed
Details

@josef-pkt josef-pkt deleted the josef-pkt:kernels_bug_1208 branch Dec 18, 2013

PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this pull request Sep 2, 2014

Merge pull request statsmodels#1233 from josef-pkt/kernels_bug_1208
sandbox kernels bugs uniform kernel and confint closes statsmodels#1208
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
You can’t perform that action at this time.