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BUG: wls_prediction_std fix weight handling, see 987 #1582

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merged 6 commits into from Apr 21, 2014

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commented Apr 9, 2014

see #987
if weights were None, then it used the model.weights, which was in some cases the wrong shape or the wrong content.

This is broken for WLS if exog is not None, but weights is None.
It is also broken for OLS, because weights in OLS has full length. (refactoring ? IIRC it was scalar 1. before)

This PR fixes the weight handling, but doesn't address the formula support in #987

@josef-pkt josef-pkt changed the title BUG: fix weight handling, fails in some cases, see 987 BUG: wls_prediction_std fix weight handling, see 987 Apr 14, 2014

@josef-pkt josef-pkt added PR labels Apr 14, 2014

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commented Apr 20, 2014

needs unit test, but then should be merged soon.

handling formulas in #987 can go into new PR

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commented Apr 20, 2014

I don't find any unittests for this. I thought it's tested through influence_diagnostic but messing up the numbers doesn't raise any test failures.

josef-pkt added a commit that referenced this pull request Apr 21, 2014

Merge pull request #1582 from josef-pkt/fix_prediction_std
BUG: wls_prediction_std fix weight handling, see 987

@josef-pkt josef-pkt merged commit f2bc723 into statsmodels:master Apr 21, 2014

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@josef-pkt josef-pkt deleted the josef-pkt:fix_prediction_std branch Apr 21, 2014

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

Merge pull request statsmodels#1582 from josef-pkt/fix_prediction_std
BUG: wls_prediction_std fix weight handling, see 987
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