statsmodels / statsmodels/statsmodels
underdispersion NegativeBinomial boundary solution
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comp-discrete
corner-case
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Description
What happens if we estimate a NegativeBinomial and we have underdispersion relative to Poisson?
The best estimate should be the edge case alpha=0 which corresponds to Poisson.
But ln(alpha) would go to -inf, and the untransformed version might break with alpha < 0.
(I didn't make up an example yet.)
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the NegativeBinomial estimation entry point and reviewing how alpha is transformed and constrained during fitting. Construct an underdispersed example, then determine whether the boundary alpha=0 is handled without invalid values or failure; the issue provides no specific test or file to run.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- data
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100