statsmodels / statsmodels/statsmodels

ENH collect tools for linear restrictions, constraints, contrasts

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comp-base comp-tools type-enh wishlist
Dominant language
Python
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Description

so far they are mainly in t_test and f_test plus the restricted estimation in GEE.

extra: naming convention

r_matrix, q_matrix is not really good (although I always remember it), used also in TheilGLS
RLS #1667 uses constrand param

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Research direction

Start by reviewing the restriction and contrast tools in t_test and f_test, then compare the restricted estimation in GEE, TheilGLS, and RLS #1667. Identify what can be collected consistently and resolve the naming convention for matrices and parameters. Done requires an agreed, coherent approach across these entry points.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Refactor
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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