statsmodels / statsmodels/statsmodels

ENH: internal method `_get_exog_predict`

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comp-base type-enh type-refactor
Dominant language
Python
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Description

related to margins and predict

we have different ways of defining exogs to be used in Margins and in prediction. To separate/modularize code and make it reusable and consistent we should have a generic method for the models or function.

for prediction see PRs #2172 and #2151
for Margins see #2154
for contrasts (?) see #2167

Note: this is outside of tsa, currently only single equation/exog, but need more flexible handling in subclasses

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Research direction

Start by reading PRs #2172 and #2151 for prediction, #2154 for Margins, and #2167 for contrasts. Compare how exogenous variables are currently defined, then determine a reusable generic interface that supports the stated single-equation case and can be extended in subclasses; done means the relevant paths use consistent handling.

Written by the indexing model from the issue text.

Assessment

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

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