statsmodels / statsmodels/statsmodels

QuantReg loglike()?

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comp-regression comp-robust FAQ
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Python
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Description

I'm running statsmodels 0.6.1. The documentation for QuantReg suggests that it has a loglike() function, see, e.g.:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.regression.quantile_regression.QuantReg.html

But when I run it, it raises a "NotImplementedError" exception. (The analogous call to WLS works fine, so I don't think I've made a mistake invoking it). Is the documentation wrong, or should I expect loglike() to work?

Thank you

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Research direction

Start by reproducing the NotImplementedError with QuantReg.loglike() on the statsmodels version described, then compare the QuantReg documentation with the analogous WLS behavior. Determine whether the documented method should work or whether the documentation should be corrected; completion requires a decided behavior and matching documentation or implementation tests.

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Assessment

Tech stack
python
Domain
analytics, data
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

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