statsmodels / statsmodels/statsmodels
fvalue and mse_model are -inf if only 1 regressor
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Description
Original Launchpad bug 440151: https://bugs.launchpad.net/statsmodels/+bug/440151
Reported by: josef-pktd (joep).
the tests for dimension of exog, endog for model fail because -if is not equal -inf.
The source I think is if exog is only 1d or one column, then the df_model = 0, which, I think, causes a zero division for fvalue and mse_model
It is necessary to fix test and to check whether the -inf result is actually correct.
I did the initial correction in the test for fvalue, but commented it out again, because we need to check first if -inf is correct.
In the example, the df_model should be 1 instead of 0.
I think we need a hasconstant indicator so we can use
the correct df if there is only 1 (non-constant) regressor.
If we correct df_model by not subtracting 1, then we won't get -inf in the
case of this ticket, and we can ignore that -inf != -inf with numpy <= 1.3
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 with the dimension tests for exog and endog and trace how df_model is computed for a single-regressor model. Check the resulting fvalue and mse_model calculations, including the proposed hasconstant distinction, and determine whether the expected result should be finite or -inf before updating the tests.
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
- 30/100