TST/ENH: make sure and test that `fit(maxiter=0)` works with unchanged params
Nobody has claimed this yet.
Assessment
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Newbie friendliness
- 45/100
- Issue type
- Feature
- Clarity
- Mostly clear
- Activity status
- Stale
- Tech stack
- python
- Domain
- data, testing-qa
Research direction
Locate the existing checks for fit(maxiter=0) and the relevant fit entry points in statsmodels. Review how fixed parameters produce a results instance, then add general unit coverage showing that unchanged parameters are accepted and the resulting instance supports the intended diagnostics; run the affected test suite to confirm the behavior.
Written by the indexing model from the issue text.
Description
I think we will get some use cases where we want to get a results instance for fixed parameters.
Inference will only be correct under the assumption that the parameters are the MLE.
possible usecases
- outliers: use params estimated with a robust estimator, We can use get_diagnostic, get_influence and similar to check the outlier candidates.
- score_test: fixed, constrained params in results instance might be another possible version for implementing score_test.
The current related versions of score_test require that either constrained params and everything related is provided as arguments, or the constrained estimate is available as result offit_constrained - ...
AFAIR, we have some checks for maxiter=0, but no general unit tests.
- Dominant language
- Python
- Stars
- 11.6k
- Forks
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- Avg merge
- 7h 37m
- Merged PRs (30d)
- 96
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