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License: MIT License
Fast sparse regressions with advanced formula syntax. OLS, GLM, Poisson, Maxlike, and more. High-dimensional fixed effects.
License: MIT License
I don't see any module called negbin, poisson or zinf_negbin in this version. However the readme says these glm methods are implemented? Atm I'm using fr.design_matrices for the nice FE nomenclature and then going back to statsmodels. Totally fine if it's not implemented. Just confused by the readme :)
I'm thoroughly enjoying this library. I couldn't find residuals or fitted values by scanning dir(output of fr.ols). It would be nice if there was sth like .resid just like in the statsmodels version.
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