Beta Regression in statsmodels

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josef...@gmail.com

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Jul 16, 2021, 2:16:38 PM7/16/21
to pystatsmodels
I'm about to merge Beta regression into statsmodels

API is still unstable and needs improvements, but the core results look good.

Here's a gist notebook with some examples

The PR's for this started a long time ago by Brent Pederson.

Beta model is part of the new statsmodels.othermod directory,. 
We should get more likelihood models that require two or more link functions, and models for distribution with constrained support like interval or positive data.

Josef
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