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Does pandas support piecewise/multi-period regression? #32

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triplechess opened this issue Jan 18, 2011 · 3 comments
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Does pandas support piecewise/multi-period regression? #32

triplechess opened this issue Jan 18, 2011 · 3 comments

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@triplechess
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Hi,

I need to do piecewise or multi-period regression where the breakpoint is determined automatically by the algorithm itself. Does pandas support that? Thanks a lot.
-alex
@wesm
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wesm commented Jan 18, 2011

It doesn't-- you're welcome to contribute it to either pandas or scikits.statsmodels. The only supported statistical models at the moment are full-sample and dynamic linear / panel regressions. It's probably available in an R package for testing

@triplechess
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What is the "dynamic" in the dynamic linear regressions? Can you point me to some relevant description (url) if you have them? Sorry to have asked this question in case this is trivial. Thanks.

@wesm
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wesm commented Jan 20, 2011

i haven't written a lot of docs, but it should be clear what's going on from the docstrings:

https://github.com/wesm/pandas/blob/master/pandas/stats/interface.py#L6

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dan-nadler pushed a commit to dan-nadler/pandas that referenced this issue Sep 23, 2019
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Merge pull request pandas-dev#32 from manahl/bugfix/MDP-341-authoriza…
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…tion-error-seen-in-prod-2

MDP-341 Reauthing as admin if connection is not authenticated when the library binding is created
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Styling active menu items (pandas-dev#32)
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@wesm @triplechess