Should we mimic R (, MATLAB, ...) functions?

[pdeffebach]

Here is a discussion I initiated a week ago, and it has links to other threads in it.

Wrappers for GLM

Based off of Chris’s comment here this is something that I have been wondering about myself. It would be nice to get some discussion about the regression ecosystem. We have StatsModels.jl which is used to create forumulas and is centered around the formula object, and then GLM which is used to run regressions and is centered around the model object. If you make a new MLE estimator, say, a censored tobit model, is it standard practice right now to make sure that Your function always takes the…

I think the way this works is you have object AnovaModel <: LinearModel and have defined functions coef, stderror etc. for your custom object.

Others have far more experience in this area, so stay tuned for others to chime in.