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
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 form
censordtobit(f::StatsModels.formula, data<:AbstractDataFrame; args...)
- The output is always a
GLM.modelobject such that
stderroretc. always work?
Is it desirable to enforce this kind of behavior? Would PRs be welcome to help standardize this across other packages?