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FT: Future Feature requests (AK) #54

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shamindras opened this issue Mar 18, 2021 · 1 comment
Open

FT: Future Feature requests (AK) #54

shamindras opened this issue Mar 18, 2021 · 1 comment
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feature a feature request or enhancement

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@shamindras
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shamindras commented Mar 18, 2021

@Arun-Kuchibhotla (2021-03-18)

Also, this reminds of another important function to be implemented. The usual F-tests for comparing models; the classical ones are implemented as anova() and Anova(). I can never tell the difference between these two. The sandwich-based tests follow readily. Also, see https://bookdown.org/ccolonescu/RPoE4/heteroskedasticity.html
I should mention that some of these robust versions are already implemented in SAS (and SPSS??) and it might be a good idea to compare the numbers to other packages or programs to ensure correctness. This can be done at the very end.

@shamindras shamindras added the feature a feature request or enhancement label Mar 18, 2021
@Arun-Kuchibhotla
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Maybe we should have a function called augment_var or append_var to take a previously computed maars_lm object and pipe it into append_var in order to append more variances. I am not sure if comp_var re-application does the same thing.

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