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Fepois: Add support for predict with newdata argument #468

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s3alfisc opened this issue May 30, 2024 · 3 comments
Open

Fepois: Add support for predict with newdata argument #468

s3alfisc opened this issue May 30, 2024 · 3 comments
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enhancement New feature or request good first issue Good for newcomers

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@s3alfisc
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Context

Currently, the newdata argument is disabled for Fepois.predict. Unfortunately, I do not recall why... 😅

To do

  • Enable the newdata argument for `Fepois.predict().
  • Clean up ValueError when trying to run Fepois.predict() with newdata in tests/test_errors.py.
  • Add unit tests to tests/test_vs_r::test_single_fit.
@s3alfisc s3alfisc added enhancement New feature or request good first issue Good for newcomers labels May 30, 2024
@leostimpfle
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Having had a look at #467 I think both this issue and #467 can be resolved in a single update.

I think it would be easiest to generalise the predict method of feols to always produce the linear predictor (link) and only handle the conversion to the non-linear predictor (response) in fepois.

@s3alfisc
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s3alfisc commented Jul 7, 2024

Sounds like a good plan! I agree, it makes sense to only define the response prediction in Fepois. Should I then assign this issue to you as well?

@leostimpfle
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Yes, happy to take it on!

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Labels
enhancement New feature or request good first issue Good for newcomers
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