supporting offset in poisson
Opened this issue · 1 comments
apoorvalal commented
this gives the gist; having an offset argument would involve constraining the coefficient to 1 and being able to model rates (in contrast to the regular use to model counts). Statsmodels supports it under an exposure arg.
s3alfisc commented
Yes, nice one. Have never used an offset before in my life, so hadn't bothered with this yet 😀 looks like it might not be too hard to add! fixest::feglm() has an "offset" argument, so we should maybe stick with that instead of statsmodels kwarg solution?