On Sun, Apr 19, 2015 at 9:26 AM, Alan G Isaac <alan.is...@gmail.com> wrote:
> It seems unlikely that the choice of which features to provide
> should turn entirely on controversial philosophical positions.
> Hopefully a feature can be declared in or out of scope for the
> project on technical grounds.

But some design decisions are still based on
philosophical/theoratical/(mis)usage grounds.

statsmodels provides confidence intervals for the parameter estimates
by default instead of significance stars as R.
But we don't default to robust covariance matrices as the Stock Watson textbook.

Stepwise regression is low on the priority list because of its very
shaky properties as a feature selection algorithm. (But I just saw
that a variation on it is becoming popular again for n_features much
larger than n_observations. "Iterated Sure Independence Screening for
GLM".)

Josef


> Alan Isaac
>
> On 4/18/2015 7:20 PM, josef.p...@gmail.com wrote:
>> Sturla means: No null hypothesis testing at all
>> and the editors of one journal agree with this
>
>
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