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Request : Monotonic effect #499

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natpac opened this issue Apr 18, 2024 · 1 comment
Open

Request : Monotonic effect #499

natpac opened this issue Apr 18, 2024 · 1 comment
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enhancement Enhancements of existing features, but also new feature requests.

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@natpac
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natpac commented Apr 18, 2024

Hello,
I know that projpred does not currently support monotonic effects but will we see this development in the near future?
Thank you in advance,

@fweber144 fweber144 added the enhancement Enhancements of existing features, but also new feature requests. label Apr 21, 2024
@fweber144
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Hi Nathan,

I can only speak for myself, and unfortunately, I won't be able to implement this in the near future.

But I'm tagging @avehtari so he knows about the feature request.

I guess the most important step will be to find a (frequentist) R package that supports maximum-likelihood estimation for GLMs including monotonic effects. And by that, I'm referring only to non-multilevel, non-additive models and also only to the traditional and the latent projection. For the augmented-data projection (considering again only non-multilevel, non-additive models), special R packages offering weighted maximum-likelihood estimation for the respective outcome families will be needed.

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Labels
enhancement Enhancements of existing features, but also new feature requests.
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