statsmodels/statsmodels — pull request #933 by josef-pkt (2013-07-01 18:01:29+00:00)
Title: Update and improve GenericlikelihoodModel and miscmodels

This includes some adjustments to the GenericLikelihoodModel in response to refactorings in the last year,
and some enhancements (summary)

Two models in miscmodels have unit tests, I added one additional model to the the test suite.

TLinearModel is now verified against R's hett package (only added case with df estimation so far)

TODO:
- improvements to `summary` possible
- more unit tests, but more for miscmodels ZIPoisson and TLinearModel than for GenericLikelihoodModel

some design decisions are still open: there are several ways of adding extra information and it's still not clear where the best location for different cases is. In TLinearModel, I put parts of the setup code into `initialize`

related tickets: