statsmodels/statsmodels — pull request #1714 by josef-pkt (2014-05-31 03:27:34+00:00)
Title: WIP: fit_constrained

add constrained fitting to models

starting with generic setup and Poisson as example.
OLS was test example for transformation, but has separate RestrictedGLS implementation, PR #1673

- needs offset for all models except linear, see #1640
currently only count models and GLM have offset

- does not return results instance, currently returns params and bse, calculates cov_params
Those two need to be overwritten in the creation of the results instance.
I would prefer generic results creation see #1615, but will start with a full test case for Poisson.

code duplication:
`base.TransformRestriction` has the same purpose as Kerby's version in GEE. I haven't checked if the result is identical.

- API decisions, naming, ...