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Fisher Scoring v2.0.3

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@xRiskLab xRiskLab released this 22 Dec 20:17
· 14 commits to main since this release

Fisher Scoring v2.0.3

Changelog

New in v2.0.3

  • predict_ci method with the ability to compute confidence intervals for predicted probabilities, supporting both "logit" and "proba" methods. Both methods are based on the delta method with a slight difference in computation. The logit method is adopted from the book "Applied Logistic Regression" and the delta method from this stackoverflow thread.
  • Introduction of model parameters (standard errors, Wald scores, confidence intervals) for FisherScoringFocalRegression allowing to use inference about maximum likelihood estimates obtained with this model.