{"action":"opened","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2256","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2256/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2256/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2256/events","html_url":"https://github.com/statsmodels/statsmodels/issues/2256","id":57598876,"number":2256,"title":"Design: handling of transformed parameters","user":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-base","name":"comp-base","color":"ededed"},{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/design","name":"design","color":"99ffcc"},{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-refactor","name":"type-refactor","color":"fbca04"}],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":0,"created_at":"2015-02-13T13:32:50Z","updated_at":"2015-02-13T13:32:50Z","closed_at":null,"body":"There are different problems when we reparameterize for optimization\r\n\r\nfor SARIMAX: https://github.com/statsmodels/statsmodels/issues/#2252#issuecomment-74252465\r\nfor MixedLM: #2231\r\n\r\nfrequently used design (Skipper's code)  set transform_params flag as attribute for likelihood calculation.\r\n\r\nin fit_restricted or fit_transformed, I create a separate transformed model, but it's because of the data transformation and not just parameter transformation.\r\n\r\nThere is also a constraint fit with parameter transformation for restrictions in GenericLikelihoodModel. IIRC there is no choice in that case once the transformation, restriction has been set, and results params, bse,... are for transformed params.\r\n"}}