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I suggest we give more information when printing models than just the formula and coefficient table. Changing the result of show may not be considered as breaking, but 2.0 would be a good time to do this. I would suggest printing at least these indicators which are present in R, Stata and SAS:
- number of observations (super important in particular to check that you didn't lose too many observations due to missing values)
- R² and adjusted R² (for linear models -- it's more controversial to choose a pseudo-R² for GLMs)
- log-likelihood (for GLMs)
- F-test or LR test
- dispersion parameters for distributions that have one
Other possible indicators to include:
- AIC and AICc
- null log-likelihood
Econometrics.jl seems like a good inspiration:
Continuous Response Model
Number of observations: 223174
Null Loglikelihood: -6746726.41
Loglikelihood: -345253.18
R-squared: 0.0466
Wald: 860.46 ∼ F(3, 223158) ⟹ Pr > F = 0.0000
Formula: log(Earnings) ~ 1 + Educatn + Age + (Age ^ 2) + absorb(Kids)
Variance Covariance Estimator: OIM
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PE SE t-value Pr > |t| 2.50% 97.50%
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(Intercept) 8.23837 0.13135 62.721 <1e-99 7.98093 8.49581
Educatn 0.000538588 0.000138739 3.88203 0.0001 0.000266663 0.000810512
Age 0.0389003 0.0068679 5.66408 <1e-07 0.0254394 0.0523613
Age ^ 2 -0.000191192 8.86411e-5 -2.15692 0.0310 -0.000364926 -1.74575e-5
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