user3266890 user3266890 - 1 year ago 341
Python Question

Fit beta binomial

I have been looking for a way to fit data to a beta binomial distribution and estimate alpha and beta, similar to the way the vglm package in VGAM library does. I have not been able to find how to do this in python. There is a , but nothing for a beta binomial distribution. Is there a way to do this?

Answer Source

I have not seen estimation for beta-binomial in Python.

If you just want to estimate the parameters, then you can use scipy.optimize to minimize the log-likelihood function which you can write yourself or copy code after a internet search.

You can subclass rv_discrete in order to use the framework of scipy.stats.distributions, but discrete distributions in scipy do not have a fit method.

If you want to use statsmodels, then you could subclass GenericLikelihoodModel which uses scipy.optimize but defines most of the things we need for Maximum Likelihood estimations. However, you need to write the code for the log-likelihood function. This would provide the usual maximum likelihood results such as standard errors for the parameters and various tests.

If you need beta-binomial regression, then the mean variance parameterization as used in the R package gamlss would be more common, and can reuse the link functions to constrain the parameters to be in the valid domain.

As a related example: This is the gist with the GenericLikelihoodModel prototype that lead to a pull request for Beta-Regression for statsmodels: