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Statsmodels information


Statsmodels is a Python package that allows users to explore data, estimate statistical models, and perform statistical tests. An extensive list of descriptive statistics, statistical tests, plotting functions, and result statistics are available for different types of data and each estimator. It complements SciPy's stats module.[1][2]

Statsmodels is part of the Python scientific stack that is oriented towards data analysis, data science and statistics. Statsmodels is built on top of the numerical libraries NumPy and SciPy, integrates with Pandas for data handling, and uses Patsy[3] for an R-like formula interface. Graphical functions are based on the Matplotlib library. Statsmodels provides the statistical backend for other Python libraries. Statsmodels is free software released under the Modified BSD (3-clause) license.

  1. ^ "Statistical computations and models for use with SciPy".
  2. ^ "Home". statsmodels.org.
  3. ^ "Patsy - Describing statistical models in Python — patsy 0.5.1+dev documentation".

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Statsmodels

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module. Statsmodels is part of the Python scientific stack that is oriented towards data analysis, data science and statistics. Statsmodels is built...

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List of statistical software

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structures and data analysis tools for Python in Python and Cython (statsmodels, scikit-learn) Perl Data Language – Scientific computing with Perl Ploticus...

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Generalized linear mixed model

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Knowledge Center". www.ibm.com. Retrieved 6 December 2017. "Statsmodels Documentation". www.statsmodels.org. Retrieved 17 March 2021. "Details of the parameter...

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Empirical distribution function

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plot Empirical CDF plot Scipy, we can use scipy.stats.ecdf Statsmodels, we can use statsmodels.distributions.empirical_distribution.ECDF Matplotlib, using...

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White test

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White's Test can be implemented using the het_white function of the statsmodels.stats.diagnostic.het_white In Stata, the test can be implemented using...

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Autoregressive model

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September 4, 2018 – via GitHub. "statsmodels.tsa.ar_model.AutoReg — statsmodels 0.12.2 documentation". www.statsmodels.org. Archived from the original...

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Power of a test

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constraints. R package pwr R package WebPower Python package statsmodels (https://www.statsmodels.org/) Mathematics portal Cohen's h – Measure of distance...

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Quantile regression

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Forests". Scikit-garden. Retrieved 3 January 2019. "Statsmodels: Quantile Regression". Statsmodels. Retrieved 15 November 2019. "An Introduction to Quantile...

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Conditional logistic regression

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particular data structure. It is also available in python through the statsmodels package starting with version 0.14. Paired difference test allows to...

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Variance inflation factor

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package PROC REG in SAS System variance_inflation_factor function in statsmodels Python package estat vif in Stata r.vif addon for GRASS GIS James, Gareth;...

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Local regression

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Lowess implementation in Cython by Carl Vogel Python implementation (in Statsmodels) LOESS Smoothing in Excel LOESS implementation in pure Julia JavaScript...

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Kernel regression

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the book ). Python: the KernelReg class for mixed data types in the statsmodels.nonparametric sub-package (includes other kernel density related classes)...

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Mixed model

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this is the method implemented in statistical software such as Python (statsmodels package) and SAS (proc mixed), and as initial step only in R's nlme package...

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Generalized estimating equation

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gee, geepack and multgee), Julia (package GEE.jl) and Python (package statsmodels). Comparisons among software packages for the analysis of binary correlated...

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Functional boxplot

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fbplot help file. https://www.statsmodels.org/stable/generated/statsmodels.graphics.functional.fboxplot.html statsmodels documentation https://fda.readthedocs...

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Minitab

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Julia Jupyter (Julia, Python, R) GNU Octave OpenBUGS Orange PSPP Python (statsmodels, PyMC3, IPython, IDLE) R (RStudio) SageMath SimFiT SOFA Statistics Stan...

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Project Jupyter

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Julia Jupyter (Julia, Python, R) GNU Octave OpenBUGS Orange PSPP Python (statsmodels, PyMC3, IPython, IDLE) R (RStudio) SageMath SimFiT SOFA Statistics Stan...

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Kernel density estimation

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kde Module in the PyQt-Fit package, SciPy (scipy.stats.gaussian_kde), Statsmodels (KDEUnivariate and KDEMultivariate), and scikit-learn (KernelDensity)...

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