Models for Survival and Duration Analysis Examples import statsmodels.api as
Linear Regression Linear models with independently and identically distributed errors, and for errors with heteroscedasticity or autocorrelation
Nonparametric Methods nonparametric This section collects various methods in nonparametric statistics. This includes kernel
Graphics Goodness of Fit Plots
Regression with Discrete Dependent Variable Regression models for limited and qualitative dependent variables. The module
Frequently Asked Question What do endog and exog mean? These are shorthand for endogenous and exogenous variables
Generalized Linear Models Generalized linear models currently supports estimation using the one-parameter exponential families See
Installation Using setuptools To obtain the latest released version of statsmodels using
Vector Autoregressions tsa.vector_ar VAR(p) processes We are interested in modeling a
Statistics stats This section collects various statistical tests and tools. Some can be used independently of any models, some are intended as extension
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