Robust Linear Models Robust linear models with support for the M-estimators listed under

Empirical Likelihood emplike Introduction Empirical likelihood is a method of nonparametric inference and estimation that lifts

Regression Diagnostics and Specification Tests Introduction In many cases of statistical analysis, we are

Frequently Asked Question What do endog and exog mean? These are shorthand for endogenous and exogenous variables

Statistics stats This section collects various statistical tests and tools. Some can be used independently of any models, some are intended as extension

Regression with Discrete Dependent Variable Regression models for limited and qualitative dependent variables. The module

Generalized Linear Models Generalized linear models currently supports estimation using the one-parameter exponential families See

Vector Autoregressions tsa.vector_ar VAR(p) processes We are interested in modeling a

Graphics Goodness of Fit Plots

Installation Using setuptools To obtain the latest released version of statsmodels using