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

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

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

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

Graphics Goodness of Fit Plots

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

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