Linear Regression Linear models with independently and identically distributed errors, and for errors with heteroscedasticity or autocorrelation

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

Pitfalls This page lists issues which may arise while using statsmodels. These can be the result of data-related or statistical problems, software design, ?non-standard? use

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

Graphics Goodness of Fit Plots

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

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