Import Paths and Structure We offer two ways of importing functions and classes from statsmodels: API import for interactive useAllows tab completion Direct import for programsAvoids importing unnecessary modules and commands API Import for interactive use For interactive use the recommended import is: import statsmodels.api as sm Importing statsmodels.api will load most of the public parts of statsmodels. This makes most functions and classes conveniently available within one or two lev

statsmodels.genmod.families.links.identity.inverse_deriv identity.inverse_deriv(z) Derivative of the inverse of the power transform Parameters: z : array-like z is usually the linear predictor for a GLM or GEE model. Returns: The value of the derivative of the inverse of the power transform : function :

statsmodels.genmod.families.links.identity.inverse identity.inverse(z) Inverse of the power transform link function Parameters: `z` : array-like Value of the transformed mean parameters at p Returns: `p` : array Mean parameters Notes g^(-1)(z`) = z`**(1/`power)

statsmodels.genmod.families.links.identity.deriv2 identity.deriv2(p) Second derivative of the link function g??(p) implemented through numerical differentiation

statsmodels.genmod.families.links.identity.deriv identity.deriv(p) Derivative of the power transform Parameters: p : array-like Mean parameters Returns: g?(p) : array Derivative of power transform of p Notes g?(p) = power * p`**(`power - 1)

statsmodels.robust.norms.HuberT.weights HuberT.weights(z) [source] Huber?s t weighting function for the IRLS algorithm The psi function scaled by z Parameters: z : array-like 1d array Returns: weights : array weights(z) = 1 for |z| <= t weights(z) = t/|z| for |z| > t

statsmodels.robust.norms.HuberT.rho HuberT.rho(z) [source] The robust criterion function for Huber?s t. Parameters: z : array-like 1d array Returns: rho : array rho(z) = .5*z**2 for |z| <= t rho(z) = |z|*t - .5*t**2 for |z| > t

statsmodels.robust.norms.HuberT.psi_deriv HuberT.psi_deriv(z) [source] The derivative of Huber?s t psi function Notes Used to estimate the robust covariance matrix.

statsmodels.robust.norms.HuberT.psi HuberT.psi(z) [source] The psi function for Huber?s t estimator The analytic derivative of rho Parameters: z : array-like 1d array Returns: psi : array psi(z) = z for |z| <= t psi(z) = sign(z)*t for |z| > t

statsmodels.stats.diagnostic.HetGoldfeldQuandt.run HetGoldfeldQuandt.run(y, x, idx=None, split=None, drop=None, alternative='increasing', attach=True) see class docstring