statsmodels.regression.linear_model.OLSResults.HC3_se static OLSResults.HC3_se() See statsmodels.RegressionResults

statsmodels.miscmodels.count.PoissonZiGMLE.loglikeobs PoissonZiGMLE.loglikeobs(params)

statsmodels.tsa.arima_model.ARMAResults.mafreq static ARMAResults.mafreq() [source] Returns the frequency of the MA roots. This is the solution, x, to z = abs(z)*exp(2j*np.pi*x) where z are the roots.

statsmodels.genmod.generalized_linear_model.GLMResults.bic static GLMResults.bic() [source]

Generalized Method of Moments gmm statsmodels.gmm contains model classes and functions that are based on estimation with Generalized Method of Moments. Currently the general non-linear case is implemented. An example class for the standard linear instrumental variable model is included. This has been introduced as a test case, it works correctly but it does not take the linear structure into account. For the linear case we intend to introduce a specific implementation which will be faster and n

statsmodels.discrete.discrete_model.DiscreteModel.cov_params_func_l1 DiscreteModel.cov_params_func_l1(likelihood_model, xopt, retvals) [source] Computes cov_params on a reduced parameter space corresponding to the nonzero parameters resulting from the l1 regularized fit. Returns a full cov_params matrix, with entries corresponding to zero?d values set to np.nan.

statsmodels.discrete.discrete_model.NegativeBinomial.initialize NegativeBinomial.initialize() Initialize is called by statsmodels.model.LikelihoodModel.__init__ and should contain any preprocessing that needs to be done for a model.

statsmodels.genmod.cov_struct.Nested class statsmodels.genmod.cov_struct.Nested(cov_nearest_method='clipped') [source] A nested working dependence structure. A working dependence structure that captures a nested hierarchy of groups, each level of which contributes to the random error term of the model. When using this working covariance structure, dep_data of the GEE instance should contain a n_obs x k matrix of 0/1 indicators, corresponding to the k subgroups nested under the top-level grou

statsmodels.graphics.gofplots.qqplot statsmodels.graphics.gofplots.qqplot(data, dist=, distargs=(), a=0, loc=0, scale=1, fit=False, line=None, ax=None) [source] Q-Q plot of the quantiles of x versus the quantiles/ppf of a distribution. Can take arguments specifying the parameters for dist or fit them automatically. (See fit under Parameters.) Parameters: data : array-like 1d data array dist : A scipy.stats or statsmodels distribution Compare x against dist. The default is scipy.stats.dis

statsmodels.discrete.discrete_model.BinaryResults.bse static BinaryResults.bse()