WLS.score()

statsmodels.regression.linear_model.WLS.score WLS.score(params) Score vector of model. The gradient of logL with respect to each parameter.

IVGMM.momcond_mean()

statsmodels.sandbox.regression.gmm.IVGMM.momcond_mean IVGMM.momcond_mean(params) mean of moment conditions,

stats.diagnostic.unitroot_adf()

statsmodels.stats.diagnostic.unitroot_adf statsmodels.stats.diagnostic.unitroot_adf(x, maxlag=None, trendorder=0, autolag='AIC', store=False)

static IVRegressionResults.rsquared_adj()

statsmodels.sandbox.regression.gmm.IVRegressionResults.rsquared_adj static IVRegressionResults.rsquared_adj()

static BinaryResults.llr_pvalue()

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

stats.outliers_influence.OLSInfluence()

statsmodels.stats.outliers_influence.OLSInfluence class statsmodels.stats.outliers_influence.OLSInfluence(results) [source] class to calculate outlier and influence measures for OLS result Parameters: results : Regression Results instance currently assumes the results are from an OLS regression Notes One part of the results can be calculated without any auxiliary regression (some of which have the _internal postfix in the name. Other statistics require leave-one-observation-out (LOOO) au

GMM.predict()

statsmodels.sandbox.regression.gmm.GMM.predict GMM.predict(params, exog=None, *args, **kwargs) After a model has been fit predict returns the fitted values. This is a placeholder intended to be overwritten by individual models.

ARMAResults.save()

statsmodels.tsa.arima_model.ARMAResults.save ARMAResults.save(fname, remove_data=False) save a pickle of this instance Parameters: fname : string or filehandle fname can be a string to a file path or filename, or a filehandle. remove_data : bool If False (default), then the instance is pickled without changes. If True, then all arrays with length nobs are set to None before pickling. See the remove_data method. In some cases not all arrays will be set to None. Notes If remove_data is t

static IVRegressionResults.llf()

statsmodels.sandbox.regression.gmm.IVRegressionResults.llf static IVRegressionResults.llf()

nonparametric.kde.KDEUnivariate()

statsmodels.nonparametric.kde.KDEUnivariate class statsmodels.nonparametric.kde.KDEUnivariate(endog) [source] Univariate Kernel Density Estimator. Parameters: endog : array-like The variable for which the density estimate is desired. See also KDEMultivariate, kdensity, kdensityfft Notes If cdf, sf, cumhazard, or entropy are computed, they are computed based on the definition of the kernel rather than the FFT approximation, even if the density is fit with FFT = True. KDEUnivariate is mu