# statsmodels

**Repository Path**: wait1111/statsmodels

## Basic Information

- **Project Name**: statsmodels
- **Description**: Statsmodels: statistical modeling and econometrics in Python
- **Primary Language**: Python
- **License**: BSD-3-Clause
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 5
- **Created**: 2022-07-14
- **Last Updated**: 2024-06-16

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

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About Statsmodels
=================

Statsmodels is a Python package that provides a complement to scipy for
statistical computations including descriptive statistics and estimation
and inference for statistical models.


Documentation
=============

The documentation for the latest release is at

   http://www.statsmodels.org/stable/

The documentation for the development version is at

   http://www.statsmodels.org/dev/

Recent improvements are highlighted in the release notes

   http://www.statsmodels.org/stable/release/version0.9.html

Backups of documentation are available at http://statsmodels.github.io/stable/
and http://statsmodels.github.io/dev/.



Main Features
=============

* Linear regression models:

  - Ordinary least squares
  - Generalized least squares
  - Weighted least squares
  - Least squares with autoregressive errors
  - Quantile regression
  - Recursive least squares

* Mixed Linear Model with mixed effects and variance components
* GLM: Generalized linear models with support for all of the one-parameter
  exponential family distributions
* Bayesian Mixed GLM for Binomial and Poisson
* GEE: Generalized Estimating Equations for one-way clustered or longitudinal data
* Discrete models:

  - Logit and Probit
  - Multinomial logit (MNLogit)
  - Poisson and Generalized Poisson regression
  - Negative Binomial regression
  - Zero-Inflated Count models

* RLM: Robust linear models with support for several M-estimators.
* Time Series Analysis: models for time series analysis

  - Complete StateSpace modeling framework

    - Seasonal ARIMA and ARIMAX models
    - VARMA and VARMAX models
    - Dynamic Factor models
    - Unobserved Component models

  - Markov switching models (MSAR), also known as Hidden Markov Models (HMM)
  - Univariate time series analysis: AR, ARIMA
  - Vector autoregressive models, VAR and structural VAR
  - Vector error correction modle, VECM
  - exponential smoothing, Holt-Winters
  - Hypothesis tests for time series: unit root, cointegration and others
  - Descriptive statistics and process models for time series analysis

* Survival analysis:

  - Proportional hazards regression (Cox models)
  - Survivor function estimation (Kaplan-Meier)
  - Cumulative incidence function estimation

* Multivariate:

  - Principal Component Analysis with missing data
  - Factor Analysis with rotation
  - MANOVA
  - Canonical Correlation

* Nonparametric statistics: Univariate and multivariate kernel density estimators
* Datasets: Datasets used for examples and in testing
* Statistics: a wide range of statistical tests

  - diagnostics and specification tests
  - goodness-of-fit and normality tests
  - functions for multiple testing
  - various additional statistical tests

* Imputation with MICE, regression on order statistic and Gaussian imputation
* Mediation analysis
* Graphics includes plot functions for visual analysis of data and model results

* I/O

  - Tools for reading Stata .dta files, but pandas has a more recent version
  - Table output to ascii, latex, and html

* Miscellaneous models
* Sandbox: statsmodels contains a sandbox folder with code in various stages of
  developement and testing which is not considered "production ready".   This covers
  among others

  - Generalized method of moments (GMM) estimators
  - Kernel regression
  - Various extensions to scipy.stats.distributions
  - Panel data models
  - Information theoretic measures

How to get it
=============
The master branch on GitHub is the most up to date code

    https://www.github.com/statsmodels/statsmodels

Source download of release tags are available on GitHub

    https://github.com/statsmodels/statsmodels/tags

Binaries and source distributions are available from PyPi

    http://pypi.python.org/pypi/statsmodels/

Binaries can be installed in Anaconda

    conda install statsmodels


Installing from sources
=======================

See INSTALL.txt for requirements or see the documentation

    http://statsmodels.github.io/dev/install.html

License
=======

Modified BSD (3-clause)

Discussion and Development
==========================

Discussions take place on our mailing list.

    http://groups.google.com/group/pystatsmodels

We are very interested in feedback about usability and suggestions for
improvements.

Bug Reports
===========

Bug reports can be submitted to the issue tracker at

    https://github.com/statsmodels/statsmodels/issues

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