bc7787b07a
Statsmodels is a python package that provides a complement to scipy for statistical computations including descriptive statistics and estimation of statistical models. scikits.statsmodels provides classes and functions for the estimation of several categories of statistical models. These currently include linear regression models, OLS, GLS, WLS and GLS with AR(p) errors, generalized linear models for six distribution families, M-estimators for robust linear models, and regression with discrete dependent variables, Logit, Probit, MNLogit, Poisson, based on maximum likelihood estimators. An extensive list of result statistics are avalable for each estimation problem.
12 lines
675 B
Text
12 lines
675 B
Text
Statsmodels is a python package that provides a complement to scipy for
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statistical computations including descriptive statistics and
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estimation of statistical models.
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scikits.statsmodels provides classes and functions for the estimation of
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several categories of statistical models. These currently include linear
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regression models, OLS, GLS, WLS and GLS with AR(p) errors, generalized
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linear models for six distribution families, M-estimators for robust
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linear models, and regression with discrete dependent variables, Logit,
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Probit, MNLogit, Poisson, based on maximum likelihood estimators.
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An extensive list of result statistics are avalable for each estimation
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problem.
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