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Models in other Packages
josef-pkt edited this page Mar 21, 2013
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What are the benchmark models? Which models in other packages are close to the ones in statsmodels? Which R packages are close to models or groups of tests in statsmodels?
The following table should give a coarse guide:
statsmodels | R package; model | Stats | SAS | other |
---|---|---|---|---|
OLS | stats; lm | regress | ||
GLM | ||||
discrete models | ||||
diagnostic tests | lmtest | |||