Skip to content
This repository

Statsmodels: statistical modeling and econometrics in Python

Merge pull request #1592 from jseabold/docs-fixes

DOC: Additions and fixes
latest commit d7ff1828cb
Skipper Seabold jseabold authored
Octocat-spinner-32 docs DOC: Fix name collision April 14, 2014
Octocat-spinner-32 examples Fixed examples and notebooks to be Python 2/3 compatible April 10, 2014
Octocat-spinner-32 statsmodels DOC: Fix inline literals April 14, 2014
Octocat-spinner-32 tools Further refinements to the compat module April 10, 2014
Octocat-spinner-32 .bzrignore sandbox March 11, 2010
Octocat-spinner-32 .coveragerc VAR test coverage January 31, 2011
Octocat-spinner-32 .gitattributes add gitattributes (numpy minus .nsi) June 12, 2011
Octocat-spinner-32 .gitignore Maint: gitignore: add dist (./dist doesn't work) February 19, 2013
Octocat-spinner-32 .mailmap MAINT: Fix mailmap entry. August 14, 2013
Octocat-spinner-32 .travis.orig.yml Changed build configurations to match those discusses in #1523 March 31, 2014
Octocat-spinner-32 .travis.yml Fix for conda 3.4 changes April 03, 2014
Octocat-spinner-32 .travis_coveragerc Test coveralls issue removing if, then April 01, 2014
Octocat-spinner-32 DOC: Point to changes in the docs. July 31, 2013
Octocat-spinner-32 CONTRIBUTING.rst DOC: Ask for release notes and example. March 26, 2014
Octocat-spinner-32 COPYRIGHTS.txt Docs: add license for qsturng-py and license notice for ordereddict April 07, 2012
Octocat-spinner-32 INSTALL.txt DOC: Bump Cython version March 27, 2014
Octocat-spinner-32 LICENSE.txt DOC: Update copyright dates April 01, 2012
Octocat-spinner-32 BLD: try again, add test data file to December 19, 2013
Octocat-spinner-32 README.txt DOC: very minor (trailing spaces) to trigger travis build September 12, 2013
Octocat-spinner-32 README_l1.txt Updated examples October 05, 2012
Octocat-spinner-32 build_bdists.bat BLD: Add scripts for building Python 3.4 on windows March 27, 2014
Octocat-spinner-32 BLD: Add setuptools bootstrap script to version control May 04, 2013
Octocat-spinner-32 setup.cfg changes to, add manifest to make sdist include data files wi… August 23, 2009
Octocat-spinner-32 CLN: Refactored so that there is no longer a need for 2to3 April 10, 2014
What Statsmodels is
What it is

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

Main Features

* linear regression models: Generalized least squares (including weighted least squares and
  least squares with autoregressive errors), ordinary least squares.
* glm: Generalized linear models with support for all of the one-parameter
  exponential family distributions.
* discrete: regression with discrete dependent variables, including Logit, Probit, MNLogit, Poisson, based on maximum likelihood estimators
* rlm: Robust linear models with support for several M-estimators.
* tsa: models for time series analysis
  - univariate time series analysis: AR, ARIMA
  - vector autoregressive models, VAR and structural VAR
  - descriptive statistics and process models for time series analysis
* nonparametric : (Univariate) kernel density estimators
* datasets: Datasets to be distributed and used for examples and in testing.
* stats: a wide range of statistical tests
  - diagnostics and specification tests
  - goodness-of-fit and normality tests
  - functions for multiple testing
  - various additional statistical tests
* iolib
  - Tools for reading Stata .dta files into numpy arrays.
  - printing 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 Mixed (repeated measures) Models, GARCH models, general method
  of moments (GMM) estimators, kernel regression, various extensions to scipy.stats.distributions,
  panel data models, generalized additive models and information theoretic measures.

Where to get it

The master branch on GitHub is the most up to date code

Source download of release tags are available on GitHub

Binaries and source distributions are available from PyPi

Installation from sources

See INSTALL.txt for requirements or see the documentation


Modified BSD (3-clause)


The official documentation is hosted on SourceForge

Windows Help
The source distribution for Windows includes a htmlhelp file (statsmodels.chm).
This can be opened from the python interpreter ::

    >>> import statsmodels.api as sm
    >>> sm.open_help()

Discussion and Development

Discussions take place on our mailing list.

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

Bug Reports

Bug reports can be submitted to the issue tracker at
Something went wrong with that request. Please try again.