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DOC: add new stats to release notes for 0.12
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josef-pkt committed Aug 26, 2020
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66 changes: 63 additions & 3 deletions docs/source/release/version0.12.rst
Expand Up @@ -31,6 +31,66 @@ Stats
The Highlights
==============

Statistics
----------

New functions for hypothesis tests return a `HolderTuple` instance which
allows tuple indexing and unpacking for ``(statistic, pvalue)``, but also has
attribute access for those and for additional results statistics.

Meta-Analysis
~~~~~~~~~~~~~

Functions for Meta-Analysis have been added in `stats.meta_analysis`.
The function :func:`statsmodels.stats.meta_analysis.combine_effects` performs
fixed effects and random effects analysis. Several methods such as Paule-Mandel
and DerSimonian-Laird are available to estimate the random effects variance.
The module also includes effect size functions for standardized mean difference
and for proportions that can be used with `combine_effects`.
A notebook illustrates the usage of the new features for meta-analysis.

New hypothesis test for 2 samples
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Hypothesis tests, confidence intervals and power functions have been added
for proportions from two independent samples. Inferential statistics are
available for difference, ratio and odds-ratio of the two proportions.
Equivalence testing for two independent proportions is available based on
two one-sided tests TOST.

Hypothesis tests including equivalence test, for the ratio of two
independent Poisson rates are now available in
:func:`statsmodels.stats.rates.test_poisson_2indep` and
:func:`statsmodels.stats.rates.tost_poisson_2indep`

Oneway ANOVA-type analysis
~~~~~~~~~~~~~~~~~~~~~~~~~~

Several statistical methods for ANOVA-type analysis of k independent samples
have been added in module :module:`~statsmodels.stats.oneway`. This includes
standard Anova, Anova for unequal variances (Welch, Brown-Forsythe for mean),
Anova based on trimmed samples (Yuen anova) and equivalence testing using
the method of Wellek.
Anova for equality of variances or dispersion are available for several
transformations. This includes Levene test and Browne-Forsythe test for equal
variances as special cases. It uses the `anova_oneway` function, so unequal
variance and trimming options are also available for tests on variances.
Several functions for effect size measures have been added, that can be used
for reporting or for power and sample size computation.

Multivariate statistics
~~~~~~~~~~~~~~~~~~~~~~~

The new module :module:`~statsmodels.stats.multivariate` includes one and
two sample tests for multivariate means, Hotelling's t-tests',
:func:`statsmodels.stats.multivariate.test_mvmean`,
:func:`statsmodels.stats.multivariate.test_mvmean_2indep` and confidence
intervals for one-sample multivariate mean
:func:`statsmodels.stats.multivariate.confint_mvmean`
Additionally, hypothesis tests for covariance patterns, and for oneway equality
of covariances are now available in several ``test_cov`` functions.


Time-Series Analysis
--------------------

Expand Down Expand Up @@ -504,7 +564,7 @@ The following Pull Requests were merged since the last release:
- :pr:`6466`: MAINT: Replace Python 3.5 with 3.8 on Azure
- :pr:`6467`: MAINT: Update supported versions
- :pr:`6469`: MAINT: Fix future warnings
- :pr:`6470`: BUG: fix tukey-hsd for 1 pvalue
- :pr:`6470`: BUG: fix tukey-hsd for 1 pvalue
- :pr:`6471`: MAINT: Fix issue with ragged array
- :pr:`6473`: MAINT: Avoid future error
- :pr:`6474`: BLD: Use pip on Azure
Expand All @@ -520,8 +580,8 @@ The following Pull Requests were merged since the last release:
- :pr:`6514`: ENH: use GLM starting values for QIF
- :pr:`6515`: BUG: fix #6511
- :pr:`6518`: Fix simple typo: various
- :pr:`6520`: BUG: fix GAM for 1-dim exog_linear
- :pr:`6521`: REF/BUG: don't attach patsy constraint instance
- :pr:`6520`: BUG: fix GAM for 1-dim exog_linear
- :pr:`6521`: REF/BUG: don't attach patsy constraint instance
- :pr:`6528`: DOC: Bayesian estimation of SARIMAX using PyMC3 NUTS
- :pr:`6531`: DOC: fix typos
- :pr:`6534`: MAINT: Relax tolerance on test that occasionally fails
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