diff --git a/docs/source/release/version0.12.rst b/docs/source/release/version0.12.rst index e98b8fa6be3..677636630fb 100644 --- a/docs/source/release/version0.12.rst +++ b/docs/source/release/version0.12.rst @@ -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 -------------------- @@ -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 @@ -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