【statsmodels】(进阶)(补全中)



2018年05月06日    Author:Guofei

文章归类: 0x41_统计模型    文章编号: 409

版权声明:本文作者是郭飞。转载随意,但需要标明原文链接,并通知本人
原文链接:https://www.guofei.site/2018/05/06/statsmodelsregression.html


对象一览(未整理)

Model Classes

OLS(endog[, exog, missing, hasconst])	A simple ordinary least squares model.
GLS(endog, exog[, sigma, missing, hasconst])	Generalized least squares model with a general covariance structure.
WLS(endog, exog[, weights, missing, hasconst])	A regression model with diagonal but non-identity covariance structure.
GLSAR(endog[, exog, rho, missing])	A regression model with an AR(p) covariance structure.
yule_walker(X[, order, method, df, inv, demean])	Estimate AR(p) parameters from a sequence X using Yule-Walker equation.
QuantReg(endog, exog, **kwargs)	Quantile Regression
RecursiveLS(endog, exog, **kwargs)	Recursive least squares

Results Classes


RegressionResults(model, params[, ...])	This class summarizes the fit of a linear regression model.
OLSResults(model, params[, ...])	Results class for for an OLS model.
QuantRegResults(model, params[, ...])	Results instance for the QuantReg model
RecursiveLSResults(model, params, filter_results)	Class to hold results from fitting a recursive least squares model.

其它重要模型(未整理)

https://www.statsmodels.org/stable/examples/index.html

Generalized Linear Models

smf.glm smf.GLM

Generalized Estimating Equations

smf.gee smf.GEE

Robust Linear Models

smf.rlm

Regression with Discrete Dependent Variable

sm.Logit

ANOVA

moore_lm = ols('conformity ~ C(fcategory, Sum)*C(partner_status, Sum)',data=data).fit()
table = sm.stats.anova_lm(moore_lm, typ=2) # Type 2 ANOVA DataFrame

Time Series analysis tsa

Time Series Analysis by State Space Methods statespace

Methods for Survival and Duration Analysis

Statistics stats

这里面很多假设检验模型

Nonparametric Methods nonparametric

Generalized Method of Moments gmm

Contingency tables

Multiple Imputation with Chained Equations

Multivariate Statistics multivariate

Empirical Likelihood emplike

Other Models miscmodels

Distributions

Graphics

有几个画图功能还不错

Input-Output iolib

Tools

The Datasets Package

Sandbox


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