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