alterlab-statsmodels

What problem does it solve?

Statsmodels provides a comprehensive Python toolkit for statistical modeling, estimation, and inference, enabling researchers to specify and diagnose a wide range of models from linear regression to time-series.

Core Features & Use Cases

• OLS, WLS, GLS, GLSAR, Quantile Regression, and Mixed Effects for continuous outcomes with diagnostics.
• Generalized Linear Models (Binomial, Poisson, Gamma, etc.), discrete choice, and time-series models with forecasting and diagnostics.
• Time Series analysis (ARIMA, SARIMAX, VAR, Exponential Smoothing) with forecasting, residual analysis, and model evaluation.
• Model selection, hypothesis testing, and robust covariance matrices; comprehensive reference materials in references/ for deeper topics.

Quick Start

Fit your first model (e.g., OLS) using statsmodels with a few lines, then inspect the summary and residuals.