What problem does it solve?
Provide rigorous estimation, inference, and diagnostics for statistical models so analysts can make valid conclusions, compare specifications, and produce reproducible forecasts without ad-hoc scripting.
Core Features & Use Cases
- Modeling variety: OLS, WLS, GLS, quantile regression, mixed effects, GLMs (logit, Poisson, Gamma, Tweedie), discrete choice (logit, probit, MNLogit), count models (Poisson, Negative Binomial, ZIP/ZINB), and time series (ARIMA, SARIMAX, VAR, state space).
- Inference & diagnostics: Robust and cluster standard errors, marginal effects, hypothesis tests, residual and influence diagnostics, model comparison via AIC/BIC and likelihood-ratio tests, and forecast intervals.
- Practical workflows: Econometrics and policy inference, clinical/biostatistics modeling, count-data analysis, and time series forecasting with publication-ready tables and plots using the formula API.
Quick Start
Fit an OLS model with robust standard errors and produce a formatted coefficient table, p-values, confidence intervals, and residual diagnostics for the dataframe df with outcome y and predictors x1 and x2.