statsmodels

Estimate and diagnose statistical models using statsmodels APIs.

1|Updated Apr 4, 2026
One-click install
npx skills add https://github.com/m0at/claudemd --skill statsmodels-m0at
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: statsmodels
Source: https://github.com/m0at/claudemd/tree/main/skills/statsmodels
Command: npx skills add https://github.com/m0at/claudemd --skill statsmodels-m0at

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

Statsmodels provides a comprehensive, Python-based toolkit for rigorous statistical modeling, estimation, inference, and diagnostics across a wide range of model families, helping analysts and researchers obtain reliable results without building models from scratch.

Core Features & Use Cases

  • Regression modeling (OLS, WLS, GLS, GLSAR, Quantile Regression) with diagnostics
  • Generalized Linear Models (GLM) for non-normal outcomes
  • Discrete choice and counting models (Logit, Probit, Poisson, NB, ZIP/ZINB, MNLogit)
  • Time series analysis (ARIMA, SARIMAX, VAR, VARMAX, state-space)
  • Hypothesis testing and diagnostic tools (Heteroskedasticity, autocorrelation, normality, influence)
  • Formula API for R-style modeling and easy specification

Quick Start

Install Statsmodels and run a simple OLS example to fit y ~ X with an intercept and inspect the results.

Frequently Asked Questions about statsmodels

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I run OLS regression with heteroskedasticity and autocorrelation diagnostics in Python?

Run OLS regression by fitting y ~ X with an intercept, then apply heteroskedasticity and autocorrelation checks using built-in diagnostic utilities to validate model assumptions and ensure reliable inference.

What's the best way to model non-normal outcome variables using Generalized Linear Models?

Use Generalized Linear Models (GLM) to model non-normal outcomes, applying the Formula API for R-style easy specification to estimate parameters and run hypothesis tests across diverse distributions.

Can I fit ARIMA and SARIMAX models for time-series analysis with this statistical modeling approach?

Yes, you can fit ARIMA and SARIMAX models for time-series analysis, alongside VAR and state-space models, to forecast temporal data and run diagnostics on residuals.

Does this toolkit support discrete choice and counting models like Logit and Poisson?

Yes, it supports discrete choice and counting models including Logit, Probit, Poisson, Negative Binomial, and zero-inflated variants for analyzing categorical decisions and count data.

How do I use the Formula API for R-style modeling and easy specification?

Use the Formula API to specify statistical models using R-style syntax, enabling rapid definition of regression and GLM relationships between variables without manual matrix construction.

What are the limitations of using statsmodels for econometrics versus building models from scratch?

Statsmodels provides comprehensive estimation and inference across diverse model families, reducing the need to build models from scratch, though it requires robust access to core APIs for proper implementation.