statsmodels

Fit OLS, GLM, time series, and discrete choice models in Python.

Updated Mar 15, 2026
One-click install
npx skills add https://github.com/sagunkayastha/claude_skills_collection --skill statsmodels-sagunkayastha
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: statsmodels
Source: https://github.com/sagunkayastha/claude_skills_collection/tree/main/machine-learning-ai/statsmodels
Command: npx skills add https://github.com/sagunkayastha/claude_skills_collection --skill statsmodels-sagunkayastha

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

This Skill provides a comprehensive toolkit for rigorous statistical modeling, enabling users to perform complex analyses, test hypotheses, and derive meaningful insights from data.

Core Features & Use Cases

  • Statistical Modeling: Fit OLS, GLM, time series, discrete choice, and mixed-effects models.
  • Inference & Diagnostics: Conduct hypothesis tests, check model assumptions, and assess goodness-of-fit.
  • Use Case: Analyze economic data to understand the impact of policy changes, build predictive models for financial markets, or conduct clinical trial analysis with robust statistical rigor.

Quick Start

Use the statsmodels skill to fit an OLS regression model with 'y' as the dependent variable and 'x1', 'x2' as independent variables.

Frequently Asked Questions about statsmodels

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

FAQPage Schema
How do I perform regression analysis with robust standard errors in Python?

Perform regression analysis and calculate robust standard errors by fitting OLS or GLM models. This statistical modeling approach provides reliable inference and detailed diagnostics for hypothesis testing.

Can I use R-style formulas to specify regression models for econometric analysis?

R-style formulas specify regression models for econometric analysis by defining dependent and independent variables directly. This syntax fitting method streamlines statistical modeling workflows and outputs detailed estimation results.

What is the best way to build time series forecasting models for financial data?

Build time series forecasting models for financial data by applying advanced statistical estimation techniques. This inference process analyzes temporal patterns and outputs predictive models with detailed goodness-of-fit diagnostics.

Does this statistical modeling approach support discrete choice and mixed-effects models?

This statistical modeling approach supports discrete choice and mixed-effects models. It fits complex datasets to estimate parameters and outputs detailed statistical tests for rigorous hypothesis inference.

How do I check model assumptions and assess goodness-of-fit after fitting a GLM model?

Check model assumptions and assess goodness-of-fit after fitting a GLM model by running built-in diagnostics. This inference step validates statistical reliability and outputs detailed tests to verify the modeling results.