statsmodels

Fit OLS, GLM, discrete-choice, and time-series models with diagnostics and forecasts.

4|Updated Mar 2, 2026
One-click install
npx skills add https://github.com/shushuzn/Rairos --skill statsmodels-shushuzn
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: statsmodels
Source: https://github.com/shushuzn/Rairos/tree/main/skills/statsmodels
Command: npx skills add https://github.com/shushuzn/Rairos --skill statsmodels-shushuzn

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

It helps you choose the right statistical model and produce publication-ready inference, diagnostics, and forecasts without manually stitching together many ad-hoc steps.

Core Features & Use Cases

  • Statistical modeling & inference: Fit OLS/GLM/discrete-choice/time-series models and interpret coefficients with confidence intervals and hypothesis tests.
  • Diagnostics & validation: Test assumptions (heteroskedasticity, autocorrelation, normality/specification) and check influence/outliers to trust results.
  • Model comparison & forecasting: Compare models via AIC/BIC or likelihood-ratio logic and generate forecasts with prediction intervals for time-ordered data.

Quick Start

Use the statsmodels skill to fit an OLS model and return a summary with coefficients, p-values, R-squared, and residual diagnostics for your dataset.

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 robust standard errors and assumption checks?

Fit an OLS regression with robust standard errors and assumption checks by using built-in statistical APIs to estimate coefficients, calculate p-values, and run heteroskedasticity or normality diagnostics on your structured dataset.

What is the best way to generate time series forecasts with prediction intervals?

Generate time series forecasts with prediction intervals by fitting time-ordered models that provide robust estimation, standardized diagnostic testing, and future prediction uncertainty using established econometric APIs.

Can I use this for binary or count outcome modeling and causal-style inference?

Binary, count, and ordinal outcome modeling is fully supported for causal-style inference workflows, providing coefficient interpretation alongside confidence intervals and hypothesis testing for rigorous econometric analysis.

How do I compare multiple statistical models using AIC, BIC, or likelihood ratio tests?

Compare multiple statistical models using AIC, BIC, or likelihood-ratio logic to evaluate relative fit, guiding model selection by balancing statistical complexity against explanatory power for your structured data.

When should I check for autocorrelation and influence outliers in my regression model?

Check for autocorrelation and influence outliers during model diagnostics to validate underlying assumptions, ensuring your inference results are trustworthy before relying on the coefficients for publication-ready reporting.

Does this approach work for econometrics workflows requiring publication-ready inference?

This approach works for econometrics workflows requiring publication-ready inference by providing model selection guidance, robust estimation options, and standardized diagnostic testing without manually stitching together ad-hoc analytical steps.