statsmodels

Fit statsmodels regressions and run hypothesis tests and residual diagnostics.

21|2|Updated Dec 8, 2025
One-click install
npx skills add https://github.com/silverstein/claude-scientific-skills-desktop --skill statsmodels-silverstein
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: statsmodels
Source: https://github.com/silverstein/claude-scientific-skills-desktop/tree/main/corpus/statsmodels
Command: npx skills add https://github.com/silverstein/claude-scientific-skills-desktop --skill statsmodels-silverstein

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

This Skill helps you perform reliable statistical modeling and econometric analysis, turning raw data into interpretable estimates, uncertainty, and diagnostic checks.

Core Features & Use Cases

  • Regression across common statistical settings: Fit linear models (OLS/WLS/GLS), GLMs (logistic, Poisson, Gamma, etc.), discrete choice models, and time-series models like ARIMA/SARIMAX to match your outcome type.
  • Inference-ready outputs: Use hypothesis testing, confidence intervals, effect interpretation (including link-function aware interpretations), and model comparison via AIC/BIC and likelihood-ratio tests.
  • Assumption & quality diagnostics: Evaluate residual behavior, autocorrelation, heteroskedasticity, normality, and influence/outliers to validate model assumptions and robustness.

Quick Start

Use the statsmodels skill to fit a logistic regression for a binary outcome, then report odds ratios and run residual/assumption checks using the provided diagnostic guidance.

Frequently Asked Questions about statsmodels

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

FAQPage Schema
How do I run logistic regression and get odds ratios with proper diagnostic checks?

Fit a logistic regression by selecting the GLM family with a logit link, then extract odds ratios for interpretation and run residual diagnostics to validate model assumptions and robustness.

What's the best way to compare econometric models using AIC, BIC, and likelihood-ratio tests?

Compare econometric models by evaluating AIC and BIC metrics alongside likelihood-ratio tests, enabling you to select the best-fitting model for your continuous, binary, or count data outcomes.

Can I fit time-series models like ARIMA and check for autocorrelation and heteroskedasticity?

Yes, you can fit ARIMA and SARIMAX time-series models and evaluate residual behavior by running autocorrelation and heteroskedasticity checks to validate your model assumptions.

How do I choose the correct GLM family and link function for my data type?

Select the GLM family and link function by matching it to your outcome type, such as using Poisson for count data or Gamma for continuous outcomes, ensuring correct data preparation and intercept handling.

Why do my regression residuals fail normality tests and how do I interpret influence measures?

Regression residuals may fail normality tests due to outliers or misspecification; interpret influence measures and residual diagnostics to identify problematic data points and validate model robustness.

Does this approach support discrete choice models and weighted least squares regression?

Yes, the approach supports fitting discrete choice models alongside linear models including OLS, WLS, and GLS, providing inference-ready outputs with confidence intervals and hypothesis testing.