statsmodels

Fit OLS, GLM, ARIMA, and VAR models with statsmodels.

1|Updated Jan 14, 2026
One-click install
npx skills add https://github.com/Sologa/codex-pipeline --skill statsmodels-sologa
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: statsmodels
Source: https://github.com/Sologa/codex-pipeline/tree/main/.codex/skills/statsmodels
Command: npx skills add https://github.com/Sologa/codex-pipeline --skill statsmodels-sologa

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

This Skill provides a comprehensive suite of statistical models and diagnostic tools for rigorous data analysis, hypothesis testing, and inference.

Core Features & Use Cases

  • Statistical Modeling: Fit linear models (OLS, WLS), generalized linear models (GLM), discrete choice models (Logit, Poisson), and time series models (ARIMA, VAR).
  • Inference & Diagnostics: Perform hypothesis tests, check model assumptions, detect outliers, and generate publication-ready tables.
  • Use Case: Analyze economic data using regression models, test hypotheses about treatment effects, or forecast future trends with time series analysis.

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 run OLS regression and hypothesis testing in Python?

You can fit OLS regression models and perform hypothesis testing in Python by using the statsmodels library, which generates detailed diagnostic tables and robust inference results for your data.

Can I use Python for time series forecasting with ARIMA models?

Yes, you can perform time series forecasting with ARIMA and VAR models in Python using statsmodels, which supports fitting, diagnosing, and validating temporal patterns in your time series data.

What's the difference between statsmodels and other Python statistics libraries?

Statsmodels focuses on rigorous econometrics and inference, offering publication-ready tables, extensive diagnostic checks, and specialized models like discrete choice and generalized linear models for advanced data analysis.

How do I model discrete choice data like Poisson or Logit in Python?

To model discrete choice data, use statsmodels in Python to fit Logit or Poisson models, enabling you to analyze categorical outcomes and count data with robust statistical inference.

Do I need any specific dependencies to run generalized linear models (GLM)?

No external dependencies are required beyond the base environment to fit generalized linear models (GLM), as the statsmodels library operates independently to perform statistical modeling and inference.

When should I use robust inference and diagnostic checks for regression analysis?

You should use robust inference and diagnostic checks during regression analysis when testing model assumptions, detecting outliers, or validating treatment effects to ensure your econometric conclusions are statistically rigorous.