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statsmodels.org Statistics Data Analysis Econometrics Python Libraries

Statsmodels is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration. An extensive list of result statistics are available for each estimator. The results are tested against existing statistical packages to ensure that they are correct.

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Founded in

2009

Supported Languages

English, etc

Website Key Features

Linear Regression Models

Supports ordinary least squares, weighted least squares, generalized least squares, and more.

Time Series Analysis

Includes tools for ARIMA, seasonal decomposition, and state space models.

Generalized Linear Models

Supports models like logistic regression, Poisson regression, and more.

Robust Linear Models

Provides robust fitting methods for linear models.

Nonparametric Methods

Includes kernel density estimation and kernel regression.

Datasets

Comes with a variety of datasets for examples and testing.

Statistical Tests

Offers a wide range of statistical tests including t-tests, ANOVA, and more.

Plotting

Integrated plotting functions for visual data analysis.

Extensive Documentation

Detailed documentation and examples for all features.

Community Support

Active community and mailing list for support and discussions.

Additional information

License

Open-source, BSD licensed.

Dependencies

Requires NumPy, SciPy, Pandas, and Patsy.

Integration

Seamlessly integrates with Pandas for data manipulation and analysis.

Performance

Optimized for performance with large datasets.

Contributing

Encourages contributions from the community, with guidelines available for contributors.

Version Control

Uses Git for version control, hosted on GitHub.

Compatibility

Compatible with Python 3.6 and above.

Development Status

Actively developed and maintained.

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