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Welcome to Statsmodels’s Documentation

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 avalable for each estimator. The results are tested against existing statistical packages to ensure that they are correct. The package is released under the open source Modified BSD (3-clause) license. The online documentation is hosted at sourceforge.

Getting Started

Get the data, run the estimation, and look at the results. For example, here is a minimal ordinary least squares example

import numpy as np
import statsmodels.api as sm

# get data
nsample = 100
x = np.linspace(0,10, 100)
X = sm.add_constant(np.column_stack((x, x**2)))
beta = np.array([1, 0.1, 10])
y = np.dot(X, beta) + np.random.normal(size=nsample)

# run the regression
results = sm.OLS(y, X).fit()

# look at the results
print results.summary()

Have a look at dir(results) to see available results. Attributes are described in results.__doc__ and results methods have their own docstrings.

Table of Contents

Indices and tables

Download

This documentation is for the 0.4.2 release. You can install it with:

easy_install -U statsmodels

Or get it from the Python Package Index. Documentation for the current development version is here.

Participate

Join the Google Group:

Grab the souce from Github. Report bugs to the Issue Tracker. Have a look at our Developer and Get Involved Pages.

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