Statsmodels¶

Statsmodels is a Python module that allows users to explore data, estimate statistical models, and perform statistical tests. An extensive list of descriptive statistics, statistical tests, plotting functions, and result statistics are available for different types of data and each estimator. Researchers across fields may find that statsmodels fully meets their needs for statistical computing and data analysis in Python. Features include:

• Linear regression models
• Generalized linear models
• Discrete choice models
• Robust linear models
• Many models and functions for time series analysis
• Nonparametric estimators
• A collection of datasets for examples
• A wide range of statistical tests
• Input-output tools for producing tables in a number of formats (Text, LaTex, HTML) and for reading Stata files into NumPy and Pandas.
• Plotting functions
• Extensive unit tests to ensure correctness of results
• Many more models and extensions in development

Statsmodels runs on Python 2.5 through 3.2. To learn more about statsmodels have a look at our documentation.

Announcements¶

• Statsmodels 0.4.0 Release: A new major release was made on April 29, 2012. All users are encouraged to upgrade to this version.
• Google Summer of Code 2012: We have had four students accepted to the Google Summer of Code 2012. This is statsmodels fourth year of participation in GSoC and promises to be our best yet. You can follow progress on each student’s blog. The projects are Nonparametrics Econometrics, Systems of Equations, Empirical Likelihood Methods, and (Robust) Non-linear Models.