docs/source/index.rst
:hero: statistical models, hypothesis tests, and data exploration
.. image:: images/statsmodels-logo-v2-horizontal.svg :width: 50% :alt: statsmodels :align: left
:ref:statsmodels <about:About 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. The
package is released under the open source Modified BSD (3-clause) license.
The online documentation is hosted at statsmodels.org <https://www.statsmodels.org/>__.
statsmodels supports specifying models using R-style formulas and pandas DataFrames.
Here is a simple example using ordinary least squares:
.. ipython:: python
import numpy as np
import statsmodels.api as sm
import statsmodels.formula.api as smf
# Load data
dat = sm.datasets.get_rdataset("Guerry", "HistData").data
# Fit regression model (using the natural log of one of the regressors)
results = smf.ols('Lottery ~ Literacy + np.log(Pop1831)', data=dat).fit()
# Inspect the results
print(results.summary())
You can also use numpy arrays instead of formulas:
.. ipython:: python
import numpy as np
import statsmodels.api as sm
# Generate artificial data (2 regressors + constant)
nobs = 100
X = np.random.random((nobs, 2))
X = sm.add_constant(X)
beta = [1, .1, .5]
e = np.random.random(nobs)
y = np.dot(X, beta) + e
# Fit regression model
results = sm.OLS(y, X).fit()
# Inspect 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.
Please use following citation to cite statsmodels in scientific publications:
Seabold, Skipper, and Josef Perktold. "statsmodels: Econometric and statistical modeling with python. <https://proceedings.scipy.org/articles/proceedings-2010.pdf>_" Proceedings
of the 9th Python in Science Conference. 2010.
Bibtex entry::
@inproceedings{seabold2010statsmodels, title={statsmodels: Econometric and statistical modeling with python}, author={Seabold, Skipper and Perktold, Josef}, booktitle={9th Python in Science Conference}, year={2010}, }
.. toctree:: :maxdepth: 1
install gettingstarted user-guide examples/index api about dev/index release/index
:ref:genindex
:ref:modindex