.. image:: images/statsmodels-logo-v2-horizontal.svg :width: 50% :alt: statsmodels :align: left :ref:`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 `__. Introduction ============ ``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. Citation ======== Please use following citation to cite statsmodels in scientific publications: Seabold, Skipper, and Josef Perktold. "`statsmodels: Econometric and statistical modeling with python. `_" *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 Index ===== :ref:`genindex` :ref:`modindex`