.. 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`