Statsmodels 官方文档

Distributions

ACSkewT_gen.cdf()

ACSkewT_gen.entropy()

ACSkewT_gen.expect()

ACSkewT_gen.fit()

ACSkewT_gen.fit_loc_scale()

ACSkewT_gen.freeze()

ACSkewT_gen.interval()

ACSkewT_gen.isf()

ACSkewT_gen.logcdf()

ACSkewT_gen.logpdf()

ACSkewT_gen.logsf()

ACSkewT_gen.mean()

ACSkewT_gen.median()

ACSkewT_gen.moment()

ACSkewT_gen.nnlf()

ACSkewT_gen.pdf()

ACSkewT_gen.ppf()

ACSkewT_gen.rvs()

ACSkewT_gen.sf()

ACSkewT_gen.stats()

ACSkewT_gen.std()

ACSkewT_gen.var()

distributions.empirical_distribution.ECDF()

distributions.empirical_distribution.monotone_fn_inverter()

distributions.empirical_distribution.StepFunction()

ExpTransf_gen.cdf()

ExpTransf_gen.entropy()

ExpTransf_gen.expect()

ExpTransf_gen.fit()

ExpTransf_gen.fit_loc_scale()

ExpTransf_gen.freeze()

ExpTransf_gen.interval()

ExpTransf_gen.isf()

ExpTransf_gen.logcdf()

ExpTransf_gen.logpdf()

ExpTransf_gen.logsf()

ExpTransf_gen.mean()

ExpTransf_gen.median()

ExpTransf_gen.moment()

ExpTransf_gen.nnlf()

ExpTransf_gen.pdf()

ExpTransf_gen.ppf()

ExpTransf_gen.rvs()

ExpTransf_gen.sf()

ExpTransf_gen.stats()

ExpTransf_gen.std()

ExpTransf_gen.var()

LogTransf_gen.cdf()

LogTransf_gen.entropy()

LogTransf_gen.expect()

LogTransf_gen.fit()

LogTransf_gen.fit_loc_scale()

LogTransf_gen.freeze()

LogTransf_gen.interval()

LogTransf_gen.isf()

LogTransf_gen.logcdf()

LogTransf_gen.logpdf()

LogTransf_gen.logsf()

LogTransf_gen.mean()

LogTransf_gen.median()

LogTransf_gen.moment()

LogTransf_gen.nnlf()

LogTransf_gen.pdf()

LogTransf_gen.ppf()

LogTransf_gen.rvs()

LogTransf_gen.sf()

LogTransf_gen.stats()

LogTransf_gen.std()

LogTransf_gen.var()

NormExpan_gen.cdf()

NormExpan_gen.entropy()

NormExpan_gen.expect()

NormExpan_gen.fit()

NormExpan_gen.fit_loc_scale()

NormExpan_gen.freeze()

NormExpan_gen.interval()

NormExpan_gen.isf()

NormExpan_gen.logcdf()

NormExpan_gen.logpdf()

NormExpan_gen.logsf()

NormExpan_gen.mean()

NormExpan_gen.median()

NormExpan_gen.moment()

NormExpan_gen.nnlf()

NormExpan_gen.pdf()

NormExpan_gen.ppf()

NormExpan_gen.rvs()

NormExpan_gen.sf()

NormExpan_gen.stats()

NormExpan_gen.std()

NormExpan_gen.var()

sandbox.distributions.extras.ACSkewT_gen

sandbox.distributions.extras.mvnormcdf()

sandbox.distributions.extras.mvstdnormcdf()

sandbox.distributions.extras.NormExpan_gen()

sandbox.distributions.extras.pdf_moments()

sandbox.distributions.extras.pdf_moments_st()

sandbox.distributions.extras.pdf_mvsk()

sandbox.distributions.extras.skewnorm2

sandbox.distributions.extras.SkewNorm2_gen()

sandbox.distributions.extras.SkewNorm_gen

sandbox.distributions.transformed.absnormalg

sandbox.distributions.transformed.ExpTransf_gen()

sandbox.distributions.transformed.invdnormalg

sandbox.distributions.transformed.loggammaexpg

sandbox.distributions.transformed.lognormalg

sandbox.distributions.transformed.LogTransf_gen()

sandbox.distributions.transformed.negsquarenormalg

sandbox.distributions.transformed.SquareFunc

sandbox.distributions.transformed.squarenormalg

sandbox.distributions.transformed.squaretg

sandbox.distributions.transformed.TransfTwo_gen()

sandbox.distributions.transformed.Transf_gen()

SkewNorm2_gen.cdf()

SkewNorm2_gen.entropy()

SkewNorm2_gen.expect()

SkewNorm2_gen.fit()

SkewNorm2_gen.fit_loc_scale()

SkewNorm2_gen.freeze()

SkewNorm2_gen.interval()

SkewNorm2_gen.isf()

SkewNorm2_gen.logcdf()

SkewNorm2_gen.logpdf()

SkewNorm2_gen.logsf()

SkewNorm2_gen.mean()

SkewNorm2_gen.median()

SkewNorm2_gen.moment()

SkewNorm2_gen.nnlf()

SkewNorm2_gen.pdf()

SkewNorm2_gen.ppf()

SkewNorm2_gen.rvs()

SkewNorm2_gen.sf()

SkewNorm2_gen.stats()

SkewNorm2_gen.std()

SkewNorm2_gen.var()

SkewNorm_gen.cdf()

SkewNorm_gen.entropy()

SkewNorm_gen.expect()

SkewNorm_gen.fit()

SkewNorm_gen.fit_loc_scale()

SkewNorm_gen.freeze()

SkewNorm_gen.interval()

SkewNorm_gen.isf()

SkewNorm_gen.logcdf()

SkewNorm_gen.logpdf()

SkewNorm_gen.logsf()

SkewNorm_gen.mean()

SkewNorm_gen.median()

SkewNorm_gen.moment()

SkewNorm_gen.nnlf()

SkewNorm_gen.pdf()

SkewNorm_gen.ppf()

SkewNorm_gen.rvs()

SkewNorm_gen.sf()

SkewNorm_gen.stats()

SkewNorm_gen.std()

SkewNorm_gen.var()

SquareFunc.derivminus()

SquareFunc.derivplus()

SquareFunc.inverseminus()

SquareFunc.inverseplus()

SquareFunc.squarefunc()

TransfTwo_gen.cdf()

TransfTwo_gen.entropy()

TransfTwo_gen.expect()

TransfTwo_gen.fit()

TransfTwo_gen.fit_loc_scale()

TransfTwo_gen.freeze()

TransfTwo_gen.interval()

TransfTwo_gen.isf()

TransfTwo_gen.logcdf()

TransfTwo_gen.logpdf()

TransfTwo_gen.logsf()

TransfTwo_gen.mean()

TransfTwo_gen.median()

TransfTwo_gen.moment()

TransfTwo_gen.nnlf()

TransfTwo_gen.pdf()

TransfTwo_gen.ppf()

TransfTwo_gen.rvs()

TransfTwo_gen.sf()

TransfTwo_gen.stats()

TransfTwo_gen.std()

TransfTwo_gen.var()

Transf_gen.cdf()

Transf_gen.entropy()

Transf_gen.expect()

Transf_gen.fit()

Transf_gen.fit_loc_scale()

Transf_gen.freeze()

Transf_gen.interval()

Transf_gen.isf()

Transf_gen.logcdf()

Transf_gen.logpdf()

Transf_gen.logsf()

Transf_gen.mean()

Transf_gen.median()

Transf_gen.moment()

Transf_gen.nnlf()

Transf_gen.pdf()

Transf_gen.ppf()

Transf_gen.rvs()

Transf_gen.sf()

Transf_gen.stats()

Transf_gen.std()

Transf_gen.var()

Robust Linear Models

AndrewWave.psi()

AndrewWave.psi_deriv()

AndrewWave.rho()

AndrewWave.weights()

Hampel.psi()

Hampel.psi_deriv()

Hampel.rho()

Hampel.weights()

HuberT.psi()

HuberT.psi_deriv()

HuberT.rho()

HuberT.weights()

LeastSquares.psi()

LeastSquares.psi_deriv()

LeastSquares.rho()

LeastSquares.weights()

RamsayE.psi()

RamsayE.psi_deriv()

RamsayE.rho()

RamsayE.weights()

RLM.deviance()

RLM.fit()

RLM.from_formula()

RLM.hessian()

RLM.information()

RLM.initialize()

RLM.loglike()

RLM.predict()

RLM.score()

RLMResults.bcov_scaled()

RLMResults.bcov_unscaled()

RLMResults.bse()

RLMResults.chisq()

RLMResults.conf_int()

RLMResults.cov_params()

RLMResults.fittedvalues()

RLMResults.f_test()

RLMResults.initialize()

RLMResults.llf()

RLMResults.load()

RLMResults.normalized_cov_params()

RLMResults.predict()

RLMResults.pvalues()

RLMResults.remove_data()

RLMResults.resid()

RLMResults.save()

RLMResults.sresid()

RLMResults.summary()

RLMResults.summary2()

RLMResults.tvalues()

RLMResults.t_test()

RLMResults.wald_test()

RLMResults.wald_test_terms()

RLMResults.weights()

robust.norms.AndrewWave()

robust.norms.estimate_location()

robust.norms.Hampel()

robust.norms.HuberT()

robust.norms.LeastSquares

robust.norms.RamsayE()

robust.norms.RobustNorm

robust.norms.TrimmedMean()

robust.norms.TukeyBiweight()

robust.robust_linear_model.RLM()

robust.robust_linear_model.RLMResults()

robust.scale.Huber()

robust.scale.HuberScale()

robust.scale.hubers_scale

robust.scale.mad()

RobustNorm.psi()

RobustNorm.psi_deriv()

RobustNorm.rho()

RobustNorm.weights()

TrimmedMean.psi()

TrimmedMean.psi_deriv()

TrimmedMean.rho()

TrimmedMean.weights()

TukeyBiweight.psi()

TukeyBiweight.psi_deriv()

TukeyBiweight.rho()

TukeyBiweight.weights()

Time Series analysis

AR.fit()

AR.from_formula()

AR.hessian()

AR.information()

AR.initialize()

AR.loglike()

AR.predict()

AR.score()

AR.select_order()

ARIMA.fit()

ARIMA.from_formula()

ARIMA.geterrors()

ARIMA.hessian()

ARIMA.information()

ARIMA.initialize()

ARIMA.loglike()

ARIMA.loglike_css()

ARIMA.loglike_kalman()

ARIMA.predict()

ARIMA.score()

ARIMAResults.aic()

ARIMAResults.arfreq()

ARIMAResults.arparams()

ARIMAResults.arroots()

ARIMAResults.bic()

ARIMAResults.bse()

ARIMAResults.conf_int()

ARIMAResults.cov_params()

ARIMAResults.fittedvalues()

ARIMAResults.forecast()

ARIMAResults.f_test()

ARIMAResults.hqic()

ARIMAResults.initialize()

ARIMAResults.llf()

ARIMAResults.load()

ARIMAResults.mafreq()

ARIMAResults.maparams()

ARIMAResults.maroots()

ARIMAResults.normalized_cov_params()

ARIMAResults.plot_predict()

ARIMAResults.predict()

ARIMAResults.pvalues()

ARIMAResults.remove_data()

ARIMAResults.resid()

ARIMAResults.save()

ARIMAResults.summary()

ARIMAResults.summary2()

ARIMAResults.tvalues()

ARIMAResults.t_test()

ARIMAResults.wald_test()

ARIMAResults.wald_test_terms()

ARMA.fit()

ARMA.from_formula()

ARMA.geterrors()

ARMA.hessian()

ARMA.information()

ARMA.initialize()

ARMA.loglike()

ARMA.loglike_css()

ARMA.loglike_kalman()

ARMA.predict()

ARMA.score()

ArmaFft.acf()

ArmaFft.acf2spdfreq()

ArmaFft.acovf()

ArmaFft.arma2ar()

ArmaFft.arma2ma()

ArmaFft.fftar()

ArmaFft.fftarma()

ArmaFft.fftma()

ArmaFft.filter()

ArmaFft.filter2()

ArmaFft.from_coeffs()

ArmaFft.from_estimation()

ArmaFft.generate_sample()

ArmaFft.impulse_response()

ArmaFft.invertroots()

ArmaFft.invpowerspd()

ArmaFft.pacf()

ArmaFft.pad()

ArmaFft.padarr()

ArmaFft.periodogram()

ArmaFft.plot4()

ArmaFft.spd()

ArmaFft.spddirect()

ArmaFft.spdmapoly()

ArmaFft.spdpoly()

ArmaFft.spdroots()

ArmaFft.spdroots_()

ArmaFft.spdshift()

ArmaProcess.acf()

ArmaProcess.acovf()

ArmaProcess.arma2ar()

ArmaProcess.arma2ma()

ArmaProcess.from_coeffs()

ArmaProcess.from_estimation()

ArmaProcess.generate_sample()

ArmaProcess.impulse_response()

ArmaProcess.invertroots()

ArmaProcess.pacf()

ArmaProcess.periodogram()

ARMAResults.aic()

ARMAResults.arfreq()

ARMAResults.arparams()

ARMAResults.arroots()

ARMAResults.bic()

ARMAResults.bse()

ARMAResults.conf_int()

ARMAResults.cov_params()

ARMAResults.fittedvalues()

ARMAResults.forecast()

ARMAResults.f_test()

ARMAResults.hqic()

ARMAResults.initialize()

ARMAResults.llf()

ARMAResults.load()

ARMAResults.mafreq()

ARMAResults.maparams()

ARMAResults.maroots()

ARMAResults.normalized_cov_params()

ARMAResults.plot_predict()

ARMAResults.predict()

ARMAResults.pvalues()

ARMAResults.remove_data()

ARMAResults.resid()

ARMAResults.save()

ARMAResults.summary()

ARMAResults.summary2()

ARMAResults.tvalues()

ARMAResults.t_test()

ARMAResults.wald_test()

ARMAResults.wald_test_terms()

ARResults.aic()

ARResults.bic()

ARResults.bse()

ARResults.conf_int()

ARResults.cov_params()

ARResults.fittedvalues()

ARResults.fpe()

ARResults.f_test()

ARResults.hqic()

ARResults.initialize()

ARResults.llf()

ARResults.load()

ARResults.normalized_cov_params()

ARResults.predict()

ARResults.pvalues()

ARResults.remove_data()

ARResults.resid()

ARResults.roots()

ARResults.save()

ARResults.scale()

ARResults.sigma2()

ARResults.summary()

ARResults.tvalues()

ARResults.t_test()

ARResults.wald_test()

ARResults.wald_test_terms()

DynamicVAR.coefs()

DynamicVAR.equations()

DynamicVAR.forecast()

DynamicVAR.plot_forecast()

DynamicVAR.r2()

DynamicVAR.resid()

DynamicVAR.T()

FEVD.cov()

FEVD.plot()

FEVD.summary()

IRAnalysis.cov()

IRAnalysis.cum_effect_cov()

IRAnalysis.cum_effect_stderr()

IRAnalysis.cum_errband_mc()

IRAnalysis.errband_mc()

IRAnalysis.err_band_sz1()

IRAnalysis.err_band_sz2()

IRAnalysis.err_band_sz3()

IRAnalysis.fevd_table()

IRAnalysis.G()

IRAnalysis.H()

IRAnalysis.lr_effect_cov()

IRAnalysis.lr_effect_stderr()

IRAnalysis.plot()

IRAnalysis.plot_cum_effects()

IRAnalysis.stderr()

KalmanFilter.geterrors()

KalmanFilter.loglike()

KalmanFilter.R()

KalmanFilter.T()

KalmanFilter.Z()

MarkovAutoregression.filter()

MarkovAutoregression.fit()

MarkovAutoregression.from_formula()

MarkovAutoregression.hessian()

MarkovAutoregression.information()

MarkovAutoregression.initialize()

MarkovAutoregression.initialize_known()

MarkovAutoregression.initialize_steady_state()

MarkovAutoregression.initial_probabilities()

MarkovAutoregression.loglike()

MarkovAutoregression.loglikeobs()

MarkovAutoregression.predict()

MarkovAutoregression.predict_conditional()

MarkovAutoregression.regime_transition_matrix()

MarkovAutoregression.score()

MarkovAutoregression.score_obs()

MarkovAutoregression.smooth()

MarkovAutoregression.transform_params()

MarkovAutoregression.untransform_params()

MarkovRegression.filter()

MarkovRegression.fit()

MarkovRegression.from_formula()

MarkovRegression.hessian()

MarkovRegression.information()

MarkovRegression.initialize()

MarkovRegression.initialize_known()

MarkovRegression.initialize_steady_state()

MarkovRegression.initial_probabilities()

MarkovRegression.loglike()

MarkovRegression.loglikeobs()

MarkovRegression.predict()

MarkovRegression.predict_conditional()

MarkovRegression.regime_transition_matrix()

MarkovRegression.score()

MarkovRegression.score_obs()

MarkovRegression.smooth()

MarkovRegression.transform_params()

MarkovRegression.untransform_params()

sandbox.tsa.fftarma.ArmaFft()

tsa.arima_model.ARIMA()

tsa.arima_model.ARIMAResults()

tsa.arima_model.ARMA()

tsa.arima_model.ARMAResults()

tsa.arima_process.ar2arma()

tsa.arima_process.arma2ar()

tsa.arima_process.arma2ma()

tsa.arima_process.ArmaProcess()

tsa.arima_process.arma_acf()

tsa.arima_process.arma_acovf()

tsa.arima_process.arma_generate_sample()

tsa.arima_process.arma_impulse_response()

tsa.arima_process.arma_pacf()

tsa.arima_process.arma_periodogram()

tsa.arima_process.deconvolve()

tsa.arima_process.index2lpol()

tsa.arima_process.lpol2index()

tsa.arima_process.lpol_fiar()

tsa.arima_process.lpol_fima()

tsa.arima_process.lpol_sdiff()

tsa.ar_model.AR()

tsa.ar_model.ARResults()

tsa.filters.bk_filter.bkfilter()

tsa.filters.cf_filter.cffilter()

tsa.filters.filtertools.convolution_filter()

tsa.filters.filtertools.fftconvolve3()

tsa.filters.filtertools.fftconvolveinv()

tsa.filters.filtertools.miso_lfilter()

tsa.filters.filtertools.recursive_filter()

tsa.filters.hp_filter.hpfilter()

tsa.interp.denton.dentonm()

tsa.kalmanf.kalmanfilter.KalmanFilter

tsa.regime_switching.markov_autoregression.MarkovAutoregression()

tsa.regime_switching.markov_regression.MarkovRegression()

tsa.seasonal.seasonal_decompose()

tsa.stattools.acf()

tsa.stattools.acovf()

tsa.stattools.adfuller()

tsa.stattools.arma_order_select_ic()

tsa.stattools.bds()

tsa.stattools.ccf()

tsa.stattools.ccovf()

tsa.stattools.coint()

tsa.stattools.grangercausalitytests()

tsa.stattools.kpss()

tsa.stattools.levinson_durbin()

tsa.stattools.pacf()

tsa.stattools.pacf_ols()

tsa.stattools.pacf_yw()

tsa.stattools.periodogram()

tsa.stattools.q_stat()

tsa.tsatools.add_trend()

tsa.tsatools.detrend()

tsa.tsatools.lagmat()

tsa.tsatools.lagmat2ds()

tsa.varma_process.VarmaPoly()

tsa.vector_ar.dynamic.DynamicVAR()

tsa.vector_ar.irf.IRAnalysis()

tsa.vector_ar.var_model.FEVD()

tsa.vector_ar.var_model.VAR()

tsa.vector_ar.var_model.VARProcess()

tsa.vector_ar.var_model.VARResults()

tsa.x13.x13_arima_analysis()

tsa.x13.x13_arima_select_order()

VAR.fit()

VAR.from_formula()

VAR.hessian()

VAR.information()

VAR.initialize()

VAR.loglike()

VAR.predict()

VAR.score()

VAR.select_order()

VarmaPoly.getisinvertible()

VarmaPoly.getisstationary()

VarmaPoly.hstack()

VarmaPoly.hstackarma_minus1()

VarmaPoly.reduceform()

VarmaPoly.stacksquare()

VarmaPoly.vstack()

VarmaPoly.vstackarma_minus1()

VARProcess.acf()

VARProcess.acorr()

VARProcess.forecast()

VARProcess.forecast_cov()

VARProcess.forecast_interval()

VARProcess.get_eq_index()

VARProcess.is_stable()

VARProcess.long_run_effects()

VARProcess.ma_rep()

VARProcess.mean()

VARProcess.mse()

VARProcess.orth_ma_rep()

VARProcess.plotsim()

VARProcess.plot_acorr()

VARResults.acf()

VARResults.acorr()

VARResults.bse()

VARResults.cov_params()

VARResults.cov_ybar()

VARResults.detomega()

VARResults.fevd()

VARResults.fittedvalues()

VARResults.forecast()

VARResults.forecast_cov()

VARResults.forecast_interval()

VARResults.get_eq_index()

VARResults.info_criteria()

VARResults.irf()

VARResults.irf_errband_mc()

VARResults.irf_resim()

VARResults.is_stable()

VARResults.llf()

VARResults.long_run_effects()

VARResults.ma_rep()

VARResults.mean()

VARResults.mse()

VARResults.orth_ma_rep()

VARResults.plot()

VARResults.plotsim()

VARResults.plot_acorr()

VARResults.plot_forecast()

VARResults.plot_sample_acorr()

VARResults.pvalues()

VARResults.reorder()

VARResults.resid()

VARResults.resid_acorr()

VARResults.resid_acov()

VARResults.resid_corr()

VARResults.roots()

VARResults.sample_acorr()

VARResults.sample_acov()

VARResults.sigma_u_mle()

VARResults.stderr()

VARResults.summary()

VARResults.test_causality()

VARResults.test_normality()

VARResults.test_whiteness()

VARResults.tvalues()

MarkovAutoregression.filter()

MarkovAutoregression.fit()

MarkovAutoregression.from_formula()

MarkovAutoregression.hessian()

MarkovAutoregression.information()

MarkovAutoregression.initialize()

MarkovAutoregression.initialize_known()

MarkovAutoregression.initialize_steady_state()

MarkovAutoregression.initial_probabilities()

MarkovAutoregression.loglike()

MarkovAutoregression.loglikeobs()

MarkovAutoregression.predict()

MarkovAutoregression.predict_conditional()

MarkovAutoregression.regime_transition_matrix()

MarkovAutoregression.score()

MarkovAutoregression.score_obs()

MarkovAutoregression.smooth()

MarkovAutoregression.transform_params()

MarkovAutoregression.untransform_params()

MarkovRegression.from_formula()

MarkovRegression.information()

MarkovRegression.initialize_known()

MarkovRegression.initialize_steady_state()

MarkovRegression.initial_probabilities()

MarkovRegression.predict_conditional()

MarkovRegression.regime_transition_matrix()

MarkovRegression.transform_params()

MarkovRegression.untransform_params()

Generalized Estimating Equations

Autoregressive.covariance_matrix()

Autoregressive.covariance_matrix_solve()

Autoregressive.initialize()

Autoregressive.summary()

Autoregressive.update()

CovStruct.covariance_matrix()

CovStruct.covariance_matrix_solve()

CovStruct.initialize()

CovStruct.summary()

CovStruct.update()

Exchangeable.covariance_matrix()

Exchangeable.covariance_matrix_solve()

Exchangeable.initialize()

Exchangeable.summary()

Exchangeable.update()

GEE.cluster_list()

GEE.estimate_scale()

GEE.fit()

GEE.from_formula()

GEE.mean_deriv()

GEE.mean_deriv_exog()

GEE.predict()

GEE.update_cached_means()

GEEMargins.conf_int()

GEEMargins.get_margeff()

GEEMargins.pvalues()

GEEMargins.summary()

GEEMargins.summary_frame()

GEEMargins.tvalues()

GEEResults.bse()

GEEResults.centered_resid()

GEEResults.conf_int()

GEEResults.cov_params()

GEEResults.fittedvalues()

GEEResults.f_test()

GEEResults.get_margeff()

GEEResults.initialize()

GEEResults.llf()

GEEResults.load()

GEEResults.normalized_cov_params()

GEEResults.params_sensitivity()

GEEResults.plot_added_variable()

GEEResults.plot_ceres_residuals()

GEEResults.plot_isotropic_dependence()

GEEResults.plot_partial_residuals()

GEEResults.predict()

GEEResults.pvalues()

GEEResults.remove_data()

GEEResults.resid()

GEEResults.resid_anscombe()

GEEResults.resid_centered()

GEEResults.resid_centered_split()

GEEResults.resid_deviance()

GEEResults.resid_pearson()

GEEResults.resid_response()

GEEResults.resid_split()

GEEResults.resid_working()

GEEResults.save()

GEEResults.sensitivity_params()

GEEResults.split_centered_resid()

GEEResults.split_resid()

GEEResults.standard_errors()

GEEResults.summary()

GEEResults.tvalues()

GEEResults.t_test()

GEEResults.wald_test()

GEEResults.wald_test_terms()

genmod.cov_struct.Autoregressive()

genmod.cov_struct.CovStruct()

genmod.cov_struct.Exchangeable

genmod.cov_struct.GlobalOddsRatio()

genmod.cov_struct.Independence()

genmod.cov_struct.Nested()

genmod.generalized_estimating_equations.GEE()

genmod.generalized_estimating_equations.GEEMargins()

genmod.generalized_estimating_equations.GEEResults()

GlobalOddsRatio.covariance_matrix()

GlobalOddsRatio.covariance_matrix_solve()

GlobalOddsRatio.get_eyy()

GlobalOddsRatio.initialize()

GlobalOddsRatio.observed_crude_oddsratio()

GlobalOddsRatio.pooled_odds_ratio()

GlobalOddsRatio.summary()

GlobalOddsRatio.update()

Independence.covariance_matrix()

Independence.covariance_matrix_solve()

Independence.initialize()

Independence.summary()

Independence.update()

Nested.covariance_matrix()

Nested.covariance_matrix_solve()

Nested.initialize()

Nested.summary()

Nested.update()

GEEResults.normalized_cov_params()

GEEResults.params_sensitivity()

GEEResults.plot_added_variable()

GEEResults.plot_ceres_residuals()

GEEResults.plot_isotropic_dependence()

GEEResults.plot_partial_residuals()

GEEResults.resid_centered_split()

GEEResults.sensitivity_params()

GEEResults.split_centered_resid()

Regression with Discrete Dependent Variable

BinaryModel.cdf()

BinaryModel.cov_params_func_l1()

BinaryModel.fit()

BinaryModel.fit_regularized()

BinaryModel.from_formula()

BinaryModel.hessian()

BinaryModel.information()

BinaryModel.initialize()

BinaryModel.loglike()

BinaryModel.pdf()

BinaryModel.predict()

BinaryModel.score()

BinaryResults.aic()

BinaryResults.bic()

BinaryResults.bse()

BinaryResults.conf_int()

BinaryResults.cov_params()

BinaryResults.fittedvalues()

BinaryResults.f_test()

BinaryResults.get_margeff()

BinaryResults.initialize()

BinaryResults.llf()

BinaryResults.llnull()

BinaryResults.llr()

BinaryResults.llr_pvalue()

BinaryResults.load()

BinaryResults.normalized_cov_params()

BinaryResults.predict()

BinaryResults.pred_table()

BinaryResults.prsquared()

BinaryResults.pvalues()

BinaryResults.remove_data()

BinaryResults.resid_dev()

BinaryResults.resid_pearson()

BinaryResults.resid_response()

BinaryResults.save()

BinaryResults.summary()

BinaryResults.summary2()

BinaryResults.tvalues()

BinaryResults.t_test()

BinaryResults.wald_test()

BinaryResults.wald_test_terms()

CountModel.cdf()

CountModel.cov_params_func_l1()

CountModel.fit()

CountModel.fit_regularized()

CountModel.from_formula()

CountModel.hessian()

CountModel.information()

CountModel.initialize()

CountModel.loglike()

CountModel.pdf()

CountModel.predict()

CountModel.score()

CountResults.aic()

CountResults.bic()

CountResults.bse()

CountResults.conf_int()

CountResults.cov_params()

CountResults.fittedvalues()

CountResults.f_test()

CountResults.get_margeff()

CountResults.initialize()

CountResults.llf()

CountResults.llnull()

CountResults.llr()

CountResults.llr_pvalue()

CountResults.load()

CountResults.normalized_cov_params()

CountResults.predict()

CountResults.prsquared()

CountResults.pvalues()

CountResults.remove_data()

CountResults.resid()

CountResults.save()

CountResults.summary()

CountResults.summary2()

CountResults.tvalues()

CountResults.t_test()

CountResults.wald_test()

CountResults.wald_test_terms()

discrete.discrete_model.BinaryModel()

discrete.discrete_model.BinaryResults()

discrete.discrete_model.CountModel()

discrete.discrete_model.CountResults()

discrete.discrete_model.DiscreteModel()

discrete.discrete_model.DiscreteResults()

discrete.discrete_model.Logit()

discrete.discrete_model.LogitResults()

discrete.discrete_model.MNLogit()

discrete.discrete_model.MultinomialModel()

discrete.discrete_model.MultinomialResults()

discrete.discrete_model.NegativeBinomial()

discrete.discrete_model.NegativeBinomialResults()

discrete.discrete_model.Poisson()

discrete.discrete_model.Probit()

discrete.discrete_model.ProbitResults()

DiscreteModel.cdf()

DiscreteModel.cov_params_func_l1()

DiscreteModel.fit()

DiscreteModel.fit_regularized()

DiscreteModel.from_formula()

DiscreteModel.hessian()

DiscreteModel.information()

DiscreteModel.initialize()

DiscreteModel.loglike()

DiscreteModel.pdf()

DiscreteModel.predict()

DiscreteModel.score()

DiscreteResults.aic()

DiscreteResults.bic()

DiscreteResults.bse()

DiscreteResults.conf_int()

DiscreteResults.cov_params()

DiscreteResults.fittedvalues()

DiscreteResults.f_test()

DiscreteResults.get_margeff()

DiscreteResults.initialize()

DiscreteResults.llf()

DiscreteResults.llnull()

DiscreteResults.llr()

DiscreteResults.llr_pvalue()

DiscreteResults.load()

DiscreteResults.normalized_cov_params()

DiscreteResults.predict()

DiscreteResults.prsquared()

DiscreteResults.pvalues()

DiscreteResults.remove_data()

DiscreteResults.save()

DiscreteResults.summary()

DiscreteResults.summary2()

DiscreteResults.tvalues()

DiscreteResults.t_test()

DiscreteResults.wald_test()

DiscreteResults.wald_test_terms()

Logit.cdf()

Logit.cov_params_func_l1()

Logit.fit()

Logit.fit_regularized()

Logit.from_formula()

Logit.hessian()

Logit.information()

Logit.initialize()

Logit.jac()

Logit.loglike()

Logit.loglikeobs()

Logit.pdf()

Logit.predict()

Logit.score()

Logit.score_obs()

LogitResults.aic()

LogitResults.bic()

LogitResults.bse()

LogitResults.conf_int()

LogitResults.cov_params()

LogitResults.fittedvalues()

LogitResults.f_test()

LogitResults.get_margeff()

LogitResults.initialize()

LogitResults.llf()

LogitResults.llnull()

LogitResults.llr()

LogitResults.llr_pvalue()

LogitResults.load()

LogitResults.normalized_cov_params()

LogitResults.predict()

LogitResults.pred_table()

LogitResults.prsquared()

LogitResults.pvalues()

LogitResults.remove_data()

LogitResults.resid_dev()

LogitResults.resid_generalized()

LogitResults.resid_pearson()

LogitResults.resid_response()

LogitResults.save()

LogitResults.summary()

LogitResults.summary2()

LogitResults.tvalues()

LogitResults.t_test()

LogitResults.wald_test()

LogitResults.wald_test_terms()

MNLogit.cdf()

MNLogit.cov_params_func_l1()

MNLogit.fit()

MNLogit.fit_regularized()

MNLogit.from_formula()

MNLogit.hessian()

MNLogit.information()

MNLogit.initialize()

MNLogit.jac()

MNLogit.loglike()

MNLogit.loglikeobs()

MNLogit.loglike_and_score()

MNLogit.pdf()

MNLogit.predict()

MNLogit.score()

MNLogit.score_obs()

MultinomialModel.cdf()

MultinomialModel.cov_params_func_l1()

MultinomialModel.fit()

MultinomialModel.fit_regularized()

MultinomialModel.from_formula()

MultinomialModel.hessian()

MultinomialModel.information()

MultinomialModel.initialize()

MultinomialModel.loglike()

MultinomialModel.pdf()

MultinomialModel.predict()

MultinomialModel.score()

MultinomialResults.aic()

MultinomialResults.bic()

MultinomialResults.bse()

MultinomialResults.conf_int()

MultinomialResults.cov_params()

MultinomialResults.fittedvalues()

MultinomialResults.f_test()

MultinomialResults.get_margeff()

MultinomialResults.initialize()

MultinomialResults.llf()

MultinomialResults.llnull()

MultinomialResults.llr()

MultinomialResults.llr_pvalue()

MultinomialResults.load()

MultinomialResults.margeff()

MultinomialResults.normalized_cov_params()

MultinomialResults.predict()

MultinomialResults.pred_table()

MultinomialResults.prsquared()

MultinomialResults.pvalues()

MultinomialResults.remove_data()

MultinomialResults.resid_misclassified()

MultinomialResults.save()

MultinomialResults.summary()

MultinomialResults.summary2()

MultinomialResults.tvalues()

MultinomialResults.t_test()

MultinomialResults.wald_test()

MultinomialResults.wald_test_terms()

NegativeBinomial.cdf()

NegativeBinomial.cov_params_func_l1()

NegativeBinomial.fit()

NegativeBinomial.fit_regularized()

NegativeBinomial.from_formula()

NegativeBinomial.hessian()

NegativeBinomial.information()

NegativeBinomial.initialize()

NegativeBinomial.jac()

NegativeBinomial.loglike()

NegativeBinomial.pdf()

NegativeBinomial.predict()

NegativeBinomial.score()

NegativeBinomial.score_obs()

NegativeBinomialResults.aic()

NegativeBinomialResults.bic()

NegativeBinomialResults.bse()

NegativeBinomialResults.conf_int()

NegativeBinomialResults.cov_params()

NegativeBinomialResults.fittedvalues()

NegativeBinomialResults.f_test()

NegativeBinomialResults.get_margeff()

NegativeBinomialResults.initialize()

NegativeBinomialResults.llf()

NegativeBinomialResults.llnull()

NegativeBinomialResults.llr()

NegativeBinomialResults.llr_pvalue()

NegativeBinomialResults.lnalpha()

NegativeBinomialResults.lnalpha_std_err()

NegativeBinomialResults.load()

NegativeBinomialResults.normalized_cov_params()

NegativeBinomialResults.predict()

NegativeBinomialResults.prsquared()

NegativeBinomialResults.pvalues()

NegativeBinomialResults.remove_data()

NegativeBinomialResults.resid()

NegativeBinomialResults.save()

NegativeBinomialResults.summary()

NegativeBinomialResults.summary2()

NegativeBinomialResults.tvalues()

NegativeBinomialResults.t_test()

NegativeBinomialResults.wald_test()

NegativeBinomialResults.wald_test_terms()

Poisson.cdf()

Poisson.cov_params_func_l1()

Poisson.fit()

Poisson.fit_constrained()

Poisson.fit_regularized()

Poisson.from_formula()

Poisson.hessian()

Poisson.information()

Poisson.initialize()

Poisson.jac()

Poisson.loglike()

Poisson.loglikeobs()

Poisson.pdf()

Poisson.predict()

Poisson.score()

Poisson.score_obs()

Probit.cdf()

Probit.cov_params_func_l1()

Probit.fit()

Probit.fit_regularized()

Probit.from_formula()

Probit.hessian()

Probit.information()

Probit.initialize()

Probit.jac()

Probit.loglike()

Probit.loglikeobs()

Probit.pdf()

Probit.predict()

Probit.score()

Probit.score_obs()

ProbitResults.aic()

ProbitResults.bic()

ProbitResults.bse()

ProbitResults.conf_int()

ProbitResults.cov_params()

ProbitResults.fittedvalues()

ProbitResults.f_test()

ProbitResults.get_margeff()

ProbitResults.initialize()

ProbitResults.llf()

ProbitResults.llnull()

ProbitResults.llr()

ProbitResults.llr_pvalue()

ProbitResults.load()

ProbitResults.normalized_cov_params()

ProbitResults.predict()

ProbitResults.pred_table()

ProbitResults.prsquared()

ProbitResults.pvalues()

ProbitResults.remove_data()

ProbitResults.resid_dev()

ProbitResults.resid_generalized()

ProbitResults.resid_pearson()

ProbitResults.resid_response()

ProbitResults.save()

ProbitResults.summary()

ProbitResults.summary2()

ProbitResults.tvalues()

ProbitResults.t_test()

ProbitResults.wald_test()

ProbitResults.wald_test_terms()

NegativeBinomialResults.normalized_cov_params()

Generalized Linear Models

Binomial.deviance()

Binomial.fitted()

Binomial.initialize()

Binomial.loglike()

Binomial.predict()

Binomial.resid_anscombe()

Binomial.resid_dev()

Binomial.starting_mu()

Binomial.weights()

cauchy.deriv()

cauchy.deriv2()

cauchy.inverse()

cauchy.inverse_deriv()

CDFLink.deriv()

CDFLink.deriv2()

CDFLink.inverse()

CDFLink.inverse_deriv()

CLogLog.deriv()

CLogLog.deriv2()

CLogLog.inverse()

CLogLog.inverse_deriv()

Family.deviance()

Family.fitted()

Family.loglike()

Family.predict()

Family.resid_anscombe()

Family.resid_dev()

Family.starting_mu()

Family.weights()

Gamma.deviance()

Gamma.fitted()

Gamma.loglike()

Gamma.predict()

Gamma.resid_anscombe()

Gamma.resid_dev()

Gamma.starting_mu()

Gamma.weights()

Gaussian.deviance()

Gaussian.fitted()

Gaussian.loglike()

Gaussian.predict()

Gaussian.resid_anscombe()

Gaussian.resid_dev()

Gaussian.starting_mu()

Gaussian.weights()

genmod.families.family.Binomial()

genmod.families.family.Family()

genmod.families.family.Gamma()

genmod.families.family.Gaussian()

genmod.families.family.InverseGaussian()

genmod.families.family.NegativeBinomial()

genmod.families.family.Poisson()

genmod.families.family.Tweedie()

genmod.families.links.cauchy

genmod.families.links.CDFLink()

genmod.families.links.CLogLog

genmod.families.links.identity

genmod.families.links.inverse_power

genmod.families.links.inverse_squared

genmod.families.links.Link

genmod.families.links.Log

genmod.families.links.Logit

genmod.families.links.nbinom()

genmod.families.links.NegativeBinomial()

genmod.families.links.Power()

genmod.families.links.probit()

genmod.generalized_linear_model.GLM()

genmod.generalized_linear_model.GLMResults()

GLM.estimate_scale()

GLM.estimate_tweedie_power()

GLM.fit()

GLM.fit_constrained()

GLM.fit_regularized()

GLM.from_formula()

GLM.get_distribution()

GLM.hessian()

GLM.hessian_factor()

GLM.information()

GLM.initialize()

GLM.loglike()

GLM.loglike_mu()

GLM.predict()

GLM.score()

GLM.score_factor()

GLM.score_obs()

GLM.score_test()

GLMResults.aic()

GLMResults.bic()

GLMResults.bse()

GLMResults.conf_int()

GLMResults.cov_params()

GLMResults.deviance()

GLMResults.fittedvalues()

GLMResults.f_test()

GLMResults.get_prediction()

GLMResults.initialize()

GLMResults.llf()

GLMResults.llnull()

GLMResults.load()

GLMResults.mu()

GLMResults.normalized_cov_params()

GLMResults.null()

GLMResults.null_deviance()

GLMResults.pearson_chi2()

GLMResults.plot_added_variable()

GLMResults.plot_ceres_residuals()

GLMResults.plot_partial_residuals()

GLMResults.predict()

GLMResults.pvalues()

GLMResults.remove_data()

GLMResults.resid_anscombe()

GLMResults.resid_deviance()

GLMResults.resid_pearson()

GLMResults.resid_response()

GLMResults.resid_working()

GLMResults.save()

GLMResults.summary()

GLMResults.summary2()

GLMResults.tvalues()

GLMResults.t_test()

GLMResults.wald_test()

GLMResults.wald_test_terms()

identity.deriv()

identity.deriv2()

identity.inverse()

identity.inverse_deriv()

InverseGaussian.deviance()

InverseGaussian.fitted()

InverseGaussian.loglike()

InverseGaussian.predict()

InverseGaussian.resid_anscombe()

InverseGaussian.resid_dev()

InverseGaussian.starting_mu()

InverseGaussian.weights()

inverse_power.deriv()

inverse_power.deriv2()

inverse_power.inverse()

inverse_power.inverse_deriv()

inverse_squared.deriv()

inverse_squared.deriv2()

inverse_squared.inverse()

inverse_squared.inverse_deriv()

Link.deriv()

Link.deriv2()

Link.inverse()

Link.inverse_deriv()

Log.deriv()

Log.deriv2()

Log.inverse()

Log.inverse_deriv()

Logit.deriv()

Logit.deriv2()

Logit.inverse()

Logit.inverse_deriv()

nbinom.deriv()

nbinom.deriv2()

nbinom.inverse()

nbinom.inverse_deriv()

NegativeBinomial.deriv()

NegativeBinomial.deriv2()

NegativeBinomial.deviance()

NegativeBinomial.fitted()

NegativeBinomial.inverse()

NegativeBinomial.inverse_deriv()

NegativeBinomial.loglike()

NegativeBinomial.predict()

NegativeBinomial.resid_anscombe()

NegativeBinomial.resid_dev()

NegativeBinomial.starting_mu()

NegativeBinomial.weights()

Poisson.deviance()

Poisson.fitted()

Poisson.loglike()

Poisson.predict()

Poisson.resid_anscombe()

Poisson.resid_dev()

Poisson.starting_mu()

Poisson.weights()

Power.deriv()

Power.deriv2()

Power.inverse()

Power.inverse_deriv()

probit.deriv()

probit.deriv2()

probit.inverse()

probit.inverse_deriv()

Tweedie.deviance()

Tweedie.fitted()

Tweedie.loglike()

Tweedie.predict()

Tweedie.resid_anscombe()

Tweedie.resid_dev()

Tweedie.starting_mu()

Tweedie.weights()

Statistics

CompareCox.run()

CompareJ.run()

CompareMeans.dof_satt()

CompareMeans.from_data()

CompareMeans.std_meandiff_pooledvar()

CompareMeans.std_meandiff_separatevar()

CompareMeans.summary()

CompareMeans.tconfint_diff()

CompareMeans.ttest_ind()

CompareMeans.ttost_ind()

CompareMeans.zconfint_diff()

CompareMeans.ztest_ind()

CompareMeans.ztost_ind()

DescrStatsW.asrepeats()

DescrStatsW.corrcoef()

DescrStatsW.cov()

DescrStatsW.demeaned()

DescrStatsW.get_compare()

DescrStatsW.mean()

DescrStatsW.nobs()

DescrStatsW.quantile()

DescrStatsW.std()

DescrStatsW.std_ddof()

DescrStatsW.std_mean()

DescrStatsW.sum()

DescrStatsW.sumsquares()

DescrStatsW.sum_weights()

DescrStatsW.tconfint_mean()

DescrStatsW.ttest_mean()

DescrStatsW.ttost_mean()

DescrStatsW.var()

DescrStatsW.var_ddof()

DescrStatsW.zconfint_mean()

DescrStatsW.ztest_mean()

DescrStatsW.ztost_mean()

FactoredPSDMatrix.decorrelate()

FactoredPSDMatrix.logdet()

FactoredPSDMatrix.solve()

FactoredPSDMatrix.to_matrix()

FTestAnovaPower.plot_power()

FTestAnovaPower.power()

FTestAnovaPower.solve_power()

FTestPower.plot_power()

FTestPower.power()

FTestPower.solve_power()

GofChisquarePower.plot_power()

GofChisquarePower.power()

GofChisquarePower.solve_power()

GroupsStats.groupdemean()

GroupsStats.groupsswithin()

GroupsStats.groupvarwithin()

GroupsStats.runbasic()

GroupsStats.runbasic_old()

HetGoldfeldQuandt.run()

Mediation.fit()

MediationResults.summary()

MultiComparison.allpairtest()

MultiComparison.getranks()

MultiComparison.kruskal()

MultiComparison.tukeyhsd()

NormalIndPower.plot_power()

NormalIndPower.power()

NormalIndPower.solve_power()

NullDistribution.pdf()

OLSInfluence.cooks_distance()

OLSInfluence.cov_ratio()

OLSInfluence.det_cov_params_not_obsi()

OLSInfluence.dfbetas()

OLSInfluence.dffits()

OLSInfluence.dffits_internal()

OLSInfluence.ess_press()

OLSInfluence.get_resid_studentized_external()

OLSInfluence.hat_diag_factor()

OLSInfluence.hat_matrix_diag()

OLSInfluence.influence()

OLSInfluence.params_not_obsi()

OLSInfluence.resid_press()

OLSInfluence.resid_std()

OLSInfluence.resid_studentized_external()

OLSInfluence.resid_studentized_internal()

OLSInfluence.resid_var()

OLSInfluence.sigma2_not_obsi()

OLSInfluence.summary_frame()

OLSInfluence.summary_table()

Runs.runs_test()

sandbox.stats.multicomp.catstack()

sandbox.stats.multicomp.ccols

sandbox.stats.multicomp.compare_ordered()

sandbox.stats.multicomp.distance_st_range()

sandbox.stats.multicomp.ecdf()

sandbox.stats.multicomp.fdrcorrection0()

sandbox.stats.multicomp.get_tukeyQcrit()

sandbox.stats.multicomp.GroupsStats()

sandbox.stats.multicomp.homogeneous_subsets()

sandbox.stats.multicomp.maxzero()

sandbox.stats.multicomp.maxzerodown()

sandbox.stats.multicomp.mcfdr()

sandbox.stats.multicomp.MultiComparison()

sandbox.stats.multicomp.multipletests()

sandbox.stats.multicomp.qcrit

sandbox.stats.multicomp.randmvn()

sandbox.stats.multicomp.rankdata()

sandbox.stats.multicomp.rejectionline()

sandbox.stats.multicomp.set_partition()

sandbox.stats.multicomp.set_remove_subs()

sandbox.stats.multicomp.StepDown()

sandbox.stats.multicomp.tiecorrect()

sandbox.stats.multicomp.TukeyHSDResults()

sandbox.stats.multicomp.varcorrection_pairs_unbalanced()

sandbox.stats.multicomp.varcorrection_pairs_unequal()

sandbox.stats.multicomp.varcorrection_unbalanced()

sandbox.stats.multicomp.varcorrection_unequal()

sandbox.stats.runs.cochrans_q()

sandbox.stats.runs.mcnemar()

sandbox.stats.runs.median_test_ksample()

sandbox.stats.runs.Runs()

sandbox.stats.runs.runstest_1samp()

sandbox.stats.runs.runstest_2samp()

sandbox.stats.runs.symmetry_bowker()

stats.correlation_tools.corr_clipped()

stats.correlation_tools.corr_nearest()

stats.correlation_tools.corr_nearest_factor()

stats.correlation_tools.corr_thresholded()

stats.correlation_tools.cov_nearest()

stats.correlation_tools.cov_nearest_factor_homog()

stats.correlation_tools.FactoredPSDMatrix()

stats.descriptivestats.sign_test()

stats.diagnostic.acorr_breusch_godfrey()

stats.diagnostic.acorr_ljungbox()

stats.diagnostic.breaks_cusumolsresid()

stats.diagnostic.breaks_hansen()

stats.diagnostic.CompareCox

stats.diagnostic.CompareJ

stats.diagnostic.compare_cox

stats.diagnostic.compare_j

stats.diagnostic.HetGoldfeldQuandt

stats.diagnostic.het_arch()

stats.diagnostic.het_breuschpagan()

stats.diagnostic.het_goldfeldquandt

stats.diagnostic.het_white()

stats.diagnostic.kstest_normal()

stats.diagnostic.lilliefors()

stats.diagnostic.linear_harvey_collier()

stats.diagnostic.linear_lm()

stats.diagnostic.linear_rainbow()

stats.diagnostic.normal_ad()

stats.diagnostic.recursive_olsresiduals()

stats.diagnostic.unitroot_adf()

stats.gof.chisquare_effectsize()

stats.gof.gof_binning_discrete()

stats.gof.gof_chisquare_discrete()

stats.gof.powerdiscrepancy()

stats.inter_rater.aggregate_raters()

stats.inter_rater.cohens_kappa()

stats.inter_rater.fleiss_kappa()

stats.inter_rater.to_table()

stats.mediation.Mediation()

stats.mediation.MediationResults()

stats.moment_helpers.corr2cov()

stats.moment_helpers.cov2corr()

stats.moment_helpers.cum2mc()

stats.moment_helpers.mc2mnc()

stats.moment_helpers.mc2mvsk()

stats.moment_helpers.mnc2cum()

stats.moment_helpers.mnc2mc()

stats.moment_helpers.mnc2mvsk()

stats.moment_helpers.mvsk2mc()

stats.moment_helpers.mvsk2mnc()

stats.moment_helpers.se_cov()

stats.multicomp.pairwise_tukeyhsd()

stats.multitest.fdrcorrection_twostage()

stats.multitest.local_fdr()

stats.multitest.NullDistribution()

stats.outliers_influence.OLSInfluence()

stats.outliers_influence.variance_inflation_factor()

stats.power.FTestAnovaPower()

stats.power.FTestPower()

stats.power.GofChisquarePower()

stats.power.NormalIndPower()

stats.power.TTestIndPower()

stats.power.TTestPower()

stats.power.tt_ind_solve_power

stats.power.tt_solve_power

stats.power.zt_ind_solve_power

stats.proportion.binom_test()

stats.proportion.binom_test_reject_interval()

stats.proportion.binom_tost()

stats.proportion.binom_tost_reject_interval()

stats.proportion.multinomial_proportions_confint()

stats.proportion.power_binom_tost()

stats.proportion.power_ztost_prop()

stats.proportion.proportions_chisquare()

stats.proportion.proportions_chisquare_allpairs()

stats.proportion.proportions_chisquare_pairscontrol()

stats.proportion.proportions_ztest()

stats.proportion.proportions_ztost()

stats.proportion.proportion_confint()

stats.proportion.proportion_effectsize()

stats.proportion.samplesize_confint_proportion()

stats.sandwich_covariance.cov_cluster()

stats.sandwich_covariance.cov_cluster_2groups()

stats.sandwich_covariance.cov_hac()

stats.sandwich_covariance.cov_hc0()

stats.sandwich_covariance.cov_hc1()

stats.sandwich_covariance.cov_hc2()

stats.sandwich_covariance.cov_hc3()

stats.sandwich_covariance.cov_nw_groupsum()

stats.sandwich_covariance.cov_nw_panel()

stats.sandwich_covariance.cov_white_simple()

stats.sandwich_covariance.se_cov()

stats.stattools.durbin_watson()

stats.stattools.expected_robust_kurtosis()

stats.stattools.jarque_bera()

stats.stattools.medcouple()

stats.stattools.omni_normtest()

stats.stattools.robust_kurtosis()

stats.stattools.robust_skewness()

stats.weightstats.CompareMeans()

stats.weightstats.DescrStatsW()

stats.weightstats.ttest_ind()

stats.weightstats.ttost_ind()

stats.weightstats.ttost_paired()

stats.weightstats.zconfint()

stats.weightstats.ztest()

stats.weightstats.ztost()

stats.weightstats._tconfint_generic()

stats.weightstats._tstat_generic()

stats.weightstats._zconfint_generic()

stats.weightstats._zstat_generic()

stats.weightstats._zstat_generic2()

StepDown.check_set()

StepDown.get_crit()

StepDown.get_distance_matrix()

StepDown.iter_subsets()

StepDown.run()

StepDown.stepdown()

TTestIndPower.plot_power()

TTestIndPower.power()

TTestIndPower.solve_power()

TTestPower.plot_power()

TTestPower.power()

TTestPower.solve_power()

TukeyHSDResults.plot_simultaneous()

TukeyHSDResults.summary()

OLSInfluence.get_resid_studentized_external()

Empirical Likelihood

DescStatMV.ci_corr()

DescStatMV.mv_mean_contour()

DescStatMV.mv_test_mean()

DescStatMV.test_corr()

DescStatUV.ci_kurt()

DescStatUV.ci_mean()

DescStatUV.ci_skew()

DescStatUV.ci_var()

DescStatUV.plot_contour()

DescStatUV.test_joint_skew_kurt()

DescStatUV.test_kurt()

DescStatUV.test_mean()

DescStatUV.test_skew()

DescStatUV.test_var()

emplike.descriptive.DescStat()

emplike.descriptive.DescStatMV()

emplike.descriptive.DescStatUV()

Methods for Survival and Duration Analysis

duration.hazard_regression.PHReg()

duration.hazard_regression.PHRegResults()

duration.survfunc.SurvfuncRight()

PHReg.baseline_cumulative_hazard()

PHReg.baseline_cumulative_hazard_function()

PHReg.breslow_gradient()

PHReg.breslow_hessian()

PHReg.breslow_loglike()

PHReg.efron_gradient()

PHReg.efron_hessian()

PHReg.efron_loglike()

PHReg.fit()

PHReg.fit_regularized()

PHReg.from_formula()

PHReg.get_distribution()

PHReg.hessian()

PHReg.information()

PHReg.initialize()

PHReg.loglike()

PHReg.predict()

PHReg.robust_covariance()

PHReg.score()

PHReg.score_residuals()

PHReg.weighted_covariate_averages()

PHRegResults.baseline_cumulative_hazard()

PHRegResults.baseline_cumulative_hazard_function()

PHRegResults.bse()

PHRegResults.conf_int()

PHRegResults.cov_params()

PHRegResults.f_test()

PHRegResults.get_distribution()

PHRegResults.initialize()

PHRegResults.llf()

PHRegResults.load()

PHRegResults.martingale_residuals()

PHRegResults.normalized_cov_params()

PHRegResults.predict()

PHRegResults.pvalues()

PHRegResults.remove_data()

PHRegResults.save()

PHRegResults.schoenfeld_residuals()

PHRegResults.score_residuals()

PHRegResults.standard_errors()

PHRegResults.summary()

PHRegResults.tvalues()

PHRegResults.t_test()

PHRegResults.wald_test()

PHRegResults.wald_test_terms()

PHRegResults.weighted_covariate_averages()

SurvfuncRight.plot()

SurvfuncRight.quantile()

SurvfuncRight.quantile_ci()

SurvfuncRight.simultaneous_cb()

SurvfuncRight.summary()

PHReg.baseline_cumulative_hazard_function()

PHRegResults.baseline_cumulative_hazard_function()

PHRegResults.weighted_covariate_averages()

Time Series Analysis by State Space Methods

DynamicFactor.filter()

DynamicFactor.fit()

DynamicFactor.from_formula()

DynamicFactor.hessian()

DynamicFactor.impulse_responses()

DynamicFactor.information()

DynamicFactor.initialize()

DynamicFactor.initialize_approximate_diffuse()

DynamicFactor.initialize_known()

DynamicFactor.initialize_statespace()

DynamicFactor.initialize_stationary()

DynamicFactor.loglike()

DynamicFactor.loglikeobs()

DynamicFactor.observed_information_matrix()

DynamicFactor.opg_information_matrix()

DynamicFactor.predict()

DynamicFactor.prepare_data()

DynamicFactor.score()

DynamicFactor.score_obs()

DynamicFactor.set_conserve_memory()

DynamicFactor.set_filter_method()

DynamicFactor.set_inversion_method()

DynamicFactor.set_smoother_output()

DynamicFactor.set_stability_method()

DynamicFactor.simulate()

DynamicFactor.smooth()

DynamicFactor.transform_jacobian()

DynamicFactor.transform_params()

DynamicFactor.untransform_params()

DynamicFactor.update()

DynamicFactorResults.aic()

DynamicFactorResults.bic()

DynamicFactorResults.bse()

DynamicFactorResults.coefficients_of_determination()

DynamicFactorResults.conf_int()

DynamicFactorResults.cov_params()

DynamicFactorResults.cov_params_approx()

DynamicFactorResults.cov_params_oim()

DynamicFactorResults.cov_params_opg()

DynamicFactorResults.cov_params_robust()

DynamicFactorResults.cov_params_robust_approx()

DynamicFactorResults.cov_params_robust_oim()

DynamicFactorResults.fittedvalues()

DynamicFactorResults.forecast()

DynamicFactorResults.f_test()

DynamicFactorResults.get_forecast()

DynamicFactorResults.get_prediction()

DynamicFactorResults.hqic()

DynamicFactorResults.impulse_responses()

DynamicFactorResults.initialize()

DynamicFactorResults.llf()

DynamicFactorResults.llf_obs()

DynamicFactorResults.load()

DynamicFactorResults.loglikelihood_burn()

DynamicFactorResults.normalized_cov_params()

DynamicFactorResults.plot_coefficients_of_determination()

DynamicFactorResults.plot_diagnostics()

DynamicFactorResults.predict()

DynamicFactorResults.pvalues()

DynamicFactorResults.remove_data()

DynamicFactorResults.resid()

DynamicFactorResults.save()

DynamicFactorResults.simulate()

DynamicFactorResults.summary()

DynamicFactorResults.test_heteroskedasticity()

DynamicFactorResults.test_normality()

DynamicFactorResults.test_serial_correlation()

DynamicFactorResults.tvalues()

DynamicFactorResults.t_test()

DynamicFactorResults.wald_test()

DynamicFactorResults.wald_test_terms()

DynamicFactorResults.zvalues()

FilterResults.predict()

FilterResults.update_filter()

FilterResults.update_representation()

FrozenRepresentation.update_representation()

KalmanFilter.bind()

KalmanFilter.filter()

KalmanFilter.impulse_responses()

KalmanFilter.initialize_approximate_diffuse()

KalmanFilter.initialize_known()

KalmanFilter.initialize_stationary()

KalmanFilter.loglike()

KalmanFilter.loglikeobs()

KalmanFilter.set_conserve_memory()

KalmanFilter.set_filter_method()

KalmanFilter.set_inversion_method()

KalmanFilter.set_stability_method()

KalmanFilter.simulate()

KalmanSmoother.bind()

KalmanSmoother.filter()

KalmanSmoother.impulse_responses()

KalmanSmoother.initialize_approximate_diffuse()

KalmanSmoother.initialize_known()

KalmanSmoother.initialize_stationary()

KalmanSmoother.loglike()

KalmanSmoother.loglikeobs()

KalmanSmoother.set_conserve_memory()

KalmanSmoother.set_filter_method()

KalmanSmoother.set_inversion_method()

KalmanSmoother.set_smoother_output()

KalmanSmoother.set_stability_method()

KalmanSmoother.simulate()

KalmanSmoother.smooth()

MLEModel.filter()

MLEModel.fit()

MLEModel.from_formula()

MLEModel.hessian()

MLEModel.impulse_responses()

MLEModel.information()

MLEModel.initialize()

MLEModel.initialize_approximate_diffuse()

MLEModel.initialize_known()

MLEModel.initialize_statespace()

MLEModel.initialize_stationary()

MLEModel.loglike()

MLEModel.loglikeobs()

MLEModel.observed_information_matrix()

MLEModel.opg_information_matrix()

MLEModel.predict()

MLEModel.prepare_data()

MLEModel.score()

MLEModel.score_obs()

MLEModel.set_conserve_memory()

MLEModel.set_filter_method()

MLEModel.set_inversion_method()

MLEModel.set_smoother_output()

MLEModel.set_stability_method()

MLEModel.simulate()

MLEModel.smooth()

MLEModel.transform_jacobian()

MLEModel.transform_params()

MLEModel.untransform_params()

MLEModel.update()

MLEResults.aic()

MLEResults.bic()

MLEResults.bse()

MLEResults.conf_int()

MLEResults.cov_params()

MLEResults.cov_params_approx()

MLEResults.cov_params_oim()

MLEResults.cov_params_opg()

MLEResults.cov_params_robust()

MLEResults.cov_params_robust_approx()

MLEResults.cov_params_robust_oim()

MLEResults.fittedvalues()

MLEResults.forecast()

MLEResults.f_test()

MLEResults.get_forecast()

MLEResults.get_prediction()

MLEResults.hqic()

MLEResults.impulse_responses()

MLEResults.initialize()

MLEResults.llf()

MLEResults.llf_obs()

MLEResults.load()

MLEResults.loglikelihood_burn()

MLEResults.normalized_cov_params()

MLEResults.plot_diagnostics()

MLEResults.predict()

MLEResults.pvalues()

MLEResults.remove_data()

MLEResults.resid()

MLEResults.save()

MLEResults.simulate()

MLEResults.summary()

MLEResults.test_heteroskedasticity()

MLEResults.test_normality()

MLEResults.test_serial_correlation()

MLEResults.tvalues()

MLEResults.t_test()

MLEResults.wald_test()

MLEResults.wald_test_terms()

MLEResults.zvalues()

Representation.bind()

Representation.initialize_approximate_diffuse()

Representation.initialize_known()

Representation.initialize_stationary()

SARIMAX.filter()

SARIMAX.fit()

SARIMAX.from_formula()

SARIMAX.hessian()

SARIMAX.impulse_responses()

SARIMAX.information()

SARIMAX.initialize()

SARIMAX.initialize_approximate_diffuse()

SARIMAX.initialize_known()

SARIMAX.initialize_state()

SARIMAX.initialize_statespace()

SARIMAX.initialize_stationary()

SARIMAX.loglike()

SARIMAX.loglikeobs()

SARIMAX.observed_information_matrix()

SARIMAX.opg_information_matrix()

SARIMAX.predict()

SARIMAX.prepare_data()

SARIMAX.score()

SARIMAX.score_obs()

SARIMAX.set_conserve_memory()

SARIMAX.set_filter_method()

SARIMAX.set_inversion_method()

SARIMAX.set_smoother_output()

SARIMAX.set_stability_method()

SARIMAX.simulate()

SARIMAX.smooth()

SARIMAX.transform_jacobian()

SARIMAX.transform_params()

SARIMAX.untransform_params()

SARIMAX.update()

SARIMAXResults.aic()

SARIMAXResults.arfreq()

SARIMAXResults.arparams()

SARIMAXResults.arroots()

SARIMAXResults.bic()

SARIMAXResults.bse()

SARIMAXResults.conf_int()

SARIMAXResults.cov_params()

SARIMAXResults.cov_params_approx()

SARIMAXResults.cov_params_oim()

SARIMAXResults.cov_params_opg()

SARIMAXResults.cov_params_robust()

SARIMAXResults.cov_params_robust_approx()

SARIMAXResults.cov_params_robust_oim()

SARIMAXResults.fittedvalues()

SARIMAXResults.forecast()

SARIMAXResults.f_test()

SARIMAXResults.get_forecast()

SARIMAXResults.get_prediction()

SARIMAXResults.hqic()

SARIMAXResults.impulse_responses()

SARIMAXResults.initialize()

SARIMAXResults.llf()

SARIMAXResults.llf_obs()

SARIMAXResults.load()

SARIMAXResults.loglikelihood_burn()

SARIMAXResults.mafreq()

SARIMAXResults.maparams()

SARIMAXResults.maroots()

SARIMAXResults.normalized_cov_params()

SARIMAXResults.plot_diagnostics()

SARIMAXResults.predict()

SARIMAXResults.pvalues()

SARIMAXResults.remove_data()

SARIMAXResults.resid()

SARIMAXResults.save()

SARIMAXResults.simulate()

SARIMAXResults.summary()

SARIMAXResults.test_heteroskedasticity()

SARIMAXResults.test_normality()

SARIMAXResults.test_serial_correlation()

SARIMAXResults.tvalues()

SARIMAXResults.t_test()

SARIMAXResults.wald_test()

SARIMAXResults.wald_test_terms()

SARIMAXResults.zvalues()

SmootherResults.predict()

SmootherResults.update_filter()

SmootherResults.update_representation()

SmootherResults.update_smoother()

tsa.statespace.dynamic_factor.DynamicFactor()

tsa.statespace.dynamic_factor.DynamicFactorResults()

tsa.statespace.kalman_filter.FilterResults()

tsa.statespace.kalman_filter.KalmanFilter()

tsa.statespace.kalman_smoother.KalmanSmoother()

tsa.statespace.kalman_smoother.SmootherResults()

tsa.statespace.mlemodel.MLEModel()

tsa.statespace.mlemodel.MLEResults()

tsa.statespace.representation.FrozenRepresentation()

tsa.statespace.representation.Representation()

tsa.statespace.sarimax.SARIMAX()

tsa.statespace.sarimax.SARIMAXResults()

tsa.statespace.structural.UnobservedComponents()

tsa.statespace.structural.UnobservedComponentsResults()

tsa.statespace.tools.companion_matrix()

tsa.statespace.tools.constrain_stationary_multivariate()

tsa.statespace.tools.constrain_stationary_univariate()

tsa.statespace.tools.diff()

tsa.statespace.tools.is_invertible()

tsa.statespace.tools.unconstrain_stationary_multivariate()

tsa.statespace.tools.unconstrain_stationary_univariate()

tsa.statespace.tools.validate_matrix_shape()

tsa.statespace.tools.validate_vector_shape()

tsa.statespace.varmax.VARMAX()

tsa.statespace.varmax.VARMAXResults()

UnobservedComponents.filter()

UnobservedComponents.fit()

UnobservedComponents.from_formula()

UnobservedComponents.hessian()

UnobservedComponents.impulse_responses()

UnobservedComponents.information()

UnobservedComponents.initialize()

UnobservedComponents.initialize_approximate_diffuse()

UnobservedComponents.initialize_known()

UnobservedComponents.initialize_state()

UnobservedComponents.initialize_statespace()

UnobservedComponents.initialize_stationary()

UnobservedComponents.loglike()

UnobservedComponents.loglikeobs()

UnobservedComponents.observed_information_matrix()

UnobservedComponents.opg_information_matrix()

UnobservedComponents.predict()

UnobservedComponents.prepare_data()

UnobservedComponents.score()

UnobservedComponents.score_obs()

UnobservedComponents.setup()

UnobservedComponents.set_conserve_memory()

UnobservedComponents.set_filter_method()

UnobservedComponents.set_inversion_method()

UnobservedComponents.set_smoother_output()

UnobservedComponents.set_stability_method()

UnobservedComponents.simulate()

UnobservedComponents.smooth()

UnobservedComponents.transform_jacobian()

UnobservedComponents.transform_params()

UnobservedComponents.untransform_params()

UnobservedComponents.update()

UnobservedComponentsResults.aic()

UnobservedComponentsResults.bic()

UnobservedComponentsResults.bse()

UnobservedComponentsResults.conf_int()

UnobservedComponentsResults.cov_params()

UnobservedComponentsResults.cov_params_approx()

UnobservedComponentsResults.cov_params_oim()

UnobservedComponentsResults.cov_params_opg()

UnobservedComponentsResults.cov_params_robust()

UnobservedComponentsResults.cov_params_robust_approx()

UnobservedComponentsResults.cov_params_robust_oim()

UnobservedComponentsResults.fittedvalues()

UnobservedComponentsResults.forecast()

UnobservedComponentsResults.f_test()

UnobservedComponentsResults.get_forecast()

UnobservedComponentsResults.get_prediction()

UnobservedComponentsResults.hqic()

UnobservedComponentsResults.impulse_responses()

UnobservedComponentsResults.initialize()

UnobservedComponentsResults.llf()

UnobservedComponentsResults.llf_obs()

UnobservedComponentsResults.load()

UnobservedComponentsResults.loglikelihood_burn()

UnobservedComponentsResults.normalized_cov_params()

UnobservedComponentsResults.plot_components()

UnobservedComponentsResults.plot_diagnostics()

UnobservedComponentsResults.predict()

UnobservedComponentsResults.pvalues()

UnobservedComponentsResults.remove_data()

UnobservedComponentsResults.resid()

UnobservedComponentsResults.save()

UnobservedComponentsResults.simulate()

UnobservedComponentsResults.summary()

UnobservedComponentsResults.test_heteroskedasticity()

UnobservedComponentsResults.test_normality()

UnobservedComponentsResults.test_serial_correlation()

UnobservedComponentsResults.tvalues()

UnobservedComponentsResults.t_test()

UnobservedComponentsResults.wald_test()

UnobservedComponentsResults.wald_test_terms()

UnobservedComponentsResults.zvalues()

VARMAX.filter()

VARMAX.fit()

VARMAX.from_formula()

VARMAX.hessian()

VARMAX.impulse_responses()

VARMAX.information()

VARMAX.initialize()

VARMAX.initialize_approximate_diffuse()

VARMAX.initialize_known()

VARMAX.initialize_statespace()

VARMAX.initialize_stationary()

VARMAX.loglike()

VARMAX.loglikeobs()

VARMAX.observed_information_matrix()

VARMAX.opg_information_matrix()

VARMAX.predict()

VARMAX.prepare_data()

VARMAX.score()

VARMAX.score_obs()

VARMAX.set_conserve_memory()

VARMAX.set_filter_method()

VARMAX.set_inversion_method()

VARMAX.set_smoother_output()

VARMAX.set_stability_method()

VARMAX.simulate()

VARMAX.smooth()

VARMAX.transform_jacobian()

VARMAX.transform_params()

VARMAX.untransform_params()

VARMAX.update()

VARMAXResults.aic()

VARMAXResults.bic()

VARMAXResults.bse()

VARMAXResults.conf_int()

VARMAXResults.cov_params()

VARMAXResults.cov_params_approx()

VARMAXResults.cov_params_oim()

VARMAXResults.cov_params_opg()

VARMAXResults.cov_params_robust()

VARMAXResults.cov_params_robust_approx()

VARMAXResults.cov_params_robust_oim()

VARMAXResults.fittedvalues()

VARMAXResults.forecast()

VARMAXResults.f_test()

VARMAXResults.get_forecast()

VARMAXResults.get_prediction()

VARMAXResults.hqic()

VARMAXResults.impulse_responses()

VARMAXResults.initialize()

VARMAXResults.llf()

VARMAXResults.llf_obs()

VARMAXResults.load()

VARMAXResults.loglikelihood_burn()

VARMAXResults.normalized_cov_params()

VARMAXResults.plot_diagnostics()

VARMAXResults.predict()

VARMAXResults.pvalues()

VARMAXResults.remove_data()

VARMAXResults.resid()

VARMAXResults.save()

VARMAXResults.simulate()

VARMAXResults.summary()

VARMAXResults.test_heteroskedasticity()

VARMAXResults.test_normality()

VARMAXResults.test_serial_correlation()

VARMAXResults.tvalues()

VARMAXResults.t_test()

VARMAXResults.wald_test()

VARMAXResults.wald_test_terms()

VARMAXResults.zvalues()

DynamicFactor.initialize_approximate_diffuse()

DynamicFactor.observed_information_matrix()

DynamicFactorResults.coefficients_of_determination()

DynamicFactorResults.cov_params_approx()

DynamicFactorResults.cov_params_robust()

DynamicFactorResults.cov_params_robust_approx()

DynamicFactorResults.cov_params_robust_oim()

DynamicFactorResults.impulse_responses()

DynamicFactorResults.loglikelihood_burn()

DynamicFactorResults.normalized_cov_params()

DynamicFactorResults.plot_coefficients_of_determination()

DynamicFactorResults.plot_diagnostics()

DynamicFactorResults.test_heteroskedasticity()

DynamicFactorResults.test_serial_correlation()

FrozenRepresentation.update_representation()

KalmanFilter.initialize_approximate_diffuse()

KalmanSmoother.initialize_approximate_diffuse()

KalmanSmoother.initialize_stationary()

Representation.initialize_approximate_diffuse()

SmootherResults.update_representation()

UnobservedComponents.initialize_approximate_diffuse()

UnobservedComponents.initialize_statespace()

UnobservedComponents.initialize_stationary()

UnobservedComponents.observed_information_matrix()

UnobservedComponents.opg_information_matrix()

UnobservedComponents.set_inversion_method()

UnobservedComponents.set_stability_method()

UnobservedComponentsResults.cov_params_approx()

UnobservedComponentsResults.cov_params_oim()

UnobservedComponentsResults.cov_params_opg()

UnobservedComponentsResults.cov_params_robust()

UnobservedComponentsResults.cov_params_robust_approx()

UnobservedComponentsResults.cov_params_robust_oim()

UnobservedComponentsResults.get_prediction()

UnobservedComponentsResults.impulse_responses()

UnobservedComponentsResults.loglikelihood_burn()

UnobservedComponentsResults.normalized_cov_params()

UnobservedComponentsResults.plot_components()

UnobservedComponentsResults.plot_diagnostics()

UnobservedComponentsResults.test_heteroskedasticity()

UnobservedComponentsResults.test_normality()

UnobservedComponentsResults.test_serial_correlation()

UnobservedComponentsResults.wald_test_terms()

Examples

Example: Autoregressive Moving Average (ARMA): Artificial data

Example: Autoregressive Moving Average (ARMA): Sunspots data

Example: Autoregressive Moving Average (ARMA): Sunspots data

Example: Contrasts Overview

Example: Dates in timeseries models

Example: Detrending, Stylized Facts and the Business Cycle

Example: Discrete Choice Models

Example: Discrete Choice Models Overview

Example: Dynamic factors and coincident indices

Example: Formulas: Fitting models using R-style formulas

Example: Generalized Least Squares

Example: Generalized Linear Models

Example: Generalized Linear Models (Formula)

Example: Interactions and ANOVA

Example: Kernel Density Estimation

Example: Linear Mixed Effects Models

Example: M-Estimators for Robust Linear Modeling

Example: Markov switching autoregression models

Example: Markov switching dynamic regression models

Example: Maximum Likelihood Estimation (Generic models)

Example: Ordinary Least Squares

Example: Plot Interaction of Categorical Factors

Example: Prediction (out of sample)

Example: Quantile regression

Example: Recursive least squares

Example: Regression diagnostics

Example: Regression Plots

Example: Robust Linear Models

Example: SARIMAX: Introduction

Example: SARIMAX: Model selection, missing data

Example: State space modeling: Local Linear Trends

Example: Statsmodels Examples

Example: Time Series Filters

Example: Trends and cycles in unemployment

Example: VARMAX models

Example: Weighted Least Squares

Linear Regression

GLS.fit()

GLS.from_formula()

GLS.get_distribution()

GLS.hessian()

GLS.information()

GLS.initialize()

GLS.loglike()

GLS.predict()

GLS.score()

GLS.whiten()

GLSAR.fit()

GLSAR.from_formula()

GLSAR.get_distribution()

GLSAR.hessian()

GLSAR.information()

GLSAR.initialize()

GLSAR.iterative_fit()

GLSAR.loglike()

GLSAR.predict()

GLSAR.score()

GLSAR.whiten()

OLS.fit()

OLS.fit_regularized()

OLS.from_formula()

OLS.get_distribution()

OLS.hessian()

OLS.information()

OLS.initialize()

OLS.loglike()

OLS.predict()

OLS.score()

OLS.whiten()

OLSResults.aic()

OLSResults.bic()

OLSResults.bse()

OLSResults.centered_tss()

OLSResults.compare_f_test()

OLSResults.compare_lm_test()

OLSResults.compare_lr_test()

OLSResults.condition_number()

OLSResults.conf_int()

OLSResults.conf_int_el()

OLSResults.cov_HC0()

OLSResults.cov_HC1()

OLSResults.cov_HC2()

OLSResults.cov_HC3()

OLSResults.cov_params()

OLSResults.eigenvals()

OLSResults.el_test()

OLSResults.ess()

OLSResults.fittedvalues()

OLSResults.fvalue()

OLSResults.f_pvalue()

OLSResults.f_test()

OLSResults.get_influence()

OLSResults.get_prediction()

OLSResults.get_robustcov_results()

OLSResults.HC0_se()

OLSResults.HC1_se()

OLSResults.HC2_se()

OLSResults.HC3_se()

OLSResults.initialize()

OLSResults.llf()

OLSResults.load()

OLSResults.mse_model()

OLSResults.mse_resid()

OLSResults.mse_total()

OLSResults.nobs()

OLSResults.normalized_cov_params()

OLSResults.outlier_test()

OLSResults.predict()

OLSResults.pvalues()

OLSResults.remove_data()

OLSResults.resid()

OLSResults.resid_pearson()

OLSResults.rsquared()

OLSResults.rsquared_adj()

OLSResults.save()

OLSResults.scale()

OLSResults.ssr()

OLSResults.summary()

OLSResults.summary2()

OLSResults.tvalues()

OLSResults.t_test()

OLSResults.uncentered_tss()

OLSResults.wald_test()

OLSResults.wald_test_terms()

OLSResults.wresid()

QuantReg.fit()

QuantReg.from_formula()

QuantReg.get_distribution()

QuantReg.hessian()

QuantReg.information()

QuantReg.initialize()

QuantReg.loglike()

QuantReg.predict()

QuantReg.score()

QuantReg.whiten()

QuantRegResults.aic()

QuantRegResults.bic()

QuantRegResults.bse()

QuantRegResults.centered_tss()

QuantRegResults.compare_f_test()

QuantRegResults.compare_lm_test()

QuantRegResults.compare_lr_test()

QuantRegResults.condition_number()

QuantRegResults.conf_int()

QuantRegResults.cov_HC0()

QuantRegResults.cov_HC1()

QuantRegResults.cov_HC2()

QuantRegResults.cov_HC3()

QuantRegResults.cov_params()

QuantRegResults.eigenvals()

QuantRegResults.ess()

QuantRegResults.fittedvalues()

QuantRegResults.fvalue()

QuantRegResults.f_pvalue()

QuantRegResults.f_test()

QuantRegResults.get_prediction()

QuantRegResults.get_robustcov_results()

QuantRegResults.HC0_se()

QuantRegResults.HC1_se()

QuantRegResults.HC2_se()

QuantRegResults.HC3_se()

QuantRegResults.initialize()

QuantRegResults.llf()

QuantRegResults.load()

QuantRegResults.mse()

QuantRegResults.mse_model()

QuantRegResults.mse_resid()

QuantRegResults.mse_total()

QuantRegResults.nobs()

QuantRegResults.normalized_cov_params()

QuantRegResults.predict()

QuantRegResults.prsquared()

QuantRegResults.pvalues()

QuantRegResults.remove_data()

QuantRegResults.resid()

QuantRegResults.resid_pearson()

QuantRegResults.rsquared()

QuantRegResults.rsquared_adj()

QuantRegResults.save()

QuantRegResults.scale()

QuantRegResults.ssr()

QuantRegResults.summary()

QuantRegResults.summary2()

QuantRegResults.tvalues()

QuantRegResults.t_test()

QuantRegResults.uncentered_tss()

QuantRegResults.wald_test()

QuantRegResults.wald_test_terms()

QuantRegResults.wresid()

RecursiveLS.filter()

RecursiveLS.fit()

RecursiveLS.from_formula()

RecursiveLS.hessian()

RecursiveLS.impulse_responses()

RecursiveLS.information()

RecursiveLS.initialize()

RecursiveLS.initialize_approximate_diffuse()

RecursiveLS.initialize_known()

RecursiveLS.initialize_statespace()

RecursiveLS.initialize_stationary()

RecursiveLS.loglike()

RecursiveLS.loglikeobs()

RecursiveLS.observed_information_matrix()

RecursiveLS.opg_information_matrix()

RecursiveLS.predict()

RecursiveLS.prepare_data()

RecursiveLS.score()

RecursiveLS.score_obs()

RecursiveLS.set_conserve_memory()

RecursiveLS.set_filter_method()

RecursiveLS.set_inversion_method()

RecursiveLS.set_smoother_output()

RecursiveLS.set_stability_method()

RecursiveLS.simulate()

RecursiveLS.smooth()

RecursiveLS.transform_jacobian()

RecursiveLS.transform_params()

RecursiveLS.untransform_params()

RecursiveLS.update()

RecursiveLSResults.aic()

RecursiveLSResults.bic()

RecursiveLSResults.bse()

RecursiveLSResults.conf_int()

RecursiveLSResults.cov_params()

RecursiveLSResults.cov_params_approx()

RecursiveLSResults.cov_params_oim()

RecursiveLSResults.cov_params_opg()

RecursiveLSResults.cov_params_robust()

RecursiveLSResults.cov_params_robust_approx()

RecursiveLSResults.cov_params_robust_oim()

RecursiveLSResults.cusum()

RecursiveLSResults.cusum_squares()

RecursiveLSResults.fittedvalues()

RecursiveLSResults.forecast()

RecursiveLSResults.f_test()

RecursiveLSResults.get_forecast()

RecursiveLSResults.get_prediction()

RecursiveLSResults.hqic()

RecursiveLSResults.impulse_responses()

RecursiveLSResults.initialize()

RecursiveLSResults.llf()

RecursiveLSResults.llf_obs()

RecursiveLSResults.load()

RecursiveLSResults.loglikelihood_burn()

RecursiveLSResults.normalized_cov_params()

RecursiveLSResults.plot_cusum()

RecursiveLSResults.plot_cusum_squares()

RecursiveLSResults.plot_diagnostics()

RecursiveLSResults.plot_recursive_coefficient()

RecursiveLSResults.predict()

RecursiveLSResults.pvalues()

RecursiveLSResults.remove_data()

RecursiveLSResults.resid()

RecursiveLSResults.resid_recursive()

RecursiveLSResults.save()

RecursiveLSResults.simulate()

RecursiveLSResults.summary()

RecursiveLSResults.test_heteroskedasticity()

RecursiveLSResults.test_normality()

RecursiveLSResults.test_serial_correlation()

RecursiveLSResults.tvalues()

RecursiveLSResults.t_test()

RecursiveLSResults.wald_test()

RecursiveLSResults.wald_test_terms()

RecursiveLSResults.zvalues()

regression.linear_model.GLS()

regression.linear_model.GLSAR()

regression.linear_model.OLS()

regression.linear_model.OLSResults()

regression.linear_model.RegressionResults()

regression.linear_model.WLS()

regression.linear_model.yule_walker()

regression.quantile_regression.QuantReg()

regression.quantile_regression.QuantRegResults()

regression.recursive_ls.RecursiveLS()

regression.recursive_ls.RecursiveLSResults()

RegressionResults.aic()

RegressionResults.bic()

RegressionResults.bse()

RegressionResults.centered_tss()

RegressionResults.compare_f_test()

RegressionResults.compare_lm_test()

RegressionResults.compare_lr_test()

RegressionResults.condition_number()

RegressionResults.conf_int()

RegressionResults.cov_HC0()

RegressionResults.cov_HC1()

RegressionResults.cov_HC2()

RegressionResults.cov_HC3()

RegressionResults.cov_params()

RegressionResults.eigenvals()

RegressionResults.ess()

RegressionResults.fittedvalues()

RegressionResults.fvalue()

RegressionResults.f_pvalue()

RegressionResults.f_test()

RegressionResults.get_prediction()

RegressionResults.get_robustcov_results()

RegressionResults.HC0_se()

RegressionResults.HC1_se()

RegressionResults.HC2_se()

RegressionResults.HC3_se()

RegressionResults.initialize()

RegressionResults.llf()

RegressionResults.load()

RegressionResults.mse_model()

RegressionResults.mse_resid()

RegressionResults.mse_total()

RegressionResults.nobs()

RegressionResults.normalized_cov_params()

RegressionResults.predict()

RegressionResults.pvalues()

RegressionResults.remove_data()

RegressionResults.resid()

RegressionResults.resid_pearson()

RegressionResults.rsquared()

RegressionResults.rsquared_adj()

RegressionResults.save()

RegressionResults.scale()

RegressionResults.ssr()

RegressionResults.summary()

RegressionResults.summary2()

RegressionResults.tvalues()

RegressionResults.t_test()

RegressionResults.uncentered_tss()

RegressionResults.wald_test()

RegressionResults.wald_test_terms()

RegressionResults.wresid()

WLS.fit()

WLS.from_formula()

WLS.get_distribution()

WLS.hessian()

WLS.information()

WLS.initialize()

WLS.loglike()

WLS.predict()

WLS.score()

WLS.whiten()

QuantRegResults.get_robustcov_results()

QuantRegResults.normalized_cov_params()

RecursiveLSResults.cov_params_robust_approx()

RecursiveLSResults.plot_recursive_coefficient()

Generalized Method of Moments

GMM.calc_weightmatrix()

GMM.fit()

GMM.fitgmm()

GMM.fitgmm_cu()

GMM.fititer()

GMM.from_formula()

GMM.gmmobjective()

GMM.gmmobjective_cu()

GMM.gradient_momcond()

GMM.momcond_mean()

GMM.predict()

GMM.score()

GMM.score_cu()

GMM.start_weights()

GMMResults.bse()

GMMResults.calc_cov_params()

GMMResults.compare_j()

GMMResults.conf_int()

GMMResults.cov_params()

GMMResults.f_test()

GMMResults.get_bse()

GMMResults.initialize()

GMMResults.jtest()

GMMResults.jval()

GMMResults.llf()

GMMResults.load()

GMMResults.normalized_cov_params()

GMMResults.predict()

GMMResults.pvalues()

GMMResults.q()

GMMResults.remove_data()

GMMResults.save()

GMMResults.summary()

GMMResults.tvalues()

GMMResults.t_test()

GMMResults.wald_test()

GMMResults.wald_test_terms()

IV2SLS.fit()

IV2SLS.from_formula()

IV2SLS.hessian()

IV2SLS.information()

IV2SLS.initialize()

IV2SLS.loglike()

IV2SLS.predict()

IV2SLS.score()

IV2SLS.whiten()

IVGMM.calc_weightmatrix()

IVGMM.fit()

IVGMM.fitgmm()

IVGMM.fitgmm_cu()

IVGMM.fititer()

IVGMM.fitstart()

IVGMM.from_formula()

IVGMM.get_error()

IVGMM.gmmobjective()

IVGMM.gmmobjective_cu()

IVGMM.gradient_momcond()

IVGMM.momcond()

IVGMM.momcond_mean()

IVGMM.predict()

IVGMM.score()

IVGMM.score_cu()

IVGMM.start_weights()

IVGMMResults.bse()

IVGMMResults.calc_cov_params()

IVGMMResults.compare_j()

IVGMMResults.conf_int()

IVGMMResults.cov_params()

IVGMMResults.fittedvalues()

IVGMMResults.f_test()

IVGMMResults.get_bse()

IVGMMResults.initialize()

IVGMMResults.jtest()

IVGMMResults.jval()

IVGMMResults.llf()

IVGMMResults.load()

IVGMMResults.normalized_cov_params()

IVGMMResults.predict()

IVGMMResults.pvalues()

IVGMMResults.q()

IVGMMResults.remove_data()

IVGMMResults.resid()

IVGMMResults.save()

IVGMMResults.ssr()

IVGMMResults.summary()

IVGMMResults.tvalues()

IVGMMResults.t_test()

IVGMMResults.wald_test()

IVGMMResults.wald_test_terms()

IVRegressionResults.aic()

IVRegressionResults.bic()

IVRegressionResults.bse()

IVRegressionResults.centered_tss()

IVRegressionResults.compare_f_test()

IVRegressionResults.compare_lm_test()

IVRegressionResults.compare_lr_test()

IVRegressionResults.condition_number()

IVRegressionResults.conf_int()

IVRegressionResults.cov_HC0()

IVRegressionResults.cov_HC1()

IVRegressionResults.cov_HC2()

IVRegressionResults.cov_HC3()

IVRegressionResults.cov_params()

IVRegressionResults.eigenvals()

IVRegressionResults.ess()

IVRegressionResults.fittedvalues()

IVRegressionResults.fvalue()

IVRegressionResults.f_pvalue()

IVRegressionResults.f_test()

IVRegressionResults.get_prediction()

IVRegressionResults.get_robustcov_results()

IVRegressionResults.HC0_se()

IVRegressionResults.HC1_se()

IVRegressionResults.HC2_se()

IVRegressionResults.HC3_se()

IVRegressionResults.initialize()

IVRegressionResults.llf()

IVRegressionResults.load()

IVRegressionResults.mse_model()

IVRegressionResults.mse_resid()

IVRegressionResults.mse_total()

IVRegressionResults.nobs()

IVRegressionResults.normalized_cov_params()

IVRegressionResults.predict()

IVRegressionResults.pvalues()

IVRegressionResults.remove_data()

IVRegressionResults.resid()

IVRegressionResults.resid_pearson()

IVRegressionResults.rsquared()

IVRegressionResults.rsquared_adj()

IVRegressionResults.save()

IVRegressionResults.scale()

IVRegressionResults.spec_hausman()

IVRegressionResults.ssr()

IVRegressionResults.summary()

IVRegressionResults.summary2()

IVRegressionResults.tvalues()

IVRegressionResults.t_test()

IVRegressionResults.uncentered_tss()

IVRegressionResults.wald_test()

IVRegressionResults.wald_test_terms()

IVRegressionResults.wresid()

LinearIVGMM.calc_weightmatrix()

LinearIVGMM.fit()

LinearIVGMM.fitgmm()

LinearIVGMM.fitgmm_cu()

LinearIVGMM.fititer()

LinearIVGMM.fitstart()

LinearIVGMM.from_formula()

LinearIVGMM.get_error()

LinearIVGMM.gmmobjective()

LinearIVGMM.gmmobjective_cu()

LinearIVGMM.gradient_momcond()

LinearIVGMM.momcond()

LinearIVGMM.momcond_mean()

LinearIVGMM.predict()

LinearIVGMM.score()

LinearIVGMM.score_cu()

LinearIVGMM.start_weights()

NonlinearIVGMM.calc_weightmatrix()

NonlinearIVGMM.fit()

NonlinearIVGMM.fitgmm()

NonlinearIVGMM.fitgmm_cu()

NonlinearIVGMM.fititer()

NonlinearIVGMM.fitstart()

NonlinearIVGMM.from_formula()

NonlinearIVGMM.get_error()

NonlinearIVGMM.gmmobjective()

NonlinearIVGMM.gmmobjective_cu()

NonlinearIVGMM.gradient_momcond()

NonlinearIVGMM.jac_error()

NonlinearIVGMM.jac_func()

NonlinearIVGMM.momcond()

NonlinearIVGMM.momcond_mean()

NonlinearIVGMM.predict()

NonlinearIVGMM.score()

NonlinearIVGMM.score_cu()

NonlinearIVGMM.start_weights()

sandbox.regression.gmm.GMM()

sandbox.regression.gmm.GMMResults()

sandbox.regression.gmm.IV2SLS()

sandbox.regression.gmm.IVGMM()

sandbox.regression.gmm.IVGMMResults()

sandbox.regression.gmm.IVRegressionResults()

sandbox.regression.gmm.LinearIVGMM()

sandbox.regression.gmm.NonlinearIVGMM()

Graphics

graphics.boxplots.beanplot()

graphics.boxplots.violinplot()

graphics.correlation.plot_corr()

graphics.correlation.plot_corr_grid()

graphics.factorplots.interaction_plot()

graphics.functional.banddepth()

graphics.functional.fboxplot()

graphics.functional.rainbowplot()

graphics.gofplots.ProbPlot()

graphics.gofplots.qqline()

graphics.gofplots.qqplot()

graphics.gofplots.qqplot_2samples()

graphics.mosaicplot.mosaic()

graphics.plot_grids.scatter_ellipse()

graphics.regressionplots.abline_plot()

graphics.regressionplots.influence_plot()

graphics.regressionplots.plot_ccpr()

graphics.regressionplots.plot_fit()

graphics.regressionplots.plot_leverage_resid2()

graphics.regressionplots.plot_partregress()

graphics.regressionplots.plot_regress_exog()

graphics.tsaplots.month_plot()

graphics.tsaplots.plot_acf()

graphics.tsaplots.plot_pacf()

graphics.tsaplots.quarter_plot()

ProbPlot.ppplot()

ProbPlot.probplot()

ProbPlot.qqplot()

ProbPlot.sample_percentiles()

ProbPlot.sample_quantiles()

ProbPlot.sorted_data()

ProbPlot.theoretical_percentiles()

ProbPlot.theoretical_quantiles()

Multiple Imputation with Chained Equations

imputation.mice.MICE()

imputation.mice.MICEData()

MICE.combine()

MICE.fit()

MICE.next_sample()

MICEData.get_fitting_data()

MICEData.get_split_data()

MICEData.impute()

MICEData.impute_pmm()

MICEData.next_sample()

MICEData.perturb_params()

MICEData.plot_bivariate()

MICEData.plot_fit_obs()

MICEData.plot_imputed_hist()

MICEData.plot_missing_pattern()

MICEData.set_imputer()

MICEData.update()

MICEData.update_all()

Input-Output

iolib.foreign.genfromdta()

iolib.foreign.savetxt()

iolib.foreign.StataReader()

iolib.foreign.StataWriter()

iolib.smpickle.load_pickle()

iolib.smpickle.save_pickle()

iolib.summary.Summary

iolib.summary2.Summary

iolib.table.csv2st()

iolib.table.SimpleTable()

SimpleTable.append()

SimpleTable.as_csv()

SimpleTable.as_html()

SimpleTable.as_latex_tabular()

SimpleTable.as_text()

SimpleTable.clear()

SimpleTable.copy()

SimpleTable.count()

SimpleTable.extend()

SimpleTable.extend_right()

SimpleTable.get_colwidths()

SimpleTable.index()

SimpleTable.insert()

SimpleTable.insert_header_row()

SimpleTable.insert_stubs()

SimpleTable.label_cells()

SimpleTable.pad()

SimpleTable.pop()

SimpleTable.remove()

SimpleTable.reverse()

SimpleTable.sort()

StataReader.dataset()

StataReader.file_format()

StataReader.file_headers()

StataReader.file_label()

StataReader.file_timestamp()

StataReader.variables()

StataWriter.write_file()

Summary.add_array()

Summary.add_base()

Summary.add_df()

Summary.add_dict()

Summary.add_extra_txt()

Summary.add_table_2cols()

Summary.add_table_params()

Summary.add_text()

Summary.add_title()

Summary.as_csv()

Summary.as_html()

Summary.as_html()

Summary.as_latex()

Summary.as_latex()

Summary.as_text()

Summary.as_text()

Nonparametric Methods

KDEMultivariate.cdf()

KDEMultivariate.imse()

KDEMultivariate.loo_likelihood()

KDEMultivariate.pdf()

KDEMultivariateConditional.cdf()

KDEMultivariateConditional.imse()

KDEMultivariateConditional.loo_likelihood()

KDEMultivariateConditional.pdf()

KDEUnivariate.cdf()

KDEUnivariate.cumhazard()

KDEUnivariate.entropy()

KDEUnivariate.evaluate()

KDEUnivariate.fit()

KDEUnivariate.icdf()

KDEUnivariate.sf()

KernelCensoredReg.aic_hurvich()

KernelCensoredReg.censored()

KernelCensoredReg.cv_loo()

KernelCensoredReg.fit()

KernelCensoredReg.loo_likelihood()

KernelCensoredReg.r_squared()

KernelCensoredReg.sig_test()

KernelReg.aic_hurvich()

KernelReg.cv_loo()

KernelReg.fit()

KernelReg.loo_likelihood()

KernelReg.r_squared()

KernelReg.sig_test()

nonparametric.bandwidths.bw_scott()

nonparametric.bandwidths.bw_silverman()

nonparametric.bandwidths.select_bandwidth()

nonparametric.kde.KDEUnivariate()

nonparametric.kernel_density.EstimatorSettings()

nonparametric.kernel_density.KDEMultivariate()

nonparametric.kernel_density.KDEMultivariateConditional()

nonparametric.kernel_regression.KernelCensoredReg()

nonparametric.kernel_regression.KernelReg()

nonparametric.smoothers_lowess.lowess()

KDEMultivariateConditional.loo_likelihood()

Manual

Manual: ANOVA

Manual: Contingency tables

Manual: Distributions

Manual: Empirical Likelihood emplike

Manual: endog, exog, what’s that?

Manual: Fitting models using R-style formulas

Manual: Frequently Asked Question

Manual: Generalized Estimating Equations

Manual: Generalized Linear Models

Manual: Generalized Method of Moments gmm

Manual: Getting started

Manual: Graphics

Manual: Import Paths and Structure

Manual: Input-Output iolib

Manual: Installation

Manual: Linear Mixed Effects Models

Manual: Linear Regression

Manual: Methods for Survival and Duration Analysis

Manual: Multiple Imputation with Chained Equations

Manual: Multivariate Statistics multivariate

Manual: Nonparametric Methods nonparametric

Manual: Other Models miscmodels

Manual: Patsy: Contrast Coding Systems for categorical variables

Manual: Pitfalls

Manual: Python Module Index

Manual: Regression Diagnostics and Specification Tests

Manual: Regression with Discrete Dependent Variable

Manual: Robust Linear Models

Manual: Sandbox

Manual: Statistics stats

Manual: Time Series Analysis by State Space Methods statespace

Manual: Time Series analysis tsa

Manual: Tools

Manual: Vector Autoregressions tsa.vector_ar

Manual: Weight Functions

Other Models

miscmodels.count.PoissonGMLE()

miscmodels.count.PoissonOffsetGMLE()

miscmodels.count.PoissonZiGMLE()

miscmodels.tmodel.TLinearModel()

PoissonGMLE.expandparams()

PoissonGMLE.fit()

PoissonGMLE.from_formula()

PoissonGMLE.hessian()

PoissonGMLE.information()

PoissonGMLE.initialize()

PoissonGMLE.jac()

PoissonGMLE.loglike()

PoissonGMLE.loglikeobs()

PoissonGMLE.nloglike()

PoissonGMLE.nloglikeobs()

PoissonGMLE.predict()

PoissonGMLE.predict_distribution()

PoissonGMLE.reduceparams()

PoissonGMLE.score()

PoissonGMLE.score_obs()

PoissonOffsetGMLE.expandparams()

PoissonOffsetGMLE.fit()

PoissonOffsetGMLE.from_formula()

PoissonOffsetGMLE.hessian()

PoissonOffsetGMLE.information()

PoissonOffsetGMLE.initialize()

PoissonOffsetGMLE.jac()

PoissonOffsetGMLE.loglike()

PoissonOffsetGMLE.loglikeobs()

PoissonOffsetGMLE.nloglike()

PoissonOffsetGMLE.nloglikeobs()

PoissonOffsetGMLE.predict()

PoissonOffsetGMLE.reduceparams()

PoissonOffsetGMLE.score()

PoissonOffsetGMLE.score_obs()

PoissonZiGMLE.expandparams()

PoissonZiGMLE.fit()

PoissonZiGMLE.from_formula()

PoissonZiGMLE.hessian()

PoissonZiGMLE.information()

PoissonZiGMLE.initialize()

PoissonZiGMLE.jac()

PoissonZiGMLE.loglike()

PoissonZiGMLE.loglikeobs()

PoissonZiGMLE.nloglike()

PoissonZiGMLE.nloglikeobs()

PoissonZiGMLE.predict()

PoissonZiGMLE.reduceparams()

PoissonZiGMLE.score()

PoissonZiGMLE.score_obs()

TLinearModel.expandparams()

TLinearModel.fit()

TLinearModel.from_formula()

TLinearModel.hessian()

TLinearModel.information()

TLinearModel.initialize()

TLinearModel.jac()

TLinearModel.loglike()

TLinearModel.loglikeobs()

TLinearModel.nloglike()

TLinearModel.nloglikeobs()

TLinearModel.predict()

TLinearModel.reduceparams()

TLinearModel.score()

TLinearModel.score_obs()

Linear Mixed Effects Models

MixedLM.fit()

MixedLM.fit_regularized()

MixedLM.from_formula()

MixedLM.get_fe_params()

MixedLM.get_scale()

MixedLM.group_list()

MixedLM.hessian()

MixedLM.information()

MixedLM.initialize()

MixedLM.loglike()

MixedLM.predict()

MixedLM.score()

MixedLM.score_full()

MixedLM.score_sqrt()

MixedLMResults.aic()

MixedLMResults.bic()

MixedLMResults.bootstrap()

MixedLMResults.bse()

MixedLMResults.bsejac()

MixedLMResults.bsejhj()

MixedLMResults.bse_fe()

MixedLMResults.bse_re()

MixedLMResults.conf_int()

MixedLMResults.covjac()

MixedLMResults.covjhj()

MixedLMResults.cov_params()

MixedLMResults.df_modelwc()

MixedLMResults.fittedvalues()

MixedLMResults.f_test()

MixedLMResults.get_nlfun()

MixedLMResults.hessv()

MixedLMResults.initialize()

MixedLMResults.jacv()

MixedLMResults.llf()

MixedLMResults.load()

MixedLMResults.normalized_cov_params()

MixedLMResults.predict()

MixedLMResults.profile_re()

MixedLMResults.pvalues()

MixedLMResults.random_effects()

MixedLMResults.random_effects_cov()

MixedLMResults.remove_data()

MixedLMResults.resid()

MixedLMResults.save()

MixedLMResults.score_obsv()

MixedLMResults.summary()

MixedLMResults.tvalues()

MixedLMResults.t_test()

MixedLMResults.wald_test()

MixedLMResults.wald_test_terms()

regression.mixed_linear_model.MixedLM()

regression.mixed_linear_model.MixedLMResults()

Multivariate Statistics

multivariate.pca.PCA()

PCA.plot_rsquare()

PCA.plot_scree()

PCA.project()

Sandbox

sandbox.descstats.descstats()

sandbox.descstats.sign_test()

sandbox.regression.anova_nistcertified.anova_ols()

sandbox.regression.anova_nistcertified.anova_oneway()

sandbox.regression.try_catdata.cat2dummy()

sandbox.regression.try_catdata.convertlabels()

sandbox.regression.try_catdata.groupsstats_1d()

sandbox.regression.try_catdata.groupsstats_dummy()

sandbox.regression.try_catdata.groupstatsbin()

sandbox.regression.try_catdata.labelmeanfilter()

sandbox.regression.try_catdata.labelmeanfilter_nd()

sandbox.regression.try_catdata.labelmeanfilter_str()

sandbox.regression.try_ols_anova.data2dummy()

sandbox.regression.try_ols_anova.data2groupcont()

sandbox.regression.try_ols_anova.data2proddummy()

sandbox.regression.try_ols_anova.dropname()

sandbox.regression.try_ols_anova.form2design()

sandbox.sysreg.Sem2SLS()

sandbox.sysreg.SUR()

sandbox.tsa.movstat.movmean()

sandbox.tsa.movstat.movmoment()

sandbox.tsa.movstat.movorder()

sandbox.tsa.movstat.movvar()

Sem2SLS.fit()

Sem2SLS.whiten()

SUR.fit()

SUR.initialize()

SUR.predict()

SUR.whiten()

Contingency tables

SquareTable.chi2_contribs()

SquareTable.cumulative_log_oddsratios()

SquareTable.cumulative_oddsratios()

SquareTable.fittedvalues()

SquareTable.from_data()

SquareTable.homogeneity()

SquareTable.independence_probabilities()

SquareTable.local_log_oddsratios()

SquareTable.local_oddsratios()

SquareTable.marginal_probabilities()

SquareTable.resid_pearson()

SquareTable.standardized_resids()

SquareTable.summary()

SquareTable.symmetry()

SquareTable.test_nominal_association()

SquareTable.test_ordinal_association()

stats.contingency_tables.cochrans_q()

stats.contingency_tables.mcnemar()

stats.contingency_tables.SquareTable()

stats.contingency_tables.StratifiedTable()

stats.contingency_tables.Table()

stats.contingency_tables.Table2x2()

StratifiedTable.from_data()

StratifiedTable.logodds_pooled()

StratifiedTable.logodds_pooled_confint()

StratifiedTable.logodds_pooled_se()

StratifiedTable.oddsratio_pooled()

StratifiedTable.oddsratio_pooled_confint()

StratifiedTable.risk_pooled()

StratifiedTable.summary()

StratifiedTable.test_equal_odds()

StratifiedTable.test_null_odds()

Table.chi2_contribs()

Table.cumulative_log_oddsratios()

Table.cumulative_oddsratios()

Table.fittedvalues()

Table.from_data()

Table.independence_probabilities()

Table.local_log_oddsratios()

Table.local_oddsratios()

Table.marginal_probabilities()

Table.resid_pearson()

Table.standardized_resids()

Table.test_nominal_association()

Table.test_ordinal_association()

Table2x2.chi2_contribs()

Table2x2.cumulative_log_oddsratios()

Table2x2.cumulative_oddsratios()

Table2x2.fittedvalues()

Table2x2.from_data()

Table2x2.homogeneity()

Table2x2.independence_probabilities()

Table2x2.local_log_oddsratios()

Table2x2.local_oddsratios()

Table2x2.log_oddsratio()

Table2x2.log_oddsratio_confint()

Table2x2.log_oddsratio_pvalue()

Table2x2.log_oddsratio_se()

Table2x2.log_riskratio()

Table2x2.log_riskratio_confint()

Table2x2.log_riskratio_pvalue()

Table2x2.log_riskratio_se()

Table2x2.marginal_probabilities()

Table2x2.oddsratio()

Table2x2.oddsratio_confint()

Table2x2.oddsratio_pvalue()

Table2x2.resid_pearson()

Table2x2.riskratio()

Table2x2.riskratio_confint()

Table2x2.riskratio_pvalue()

Table2x2.standardized_resids()

Table2x2.summary()

Table2x2.symmetry()

Table2x2.test_nominal_association()

Table2x2.test_ordinal_association()

ANOVA

stats.anova.anova_lm()

Tools

tools.eval_measures.aic()

tools.eval_measures.aicc()

tools.eval_measures.aicc_sigma()

tools.eval_measures.aic_sigma()

tools.eval_measures.bias()

tools.eval_measures.bic()

tools.eval_measures.bic_sigma()

tools.eval_measures.hqic()

tools.eval_measures.hqic_sigma()

tools.eval_measures.iqr()

tools.eval_measures.maxabs()

tools.eval_measures.meanabs()

tools.eval_measures.medianabs()

tools.eval_measures.medianbias()

tools.eval_measures.mse()

tools.eval_measures.rmse()

tools.eval_measures.stde()

tools.eval_measures.vare()

tools.numdiff.approx_fprime()

tools.numdiff.approx_fprime_cs()

tools.numdiff.approx_hess1()

tools.numdiff.approx_hess2()

tools.numdiff.approx_hess3()

tools.numdiff.approx_hess_cs()

tools.tools.add_constant()

tools.tools.categorical()

tools.tools.clean0()

tools.tools.fullrank()

tools.tools.isestimable()

tools.tools.rank()

tools.tools.recipr()

tools.tools.recipr0()

tools.tools.unsqueeze()

Index

index