statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- SUMM: influence function for penalized or constrained models
- ENH/TST: score/LM and CM tests based on estimating equations or GMM
- ENH/SUMM MLE based mean-variance models
- ENH: families and distributions - add derivative wrt main parameters, e.g. mu, linpred, scale
- OLS.fit_regularized(L1_wt=0) returns params as numpy array instead of pandas Series
- REF/ENH: fit_constrained generic method
- ENH: sign convention for hessian_factor
- SUMM/Review diagnostic and specification tests
- Drop redundant columns from exog
- ENH/REF: GLM.score_test scale handling
- Docs
- Python not yet supported