statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
Triage Issues!
When you volunteer to triage issues, you'll receive an email each day with a link to an open issue that needs help in this project. You'll also receive instructions on how to triage issues.
Triage Docs!
Receive a documented method or class from your favorite GitHub repos in your inbox every day. If you're really pro, receive undocumented methods or classes and supercharge your commit history.
Python not yet supported170 Subscribers
View all SubscribersAdd a CodeTriage badge to statsmodels
Help out
- Issues
- ENH: generic helper method for in-sample average effect with moment correlation
- get_hat_matrix_diag() returns NaN when weights contain negative values due to np.sqrt on GLM/GAM
- GLM fittedvalues error
- ENH: Alternative Kernels in HAC estimation
- ENH: out-of-sample prediction, forecast comparison, multiplicity correction (paired t-test)
- BUG: linear RegressionModel.get_distribution is only for OLS, no weights/heteroscedasticity
- ENH: GAM Mixin, penalized splines for other models than GLM
- ENH: recursive bivariate binary choice model, bivariate Probit and Copulas
- ENH: implementation multi-equation GMM with missing parts, sample selection
- ENH: (cluster) robust standard errors in treatment effects ATE
- Docs
- Python not yet supported