Statsmodels Examples

This page provides a series of examples, tutorials and recipes to help you get started with statsmodels. Each of the examples shown here is made available as an IPython Notebook and as a plain python script on the statsmodels github repository.

If you are not comfortable with git, we also encourage users to submit their own examples, tutorials or cool statsmodels tricks to the Examples wiki page.

Topics

• Linear Regression Models

• Plotting

• Discrete Choice Models

• Nonparametric Statistics

• Generalized Linear Models

• Robust Regression

• Statistics

• Time Series Analysis

• User Notes

Linear Regression Models

• Ordinary Least Squares

  

• Generalized Least Squares

  

• Quantile Regression

  

• Regression Diagnostics

  

• Weighted Least Squares

  

• Linear Mixed-Effects

  

Plotting

• Regression Plots

  

• Categorical Interactions

  

Discrete Choice Models

• Getting Started

  

• Fair's Affairs Data

  

Nonparametric Statistics

• Univariate Kernel Density Estimator

  

Generalized Linear Models

• Generalized Linear Models Overview

  

• Using Formulas with GLMs

  

Robust Regression

• M-estimators for Robust Regression

  

• Comparing OLS and RLM

  

Statistics

• ANOVA

  

Time Series Analysis

• ARMA: Sunspots Data

  

• ARMA: Artificial Data

  

• Time Series Filters

  

User Notes

• Contrasts

  

• Formulas

  

• Prediction

  

• Generic Maximum Likelihood

  

• Dates in Time-Series Models