Other Models othermod

statsmodels.othermod contains model classes that do not fit into any other category, for example models for a response variable endog that has support on the unit interval or is positive or non-negative.

statsmodels.othermod contains models that are, or will be fully developed in contrast to statsmodels.miscmodels which contains mainly examples for the use of the generic likelihood model setup.

Status is experimental. The api and implementation will need to adjust as we support more types of models, for example models with multiple exog and multiple link functions.

Interval Models betareg

Models for continuous dependent variables that are in the unit interval such as fractions. These Models are estimated by full Maximum Likelihood. Dependent variables on the unit interval can also be estimate by Quasi Maximum Likelihood using models for binary endog, such as Logit and GLM-Binomial. (The implementation of discrete.Probit assumes binary endog and cannot estimate a QMLE for continuous dependent variable.)

BetaModel(endog, exog[, exog_precision, ...])

Beta Regression.

BetaResults(model, mlefit)

Results class for Beta regression