Questions tagged [statsmodels]

A Python module for exploration, testing, and estimation. Do not use this tag for general statistical modeling questions! Nb, questions only about the module itself, Python, or coding will likely be off topic.

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2
votes
0answers
678 views

Equivalence of intercept beta test to one-sample t-test in linear regression model with categorical variable

I am testing my understanding of the equivalence between basic linear regression with categorical variables, and one-sample / independent samples t-tests. I don't think this corresponds to an existing ...
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2answers
250 views

Stats t-test for soccer data

I am new to stats and had the following question I am studying if the total number of fouls in a soccer game increases/decreases if a particular team is winning at half time. This is what I did (one ...
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1answer
7k views

Johansen Test in python [closed]

How to get the trace statistics from the Johansen test for cointegration in python. Also, i tried to search it myself on google, found the following website ("http://www.drtomstarke.com/index.php/...
3
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0answers
917 views

Approximating cox model with time varying covariates using poisson

How do you reformat a dataset in order to perform a cox regression with time-varying covariates as a poisson regression. I'm trying to run a survival analysis regression in python with time varying ...
2
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0answers
1k views

Python: Compute the Generalized Impulse Responses

I am using the tsa.vector_ar in Python, StatsModel Package and when I do a Forecast Error Variance Decomposition using the command ...
3
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2answers
5k views

Different output for R lm() and python statsmodel OLS for linear regression

I'm exploring linear regressions in R and Python, and usually get the same results but this is an instance I do not. I added the sum of Agriculture and ...
9
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1answer
8k views

Assessing the Contribution of each Predictor in Linear Regression

Say I build a linear regression model to identify linear dependencies between variables in my data. Some of these variables are categorical variables. If I want to evaluate the contribution of a ...
0
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0answers
97 views

beanplots: plus sign?

I would like to draw bean plots using the statsmodel package for Python. In the example provided on the documentation, I see a red plus sign in each beanplot: What does it represent?
4
votes
1answer
8k views

ARIMA with seasonality in Statsmodels

I'd like to have a seasonal ARIMA model implemented with Statsmodels ARIMA. Specifically, I'd like to log before the weekly seasonality and then be able to make forecasts. Perhaps an example with ...
53
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2answers
30k views

Pandas / Statsmodel / Scikit-learn

Are Pandas, Statsmodels and Scikit-learn different implementations of machine learning/statistical operations, or are these complementary to one another? Which of these has the most comprehensive ...

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