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statsmodels is a Python package that provides a complement to scipy for
statistical computations including descriptive statistics and estimation and
inference for statistical models.
Main Features:
- Linear regression models
- Mixed Linear Model with mixed effects and variance components
- GLM: Generalized linear models with support for all of the one-parameter
exponential family distributions
- Bayesian Mixed GLM for Binomial and Poisson
- GEE: Generalized Estimating Equations for one-way clustered or longitudinal
data
- Discrete models
- RLM: Robust linear models with support for several M-estimators.
- Time Series Analysis: models for time series analysis
- Survival analysis
- Multivariate
- Nonparametric statistics: Univariate and multivariate kernel density
estimators
- Datasets: Datasets used for examples and in testing
- Statistics: a wide range of statistical tests
- Imputation with MICE, regression on order statistic and Gaussian imputation
- Mediation analysis
- Graphics includes plot functions for visual analysis of data and model results
- I/O
- Miscellaneous models
- Sandbox: statsmodels contains a sandbox folder with code in various stages of
development and testing which is not considered "production ready". This
covers among others
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