【statsmodels】（进阶）(补全中)

2018年05月06日

Author: Guofei

文章归类: 4-1-统计模型，文章编号: 409

版权声明：本文作者是郭飞。转载随意，但需要标明原文链接，并通知本人
原文链接：https://www.guofei.site/2018/05/06/statsmodelsregression.html

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对象一览（未整理）

Model Classes

OLS(endog[, exog, missing, hasconst])	A simple ordinary least squares model.
GLS(endog, exog[, sigma, missing, hasconst])	Generalized least squares model with a general covariance structure.
WLS(endog, exog[, weights, missing, hasconst])	A regression model with diagonal but non-identity covariance structure.
GLSAR(endog[, exog, rho, missing])	A regression model with an AR(p) covariance structure.
yule_walker(X[, order, method, df, inv, demean])	Estimate AR(p) parameters from a sequence X using Yule-Walker equation.
QuantReg(endog, exog, **kwargs)	Quantile Regression
RecursiveLS(endog, exog, **kwargs)	Recursive least squares

Results Classes


RegressionResults(model, params[, ...])	This class summarizes the fit of a linear regression model.
OLSResults(model, params[, ...])	Results class for for an OLS model.
QuantRegResults(model, params[, ...])	Results instance for the QuantReg model
RecursiveLSResults(model, params, filter_results)	Class to hold results from fitting a recursive least squares model.

其它重要模型（未整理）

https://www.statsmodels.org/stable/examples/index.html

Generalized Linear Models

smf.glm smf.GLM

Generalized Estimating Equations

smf.gee smf.GEE

Robust Linear Models

smf.rlm

Regression with Discrete Dependent Variable

sm.Logit

ANOVA

moore_lm = ols('conformity ~ C(fcategory, Sum)*C(partner_status, Sum)',data=data).fit()
table = sm.stats.anova_lm(moore_lm, typ=2) # Type 2 ANOVA DataFrame