statsmodels

Estimate and diagnose statistical models using statsmodels APIs.

1|Updated Apr 4, 2026
One-click install
npx skills add https://github.com/m0at/claudemd --skill statsmodels-m0at
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: statsmodels
Source: https://github.com/m0at/claudemd/tree/main/skills/statsmodels
Command: npx skills add https://github.com/m0at/claudemd --skill statsmodels-m0at

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

Statsmodels provides a comprehensive, Python-based toolkit for rigorous statistical modeling, estimation, inference, and diagnostics across a wide range of model families, helping analysts and researchers obtain reliable results without building models from scratch.

Core Features & Use Cases

  • Regression modeling (OLS, WLS, GLS, GLSAR, Quantile Regression) with diagnostics
  • Generalized Linear Models (GLM) for non-normal outcomes
  • Discrete choice and counting models (Logit, Probit, Poisson, NB, ZIP/ZINB, MNLogit)
  • Time series analysis (ARIMA, SARIMAX, VAR, VARMAX, state-space)
  • Hypothesis testing and diagnostic tools (Heteroskedasticity, autocorrelation, normality, influence)
  • Formula API for R-style modeling and easy specification

Quick Start

Install Statsmodels and run a simple OLS example to fit y ~ X with an intercept and inspect the results.

Frequently Asked Questions about statsmodels

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I run OLS regression with heteroskedasticity and autocorrelation diagnostics in Python?▼

Run OLS regression by fitting y ~ X with an intercept, then apply heteroskedasticity and autocorrelation checks using built-in diagnostic utilities to validate model assumptions and ensure reliable inference.

What's the best way to model non-normal outcome variables using Generalized Linear Models?▼

Use Generalized Linear Models (GLM) to model non-normal outcomes, applying the Formula API for R-style easy specification to estimate parameters and run hypothesis tests across diverse distributions.

Can I fit ARIMA and SARIMAX models for time-series analysis with this statistical modeling approach?▼

Yes, you can fit ARIMA and SARIMAX models for time-series analysis, alongside VAR and state-space models, to forecast temporal data and run diagnostics on residuals.

Does this toolkit support discrete choice and counting models like Logit and Poisson?▼

Yes, it supports discrete choice and counting models including Logit, Probit, Poisson, Negative Binomial, and zero-inflated variants for analyzing categorical decisions and count data.

How do I use the Formula API for R-style modeling and easy specification?▼

Use the Formula API to specify statistical models using R-style syntax, enabling rapid definition of regression and GLM relationships between variables without manual matrix construction.

What are the limitations of using statsmodels for econometrics versus building models from scratch?▼

Statsmodels provides comprehensive estimation and inference across diverse model families, reducing the need to build models from scratch, though it requires robust access to core APIs for proper implementation.