Import Paths and Structure explains the design of the two API modules and how importing from the API differs from directly importing from the module where the model is defined.

statsmodels is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration. An …

This module allows estimation by ordinary least squares (OLS), weighted least squares (WLS), generalized least squares (GLS), and feasible generalized least squares with autocorrelated AR (p) …

Installing statsmodels The easiest way to install statsmodels is to install it as part of the Anaconda distribution, a cross-platform distribution for data analysis and scientific computing. This is the …

See Import Paths and Structure for information on the difference between importing the API interfaces (statsmodels.api and statsmodels.tsa.api) and directly importing from the module that defines the …

Robust Linear Models Robust linear models with support for the M-estimators listed under Norms. See Module Reference for commands and arguments. Examples

Dec 17, 2025 · [20]: from statsmodels.datasets.longley import load_pandas y = load_pandas().endog X = load_pandas().exog X = sm.add_constant(X) Fit and summary: [21]: ols_model = sm.OLS(y, X) …

Generalized linear models currently supports estimation using the one-parameter exponential families. See Module Reference for commands and arguments.

This makes most functions and classes conveniently available within one or two levels, without making the “sm” namespace too crowded. To see what functions and classes available, you can type the …

Generalized Linear Models ¶ Generalized linear models currently supports estimation using the one-parameter exponential families See Module Reference for commands and arguments.