statsmodel AttributeError: module 'scipy.stats' has no attribute 'chisqprob'

Question

I'm running the code below with statsmodel 0.8.0 which i believe is the latest.

import statsmodels.api as sm
est = sm.Logit(y_train, x_train)
result = est.fit()
print(result.summary())

This is giving me an error saying:

AttributeError: module 'scipy.stats' has no attribute 'chisqprob'.

I dont seem to be able to find anything on stackoverflow or elsewhere to resolve this. Any help much appreciated.

Supervisor

See github.com/statsmodels/statsmodels/issues/3931 – Freemason

Answer 1

Try this:

result.summary2()

Link:

http://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.LogitResults.summary2.html?highlight=summary2#statsmodels.discrete.discrete_model.LogitResults.summary2

Sailfish

Answer 2

I had the same problem but this solved it. However, you first need to import stats from scipy.

stats.chisqprob = lambda chisq, df: stats.chi2.sf(chisq, df)

Hope it helps you.

Varner

Answer 3

You have two options. Either use,

> result.summary2()

or you can import chisqprob.

> from scipy import stats

> stats.chisqprob = lambda chisq, df: stats.chi2.sf(chisq, df)

Fibrinous