Running a MixedLM and want to push the output to Excel or a CSV, see model code and output below: model = smf.mixedlm('y_var ~ gas_prices', dfModel, groups = dfModel['region']) mdf = model.fit()...

I am trying to do out of sample forecasting using python statsmodels. I do not want to just forecast the next x number of values from the end of the training set but I want to forecast one value at...

I have pandas dataframe with some categorical predictors (i.e. variables) as 0 & 1, and some numeric variables. When I fit that to a stasmodel like: est = sm.OLS(y, X).fit() It throws: Pand...

How to fit a locally weighted regression in python so that it can be used to predict on new data? There is statsmodels.nonparametric.smoothers_lowess.lowess, but it returns the estimates only for ...

I am using Anaconda and I am trying logistic regression. After loading training data set and performed the regression. Then I got the following warning message. train_cols = data.columns[1:] logi...

I am using statsmodels OLS to run some linear regression on my data. My problem is that I would like the coefficients to add up to 1 (I plan to not use constant parameter). Is it possible to specif...

I have a statsmodels.discrete.discrete_model.BinaryResultsWrapper that was the output of running statsmodels.api.Logit(...).fit(). I can call the .summary() method which prints a table of results w...

I need linearmodels for 2 way clustering, that's not properly implemented in statsmodels. I was wondering if it was possible to use the stargazer python library with the linearmodels package, rathe...

Could anyone please help in providing an example showing how ANCOVA (analysis of covariance) can be done in scipy/statsmodel, with python? I am not sure if I am asking too much, but a quick searc...

It seems scipy once provided a function mad to calculate the mean absolute deviation for a set of numbers: http://projects.scipy.org/scipy/browser/trunk/scipy/stats/models/utils.py?rev=3473 Howev...

Is there an existing function to estimate fixed effect (one-way or two-way) from Pandas or Statsmodels. There used to be a function in Statsmodels but it seems discontinued. And in Pandas, there i...

Please forgive my ignorance. All I'm trying to do is add a squared term to my regression without going through the trouble of defining a new column in my dataframe. I'm using statsmodels.formula.ap...

We can create the ECDF with import numpy as np from statsmodels.distributions.empirical_distribution import ECDF ecdf = ECDF([3, 3, 1, 4]) and obtain then ECDF at point with ecdf(x) However...

Have been working with time series in Python, and using sm.tsa.seasonal_decompose. In the docs they introduce the function like this: We added a naive seasonal decomposition tool in the same vei...

I am trying to use the Python statsmodels linear mixed effects model to fit a model that has two random intercepts, e.g. two groups. I cannot figure out how to initialize the model so that I can do...

I use ExponentialSmoothing from statsmodels (Version: 0.10.1) to fit and perform forecast on some data. For ease of use when setting the configurations, I write a function exp_smoothing_forecast th...

I have the following Python code where I've already try to perform a VCA analysis using REML: import pandas as pd import statsmodels.api as sm from statsmodels.formula.api import ols data = {'Part'...

I want to build a Ordered Probit model using statsmodel package in python. Used the following code to import: from statsmodels.miscmodels.ordinal_model import OrderedModel but getting a following e...

The usual way to fit an ARIMA model with the statsmodels python package is: model = statsmodels.tsa.ARMA(series, order=(2,2)) result = model.fit(trend='nc', disp=1) however, i have multiple time...

I am trying to get the F-statistic and p-value for each of the covariates in GLM. In Python I am using the stats mode.formula.api to conduct the GLM. formula = 'PropNo_Pred ~ Geography + log10BMI ...

I have a dataframe where I am trying to run the statsmodel.api OLS regression. It is printing out the summary. But when I am using the predict() function, it is giving me an error - shapes (75,...

I'd like to model a data set using Latent Class Analysis (LCA) using Python. I've found the Factor Analysis class in sklearn, but I'm not confident that this class is equivalent to LCA. Does a pa...

Problem Statement: I have some nice data in a pandas dataframe. I'd like to run simple linear regression on it: Using statsmodels, I perform my regression. Now, how do I get my plot? I've tried st...

I am trying to predict weekly sales using ARMA ARIMA models. I could not find a function for tuning the order(p,d,q) in statsmodels. Currently R has a function forecast::auto.arima() which will tun...

As statsmodels.tseries models require indexes with a given frequency to make forecasts and I need my data to have a non-standard frequency. Therefore, I want to create a new frequency to assign to ...