statsmodels

Statsmodels: Statistical Modeling and Econometrics

Detailed Guide

Read [the detailed guide](references/detailed-guide.md) before executing this skill. It retains the complete procedure and reference material. Treat its safety, prerequisites, and validation requirements as mandatory. For focused work, load the relevant sections; for end-to-end work, read the guide completely.

When to Use This Skill

This skill should be used when:

• Fitting regression models (OLS, WLS, GLS, quantile regression)
• Performing generalized linear modeling (logistic, Poisson, Gamma, etc.)
• Analyzing discrete outcomes (binary, multinomial, count, ordinal)
• Conducting time series analysis (ARIMA, SARIMAX, VAR, forecasting)
• Running statistical tests and diagnostics
• Testing model assumptions (heteroskedasticity, autocorrelation, normality)
• Detecting outliers and influential observations
• Comparing models (AIC/BIC, likelihood ratio tests)
• Estimating causal effects
• Producing publication-ready statistical tables and inference

Limitations

• Use this skill only when the task clearly matches the scope described above.
• Do not treat the output as a substitute for environment-specific validation, testing, or expert review.
• Stop and ask for clarification if required inputs, permissions, safety boundaries, or success criteria are missing.