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Statsmodels Examples
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Autoregressive Moving Average (ARMA) Model
Using dates with timeseries models
Getting started
Using Pandas
Using explicit dates
Discrete Models
Generalized Least Squares
Ordinary Least Squares
Minimal Ordinary Least Squares Examples
Out of sample prediction
Robust Linear Models
Weighted Least Squares
Trying to figure out what’s going on in this example
What is going on? A more systematic look at the data
Comparing estimation results for ols, rlm and wls with and without outliers
a quick bootstrap analysis
Conclusion: problem with outliers and possibly heteroscedasticity
OLS Example with joint significance tests
OLS non-linear curve but linear in parameters
OLS with dummy variables
Comparing OLS and RLM
Compare OLS and WLS
Example WLS: Heteroscedasticity 2 groups
OLS estimate
heteroscedasticity corrected standard errors for OLS
WLS knowing the true variance ratio of heteroscedasticity
Prediction Interval for OLS
2-stage least squares for FGLS (FWLS)
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