statsmodels
Overview
Statsmodels provides classical statistical modeling with rigorous inference for Python. It covers linear models, generalized linear models, discrete choice, time series, and comprehensive diagnostics. Unlike scikit-learn (prediction-focused), statsmodels emphasizes coefficient interpretation, p-values, confidence intervals, and model diagnostics.
When to Use
- Fitting linear regression (OLS, WLS, GLS) with detailed coefficient tables and diagnostics
- Running log
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