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Josef Perktold edited this page Sep 27, 2015 · 2 revisions

Framework - common features to models

  • data handling
  • formula handling
  • fit and optimization
  • prediction
  • inference - cov_type
  • inference - wald_tests
  • inference - comparing models
  • special fit methods
    • constrained
    • penalized
    • transformed
  • plotting

extensions (not yet generic)

  • diagnostics
  • predict_at, margins
  • inference - score tests, conditional moment tests
  • variable selection
  • resampling, cross-validation and bootstrap

Topics (generic)

  • treatment effects: ATE, predict_at, margins
  • nonparametric
  • (mis)specification robustness
  • outlier influence robustness
  • missing values

Models

...

Statistics

(narrowly defined similar to statsmodels.stats)

Supporting functionality

tools and functions that are usually not the main focus, e.g. multitests, linear algebra, ...