Owner

statsmodels

2 indexed repositories · View on GitHub

statsmodels
Statsmodels: statistical modeling and econometrics in Python

Python · 11633 stars
statsmodels.github.io
documentation for statsmodels - currently temporary structure and location

HTML · 14 stars

Beginner friendly Everything

Open All

tau_c_2010 (MacKinnon 2010, Table 2) differs from the paper in five places, including N=2 1% β2 = −33.527 (paper: −22.527) Open

Difficulty 1/5 Under an hour Newbie friendliness 90/100

statsmodels/statsmodels#10271 · Opened Sep 19, 2026
BUG: wrong linear coefficient in the Miettinen-Nurminen constrained MLE (`compare='diff'`, `value != 0`) Open

type-bug

Difficulty 2/5 1-3 hours Newbie friendliness 78/100

statsmodels/statsmodels#10269 · Opened Sep 19, 2026
DOC: Correct confidence interval terminology in mean_diff_plot Open

Documentation

Difficulty 2/5 1-3 hours Newbie friendliness 92/100

statsmodels/statsmodels#10266 · Opened Sep 18, 2026
BUG: CovDetS/MM fail numerically for large k (det overflow in cov_weighted) Open

Difficulty 4/5 3-5 days Newbie friendliness 52/100

statsmodels/statsmodels#10257 · Opened Sep 15, 2026
Intermediate sumsquares overflow loses finite variance and Welch results in weightstats Open

type-bug

Difficulty 4/5 3-5 days Newbie friendliness 48/100

statsmodels/statsmodels#10252 · Opened Sep 14, 2026
BUG: CovDetMCD/CovDetS/CovDetMM raise ValueError when nobs < 2*k_vars + 4 Open

Difficulty 3/5 1-2 days Newbie friendliness 74/100

statsmodels/statsmodels#10241 · Opened Sep 10, 2026
BUG: "lbfgs" optimizer in MixedLM: fixed effects silently returned as `0.0` when `Var(RE)` falls below `tol` in `get_fe_params` but returing convergence "true" when using l Open

type-bug

Difficulty 4/5 3-5 days Newbie friendliness 52/100

statsmodels/statsmodels#10239 · 2 comments · Opened Sep 8, 2026
ENH: numerical overlap and balance diagnostics for TreatmentEffect Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

statsmodels/statsmodels#10234 · Opened Sep 5, 2026
ENH: GLM outcome models in TreatmentEffect (part of #8987) Open

type-enh

Difficulty 5/5 Over a week Newbie friendliness 38/100

statsmodels/statsmodels#10227 · 1 comment · Opened Sep 2, 2026
ENH: effect_group (ATET/ATC) for TreatmentEffect.aipw and aipw_wls Open

type-enh

Difficulty 5/5 Over a week Newbie friendliness 35/100

statsmodels/statsmodels#10226 · 1 comment · Opened Sep 1, 2026
ENH: overlap diagnostics and explicit trimming for TreatmentEffect Open

type-enh

Difficulty 5/5 Over a week Newbie friendliness 35/100

statsmodels/statsmodels#10224 · 1 comment · Opened Sep 1, 2026
MAINT: Remove hasattr/getattr anti-patterns by initializing attributes to None Open

maintenance type-task

Difficulty 5/5 Over a week Newbie friendliness 35/100

statsmodels/statsmodels#9880 · 4 comments · Opened Jul 1, 2026
Broken links on Examples wiki page Open

Difficulty 2/5 1-3 hours Newbie friendliness 52/100

statsmodels/statsmodels#9841 · 3 comments · Opened Jun 15, 2026
Feature proposal: Johansen cointegration test with Fourier-type smooth nonlinear trends (Kurita & Shintani, 2025) Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

statsmodels/statsmodels#9806 · Opened May 23, 2026
BUG/ENH (sandbox) OnewayLS pairwise comparison - effective degrees of freedom Open

comp-regression comp-stats

Difficulty 5/5 Over a week Newbie friendliness 35/100

statsmodels/statsmodels#9777 · 7 comments · Opened Apr 1, 2026
MAINT: Improve codebase maintainability and fix Kalman filter corner case Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9740 · Opened Jan 13, 2026
Feature Request: Fama-Macbeth for two-stage regression with HAC standard errors Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9723 · 2 comments · Opened Dec 26, 2025
Prediction with the RecursiveLS method Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

statsmodels/statsmodels#9708 · 8 comments · Opened Dec 15, 2025
Fast non-linear non-Gaussian State Space models estimation feature Open

comp-tsa-statespace type-enh

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9706 · 5 comments · Opened Dec 9, 2025
Question: ARDL model Open

Difficulty 3/5 1-2 days Newbie friendliness 42/100

statsmodels/statsmodels#9699 · Opened Nov 26, 2025
ENH: models for heavy-tailed count distributions Open

comp-discrete comp-distributions type-enh

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9697 · 2 comments · Opened Nov 21, 2025
ENH: prediction evaluation: point versus probability prediction, zeros in zero-inflated models Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9696 · 1 comment · Opened Nov 21, 2025
ENH: predicted probabilities and classification, with population prevalence Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

statsmodels/statsmodels#9684 · Opened Nov 4, 2025
FAQ/DOC Cohen's, Fleiss' kappa versus other agreement measures Open

comp-docs comp-stats

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9680 · 1 comment · Opened Nov 1, 2025
ENH: random effect ordinal/ordered model and model based agreement measures Open

comp-discrete comp-stats type-enh

Difficulty 5/5 Over a week Newbie friendliness 15/100

statsmodels/statsmodels#9679 · Opened Oct 31, 2025
DOC: statsmodels overview Claude skills (ChatGPT alternative) Open

comp-docs Documentation

Difficulty 4/5 3-5 days Newbie friendliness 35/100

statsmodels/statsmodels#9678 · 7 comments · Opened Oct 30, 2025
DOC: NonlinearDeltaCov as public feature, docs? Open

Difficulty 4/5 3-5 days Newbie friendliness 38/100

statsmodels/statsmodels#9674 · Opened Oct 20, 2025
ENH: power for continuous equivalence tests z-tost and t-tost Open

comp-stats type-enh

Difficulty 5/5 Over a week Newbie friendliness 30/100

statsmodels/statsmodels#9667 · Opened Oct 10, 2025
ENH: Intraclass correlation ICC based on oneway random effect Open

comp-stats type-enh

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9666 · Opened Oct 9, 2025
ENH: variance component random effect estimation versus penalized Open

comp-genmod comp-regression topic-penalization

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9664 · Opened Oct 8, 2025
ENH: extreme value theory with covariates, regression Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

statsmodels/statsmodels#9663 · Opened Oct 8, 2025
ENH: Multinomial Probit Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9662 · Opened Oct 8, 2025
ENH: multivariate endog with mixed data type including discrete using copulas Open

comp-discrete comp-distributions comp-multivariate type-enh

Difficulty 5/5 Over a week Newbie friendliness 20/100

statsmodels/statsmodels#9661 · Opened Oct 8, 2025
ENH: Rotation of Copulas Open

comp-distributions type-enh

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9659 · 9 comments · Opened Oct 2, 2025
TST/Question: How is scale handled in Expectile, M-quantile regression in RLM Open

comp-robust type-test

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9658 · Opened Oct 2, 2025
Example: SCAD penalized expectile regression Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9657 · Opened Oct 1, 2025
ENH: multivariate Poisson distribution Open

comp-discrete comp-multivariate type-enh

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9654 · 1 comment · Opened Sep 30, 2025
Support for Windows on ARM wheels Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

statsmodels/statsmodels#9629 · 24 comments · Opened Sep 12, 2025
Allow setuptools_scm 9 Open

Difficulty 1/5 Under an hour Newbie friendliness 78/100

statsmodels/statsmodels#9627 · 1 comment · Opened Sep 11, 2025
5min frequency not handled Open

Difficulty 3/5 1-2 days Newbie friendliness 38/100

statsmodels/statsmodels#9619 · 7 comments · Opened Aug 29, 2025
Probit with var_weights Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

statsmodels/statsmodels#9613 · 3 comments · Opened Aug 6, 2025
Incorporating Weights and Scale Factor for Gamma Regression Open

comp-genmod FAQ

Difficulty 4/5 3-5 days Newbie friendliness 30/100

statsmodels/statsmodels#9612 · 9 comments · Opened Aug 4, 2025
[ENH] Add Great Tables export for regression results (Results.as_gt()) Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

statsmodels/statsmodels#9611 · 4 comments · 2 reactions · Opened Aug 2, 2025
ENH GMM joint inference for mean and variance in mean models with auxiliary variance Open

comp-base design type-enh

Difficulty 5/5 Over a week Newbie friendliness 20/100

statsmodels/statsmodels#9609 · Opened Jul 25, 2025
ENH: add MCP and similar penalizations Open

comp-base topic-penalization type-enh

Difficulty 5/5 Over a week Newbie friendliness 28/100

statsmodels/statsmodels#9604 · Opened Jul 19, 2025
ENH: simulate correlated multivariate data of mixed types, binary, categorical, continuous, counts Open

comp-distributions comp-stats type-enh

Difficulty 5/5 Over a week Newbie friendliness 25/100

statsmodels/statsmodels#9603 · 7 comments · Opened Jul 18, 2025
DFM contemporaneous effects Open

comp-tsa-statespace question

Difficulty 4/5 3-5 days Newbie friendliness 35/100

statsmodels/statsmodels#9600 · 2 comments · Opened Jul 14, 2025
tsa.VAR: Potential mistake in maximum lag order that can be estimated? Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

statsmodels/statsmodels#9599 · 1 comment · Opened Jul 11, 2025
tsa.stattools.acf returning incorrect result for a very simple case Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

statsmodels/statsmodels#9585 · 2 comments · Opened Jun 24, 2025
Categorical factors incorrectly named in interactions Open

Difficulty 3/5 1-2 days Newbie friendliness 48/100

statsmodels/statsmodels#9576 · Opened Jun 2, 2025

Showing the newest 100

This page lists what was indexed most recently. Advanced filter has the whole inventory, narrowed by language, difficulty and how long a task takes.

Open advanced filter

statsmodels

Showing the newest 100

Get new issues in your inbox