statsmodels / statsmodels/statsmodels
FAQ: statsmodels for Stata users
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FAQ
- Dominant language
- Python
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Description
What are some of the equivalent or almost equivalent functions in statsmodels compared to those in Stata, for some of the related estimation and post-estimation options.
Post-Estimation
estat
margins
Testing
Stata after estimation: test, lincom, lrtest, testnl, suest/hausman? contrasts?
testjoint hypothesis f_test (RM), wald_test (RM),
individual hypothesis t_test (RM)lincomt_test (RM)lrtestcompare_lr_test (RM)
Prediction
predictpredict (RM)- cached attributes: fittedvalues, resid, ...
(RM) = method of results instance
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
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Research direction
Start with the post-estimation topics listed in the issue—estat, margins, hypothesis testing, prediction, and cached result attributes—and verify the corresponding statsmodels result methods. Done means the FAQ documents accurate Stata-to-statsmodels equivalents and clearly notes any gaps or approximate matches.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- analytics, data, documentation
- Issue type
- Documentation
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100