statsmodels

statsmodels is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration.

Usage⚑

Linear regression⚑

Using Ordinary Least Squares.

import statsmodels.api as sm
Y = [1, 2]
X = [0, 1]
X = sm.add_constant(X)
model = sm.OLS(Y,X)
results = model.fit()
results.summary()

As expected the resulting coefficients are 1 for the constant and 1 for \(X\):