5.9. statsmodels.sandbox.multilinear

Analyze a set of multiple variables with a linear models

multiOLS:
take a model and test it on a series of variables defined over a pandas dataset, returning a summary for each variable
multigroup:
take a boolean vector and the definition of several groups of variables and test if the group has a fraction of true values higher than the rest. It allows to test if the variables in the group are significantly more significant than outside the group.

5.9.1. Functions

iteritems(obj, **kwargs) replacement for six’s iteritems for Python2/3 compat
multiOLS(model, dataframe[, column_list, ...]) apply a linear model to several endogenous variables on a dataframe
multigroup(pvals, groups[, exact, keep_all, ...]) Test if the given groups are different from the total partition.

5.9.2. Classes

OLS(endog[, exog, missing, hasconst]) A simple ordinary least squares model.