Frequently Asked Question

What do endog and exog mean?

These are shorthand for endogenous and exogenous variables. You might be more comfortable with the common y and X notation in linear models. Sometimes the endogenous variable y is called a dependent variable. Likewise, sometimes the exogenous variables X are called the independent variables. You can read about this in greater detail at endog, exog, what’s that?

How does statsmodels handle missing data?

Missing data can be handled via the missing keyword argument. Every model takes this keyword. You can find more information in the docstring of statsmodels.base.Model.

Why won’t statsmodels build?

If you’re on Python 3.4, you must use Cython 0.20.1. If you’re still having problems, try running

python setup.py clean

What if my question isn’t answered here?

You may find answers for questions that have not yet been added here on GitHub under the FAQ issues tag. If not, please ask your question on stackoverflow using the statsmodels tag or on the mailing list.