If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can use R-style formulas. First, you need to import statsmodels and its ...
Scandinavian Journal of Statistics, Vol. 43, No. 4 (December 2016), pp. 1035-1045 (11 pages) Linear structural equation models, which relate random variables via linear inter-dependencies and Gaussian ...
A locally most powerful test is developed for the hypothesis that a slope coefficient in a linear time series model is stable, against the alternative that the slope ...