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Models in other Packages

josef-pkt edited this page Mar 21, 2013 · 1 revision

Models in other Packages

What are the benchmark models? Which models in other packages are close to the ones in statsmodels? Which R packages are close to models or groups of tests in statsmodels?

The following table should give a coarse guide:

statsmodels R package; model Stats SAS other
OLS stats; lm regress
GLM
discrete models
diagnostic tests lmtest

Notes