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python - statsmodels：寻找 statsmodels.formula.api 详细文档

问题描述

statsmodels 主页http://www.statsmodels.org/stable/index.html上的示例 使用 statsmodels.api 和 statsmodels.formula.api，但我在 index/module 页面中找不到它们。

同时，我找不到 ols 类（statsmodels.formula.api 模块），而是 statsmodels.regression.linear_model 模块的大写 OLS 类。对此感到困惑。

我在哪里可以获得 statsmodels.formula.api.ols 的详细信息？

标签： pythonstatsmodels

解决方案

没有针对api. 该文档主要针对各个类和函数。有不同导入路径的简要说明http://www.statsmodels.org/stable/importpaths.html

api.py 主要是导入的集合，例如 statsmodels api https://github.com/statsmodels/statsmodels/blob/master/statsmodels/api.py

from . import iolib
from . import datasets
from . import tools
from .tools.tools import add_constant, categorical
from . import regression
from .regression.linear_model import OLS, GLS, WLS, GLSAR
from .regression.recursive_ls import RecursiveLS
from .regression.quantile_regression import QuantReg
from .regression.mixed_linear_model import MixedLM
from .genmod import api as genmod
from .genmod.api import (GLM, GEE, OrdinalGEE, NominalGEE, families,
                         cov_struct,
                         BinomialBayesMixedGLM, PoissonBayesMixedGLM)
from . import robust
from .robust.robust_linear_model import RLM
from .discrete.discrete_model import (Poisson, Logit, Probit,
                                      MNLogit, NegativeBinomial,
                                      GeneralizedPoisson,
                                      NegativeBinomialP)
from .discrete.count_model import (ZeroInflatedPoisson,
                                   ZeroInflatedGeneralizedPoisson,
                                   ZeroInflatedNegativeBinomialP)
from .tsa import api as tsa
...

formula.api 只是定义from_formula了模型方法的 别名https://github.com/statsmodels/statsmodels/blob/master/statsmodels/formula/api.py

from statsmodels.regression.linear_model import GLS
gls = GLS.from_formula
from statsmodels.regression.linear_model import WLS
wls = WLS.from_formula
from statsmodels.regression.linear_model import OLS
ols = OLS.from_formula
from statsmodels.regression.linear_model import GLSAR
glsar = GLSAR.from_formula
from statsmodels.regression.mixed_linear_model import MixedLM
mixedlm = MixedLM.from_formula
from statsmodels.genmod.generalized_linear_model import GLM
glm = GLM.from_formula
from statsmodels.robust.robust_linear_model import RLM
rlm = RLM.from_formula
from statsmodels.discrete.discrete_model import MNLogit
mnlogit = MNLogit.from_formula
from statsmodels.discrete.discrete_model import Logit
logit = Logit.from_formula
from statsmodels.discrete.discrete_model import Probit
probit = Probit.from_formula
from statsmodels.discrete.discrete_model import Poisson
poisson = Poisson.from_formula
from statsmodels.discrete.discrete_model import NegativeBinomial
negativebinomial = NegativeBinomial.from_formula
from statsmodels.regression.quantile_regression import QuantReg
quantreg = QuantReg.from_formula
from statsmodels.duration.hazard_regression import PHReg
phreg = PHReg.from_formula
from statsmodels.genmod.generalized_estimating_equations import (GEE,
     OrdinalGEE, NominalGEE)
gee = GEE.from_formula
ordinal_gee = OrdinalGEE.from_formula
nominal_gee = NominalGEE.from_formula

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