GSoC/GCI Archive
Google Summer of Code 2012 Python Software Foundation

statsmodels : estimating system of equations

by Alexandre Crayssac for Python Software Foundation

Statsmodels provides classes and functions for the estimation of many different statistical models, currently it has many features but no support for estimating system of structurally related equations. Since many statistical analyses (e.g., econometrics and biostatistics) are based on system of equations, my proposal is to provide the capability to estimate system of linear equations within the statsmodels module and provide tools for statistical tests.