Manual: Regression with Discrete Dependent Variable

Regression with Discrete Dependent Variable

Regression models for limited and qualitative dependent variables. The module currently allows the estimation of models with binary (Logit, Probit), nominal (MNLogit), or count (Poisson) data.

See Module Reference for commands and arguments.

Examples

# Load the data from Spector and Mazzeo (1980)
In [1]: spector_data = sm.datasets.spector.load()

In [2]: spector_data.exog = sm.add_constant(spector_data.exog)

# Logit Model
In [3]: logit_mod = sm.Logit(spector_data.endog, spector_data.exog)

In [4]: logit_res = logit_mod.fit()
Optimization terminated successfully.
         Current function value: 0.402801
         Iterations 7

In [5]: print(logit_res.summary())