II Econometric Analysis with Python¶

Chapter 12. M-Estimation, Nonlinear Regression, and Quantile Regression¶

Solomon Negash ¶

Coming soon, but available in Stata and R versions¶

In [1]:

import numpy as np
import pandas as pd
import scipy as sp
import scipy.stats as ss

import statsmodels
import statsmodels.api as sm
import statsmodels.formula.api as smf
from statsmodels.iolib.summary2 import summary_col

from wooldridge import *

Example 12.1 Quantile Regression for Financial Wealth¶

In [3]:

df=dataWoo("401ksubs")

In [ ]: