5 Statsmodels Functions That Give You the "Why" Behind the "What"
Statsmodels answers the questions sklearn was never built to answer: is this coefficient real or noise, does this added complexity earn its keep, can I trust these p-values in the first place, and which specific data points are quietly running the whole show.
Note: Run a regression in scikit-learn, and you get exactly two things back: a set of coefficients and a .predict() method. Ask it for a p-value on any of those coefficients, and there’s no built-in way to get one. This isn’t a missing feature scikit-learn’s maintainers overlooked; it’s a deliberate design choice they’ve stated directly: scikit-learn is built for prediction, not statistical inference…
