This module is for
- Truncated Regression
- Tobit Model
- Heckit Model
Pythonで学ぶ入門計量経済学 explains how to use it in Japanese. Or click its Google translated version in English.
import py4etrics
pip install py4etrics
or
pip install git+https://github.com/spring-haru/py4etrics.git
or
git clone https://github.com/spring-haru/py4etrics.git
cd py4etrics
pip install .
The code is heavily inspired by statsmodels.