statsmodels is a Python library for fitting many kinds of statistical models, performing statistical tests, and data exploration and visualization. statsmodels contains more “classical” frequentist statistical methods, while Bayesian methods and machine learning models are found in other libraries.

The documentation for the API reference of statsmodels is here.

The kinds of models found in statsmodels include linear models, generalized linear models, robust linear models, analysis of variance (ANOVA) methods, time series processes, state space models and generalized method moments.