[SciPy-Dev] (M)ANOVA, and deprecating stats.f_value* functions

Eric Larson larson.eric.d at gmail.com
Thu Jun 18 13:34:59 EDT 2015


I agree that it makes sense to move statistical testing code to
statsmodels. From what I understand, the space of functions is probably too
large for scipy to reasonably take on, and such functions seem likely to
get more attention from the statsmodels folks.

Eric


On Tue, Jun 16, 2015 at 5:03 PM, Abraham Escalante <aeklant at gmail.com>
wrote:

> You can find the corresponding PR here: gh-4968
> <https://github.com/scipy/scipy/pull/4968>
>
> Cheers,
> Abraham.
>
> 2015-06-14 15:50 GMT-05:00 Ralf Gommers <ralf.gommers at gmail.com>:
>
>> Hi all,
>>
>> In scipy.stats there are three functions that calculate various
>> F-statistics for inputs obtained from univariate or multivariate ANOVA.
>> These are f_value, f_value_multivariate and f_value_wilks_lambda:
>> https://github.com/scipy/scipy/blob/master/scipy/stats/stats.py#L4603-L4683
>>
>> The problem with those is that they're not very useful standalone.
>> f_value implements a statistic that's also calculated and given as a return
>> by f_oneway (which does one-way ANOVA). The other two functions are related
>> to multivariate ANOVA, for which scipy.stats doesn't provide any
>> functionality.
>>
>> At the moment Statsmodels provides a lot more ANOVA functionality than
>> scipy.stats does, and I agree with Josef [1, 2] that adding new
>> functionality in this area to Statsmodels would fit better than adding it
>> to Scipy. There's also a recent proposal [3] for M-way repeated ANOVA to be
>> added to scipy.stats. That could be added to Statsmodels instead (my
>> preference). If we do want to add it to Scipy, we need to have a clear list
>> of what else is needed to create a coherent set of functions in this area.
>>
>> Thoughts?
>>
>> Ralf
>>
>> [1] https://github.com/scipy/scipy/issues/650
>> [2] https://github.com/scipy/scipy/issues/660
>> [3] https://github.com/scipy/scipy/issues/4913
>>
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>
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