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statsmodel robust regression blocked?

I'm attempting to use robust linear models:

However, quantopian really does not like my attempts at importing this package:

5   Error   Importing statsmodels.api.robust raised an ImportError. Last warning! One more import error and your account will be suspended for security reasons until a human can talk to you. Did you mean to import statsmodels.api.Probit?Why?  

Why can't I import this package?


7 responses

I would really appreciate a response to this relatively simple query... anyone from Q listening?


Hi Sunil, this information can be obtained by running these lines in Research:

import statsmodels  

Apparently statsmodels version 0.6.1 is installed.


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So it appears that Q has a good statsmodel version, but has restricted the use of parts of the statsmodel library. Why is that?

Edit: Adding source of the code in the notebook:
Also updated the title of the post to reflect the real underlying issue.


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We have to evaluate modules for security reasons before allowing them to be imported on our platform. I've put in an internal module request for you, and we'll evaluate whether statsmodels.api.robust can be whitelisted.

Thanks Nathan!

Nathan, any word on whitelisting statsmodels.api.robust? I have another whitelisting request, for statsmodels.tsa.stattools.grangercausalitytests.



Hi Sunil,
I also try to use sklearn robust regression libraries but I get the same error message as you.

It seems that they have not finished the review of robust libraries.