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model = lm(mpg ~ . - name, data=Auto) | |
par(mfrow=c(2,2)) # Plot 4 plots in same screen | |
plot(model) |
%matplotlib inline | |
import numpy as np | |
import pandas as pd | |
import seaborn as sns | |
import matplotlib.pyplot as plt | |
import statsmodels.formula.api as smf | |
from statsmodels.graphics.gofplots import ProbPlot |
auto = pd.read_csv('Auto.csv', na_values=['?']) | |
auto.dropna(inplace=True) | |
auto.reset_index(drop=True, inplace=True) |
model_f = 'mpg ~ cylinders + \ | |
displacement + \ | |
horsepower + \ | |
weight + \ | |
acceleration + \ | |
year + \ | |
origin' | |
model = smf.ols(formula=model_f, data=auto) | |
model_fit = model.fit() |
# fitted values (need a constant term for intercept) | |
model_fitted_y = model_fit.fittedvalues | |
# model residuals | |
model_residuals = model_fit.resid | |
# normalized residuals | |
model_norm_residuals = model_fit.get_influence().resid_studentized_internal | |
# absolute squared normalized residuals |
plot_lm_1 = plt.figure(1) | |
plot_lm_1.set_figheight(8) | |
plot_lm_1.set_figwidth(12) | |
plot_lm_1.axes[0] = sns.residplot(model_fitted_y, 'mpg', data=auto, | |
lowess=True, | |
scatter_kws={'alpha': 0.5}, | |
line_kws={'color': 'red', 'lw': 1, 'alpha': 0.8}) | |
plot_lm_1.axes[0].set_title('Residuals vs Fitted') |
QQ = ProbPlot(model_norm_residuals) | |
plot_lm_2 = QQ.qqplot(line='45', alpha=0.5, color='#4C72B0', lw=1) | |
plot_lm_2.set_figheight(8) | |
plot_lm_2.set_figwidth(12) | |
plot_lm_2.axes[0].set_title('Normal Q-Q') | |
plot_lm_2.axes[0].set_xlabel('Theoretical Quantiles') | |
plot_lm_2.axes[0].set_ylabel('Standardized Residuals'); |
plot_lm_3 = plt.figure(3) | |
plot_lm_3.set_figheight(8) | |
plot_lm_3.set_figwidth(12) | |
plt.scatter(model_fitted_y, model_norm_residuals_abs_sqrt, alpha=0.5) | |
sns.regplot(model_fitted_y, model_norm_residuals_abs_sqrt, | |
scatter=False, | |
ci=False, | |
lowess=True, | |
line_kws={'color': 'red', 'lw': 1, 'alpha': 0.8}) |
plot_lm_4 = plt.figure(4) | |
plot_lm_4.set_figheight(8) | |
plot_lm_4.set_figwidth(12) | |
plt.scatter(model_leverage, model_norm_residuals, alpha=0.5) | |
sns.regplot(model_leverage, model_norm_residuals, | |
scatter=False, | |
ci=False, | |
lowess=True, | |
line_kws={'color': 'red', 'lw': 1, 'alpha': 0.8}) |