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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}) |