Created
October 16, 2022 00:01
-
-
Save galenseilis/e7542a89b128823751f9875e793e51b7 to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| import numpy as np | |
| from scipy.stats import t | |
| import statsmodels.api as sm | |
| # Prepare data | |
| x = np.array([1,2,3,3,4,5,5]) | |
| y = np.array([3,7,5,8,11,14,12]) | |
| n = y.size | |
| X = sm.add_constant(x) | |
| # Define and train | |
| model = sm.OLS(y, X) | |
| results = model.fit() | |
| print(results.summary()) | |
| # t-test | |
| t_obs = (results.params[1] - 2) / results.bse[1] | |
| print(1 - t.sf(t_obs, n-2)) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment