Created
May 30, 2020 17:10
-
-
Save haridutt12/2857e7ab9fd088c4c6a904dd1a0fa733 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
In [99]: import pandas as pd | |
In [100]: data = pd.read_csv('/home/haridutt/Downloads/automobile.csv') | |
In [101]: X = data.loc[:, ['type', 'engine_s', 'horsepow', 'mpg']] | |
In [102]: y = data.iloc[:, 1 ] | |
In [103]: X_opt = X | |
In [104]: regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit() | |
In [105]: regressor_OLS.summary() | |
Out[105]: | |
<class 'statsmodels.iolib.summary.Summary'> | |
""" | |
OLS Regression Results | |
======================================================================================= | |
Dep. Variable: price R-squared (uncentered): 0.943 | |
Model: OLS Adj. R-squared (uncentered): 0.941 | |
Method: Least Squares F-statistic: 623.1 | |
Date: Sat, 30 May 2020 Prob (F-statistic): 3.83e-93 | |
Time: 22:37:31 Log-Likelihood: -533.55 | |
No. Observations: 156 AIC: 1075. | |
Df Residuals: 152 BIC: 1087. | |
Df Model: 4 | |
Covariance Type: nonrobust | |
============================================================================== | |
coef std err t P>|t| [0.025 0.975] | |
------------------------------------------------------------------------------ | |
type -2.1457 1.443 -1.487 0.139 -4.996 0.705 | |
engine_s -3.6465 1.076 -3.389 0.001 -5.772 -1.521 | |
horsepow 0.2535 0.019 13.571 0.000 0.217 0.290 | |
mpg -0.3319 0.060 -5.506 0.000 -0.451 -0.213 | |
============================================================================== | |
Omnibus: 63.094 Durbin-Watson: 1.309 | |
Prob(Omnibus): 0.000 Jarque-Bera (JB): 214.094 | |
Skew: 1.554 Prob(JB): 3.24e-47 | |
Kurtosis: 7.825 Cond. No. 500. | |
============================================================================== | |
Warnings: | |
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified. | |
""" | |
In [106]: X_opt = X.iloc[:, 1:4] | |
In [107]: X_opt | |
Out[107]: | |
engine_s horsepow mpg | |
0 1.8 140 25 | |
1 3.2 225 25 | |
2 3.2 225 22 | |
3 3.5 210 22 | |
4 1.8 150 24 | |
.. ... ... ... | |
151 1.9 160 25 | |
152 2.4 168 25 | |
153 2.4 168 25 | |
154 2.3 236 23 | |
155 2.9 201 24 | |
[156 rows x 3 columns] | |
In [108]: regressor_OLS = sm.OLS(endog = y, exog = X_opt).fit() | |
In [109]: regressor_OLS.summary() | |
Out[109]: | |
<class 'statsmodels.iolib.summary.Summary'> | |
""" | |
OLS Regression Results | |
======================================================================================= | |
Dep. Variable: price R-squared (uncentered): 0.942 | |
Model: OLS Adj. R-squared (uncentered): 0.941 | |
Method: Least Squares F-statistic: 823.6 | |
Date: Sat, 30 May 2020 Prob (F-statistic): 3.67e-94 | |
Time: 22:39:33 Log-Likelihood: -534.68 | |
No. Observations: 156 AIC: 1075. | |
Df Residuals: 153 BIC: 1085. | |
Df Model: 3 | |
Covariance Type: nonrobust | |
============================================================================== | |
coef std err t P>|t| [0.025 0.975] | |
------------------------------------------------------------------------------ | |
engine_s -4.2411 1.003 -4.229 0.000 -6.222 -2.260 | |
horsepow 0.2597 0.018 14.200 0.000 0.224 0.296 | |
mpg -0.3254 0.060 -5.390 0.000 -0.445 -0.206 | |
============================================================================== | |
Omnibus: 67.561 Durbin-Watson: 1.326 | |
Prob(Omnibus): 0.000 Jarque-Bera (JB): 242.693 | |
Skew: 1.655 Prob(JB): 1.99e-53 | |
Kurtosis: 8.137 Cond. No. 325. | |
============================================================================== | |
Warnings: | |
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment