具有定义截距的线性回归

时间:2018-12-31 02:40:17

标签: python pandas dataframe linear-regression

我有一个具有两列和三行的DataFrame(df)。

第X列= [137,270,344] Y栏= [51,121,136]

考虑截距= 0,我想获得线性回归的斜率。

我试图添加一个点(0,0),但是它不起作用。

EX。 X栏= [0,137,270,344] Y栏= [0,51,121,136]

我正在使用的代码。

代码:

X= df [“Column X”].astype(float)  
Y = df [“Column Y”].astype(float)  

slope, intercept, r_value, p_value, std_err = stats.linregress(X, Y)
intercept_desv = slope 
coef_desv = intercept  

我希望拦截= 0但小于0。

1 个答案:

答案 0 :(得分:0)

在标准线性回归中,所有数据点隐式的权重为1.0。在任何允许使用权重进行线性回归的软件中,通过为数据点分配极大的权重,可以有效地使回归通过任何单个点(例如原点)。 Numpy的polyfit()允许权重。这是一个使用此技术使数据经过拟合的线穿过0,0点的图形示例。

import numpy, matplotlib
import matplotlib.pyplot as plt

xData = numpy.array( [0.0, 137.0, 270.0, 344.0])
yData = numpy.array([0.0, 51.0, 121.0, 136.0])

weights = numpy.array([1.0E10, 1.0, 1.0, 1.0]) # heavily weight the 0,0 point
#weights = None # use this for "no weights"

polynomialOrder = 1 # example straight line

# curve fit the test data
fittedParameters = numpy.polyfit(xData, yData, polynomialOrder, w=weights)
print('Fitted Parameters:', fittedParameters)

modelPredictions = numpy.polyval(fittedParameters, xData)
absError = modelPredictions - yData

SE = numpy.square(absError) # squared errors
MSE = numpy.mean(SE) # mean squared errors
RMSE = numpy.sqrt(MSE) # Root Mean Squared Error, RMSE
Rsquared = 1.0 - (numpy.var(absError) / numpy.var(yData))
print('RMSE:', RMSE)
print('R-squared:', Rsquared)
print()
print('Predicted value at x=0:', modelPredictions[0])
print()


##########################################################
# graphics output section
def ModelAndScatterPlot(graphWidth, graphHeight):
    f = plt.figure(figsize=(graphWidth/100.0, graphHeight/100.0), dpi=100)
    axes = f.add_subplot(111)

    # first the raw data as a scatter plot
    axes.plot(xData, yData,  'D')

    # create data for the fitted equation plot
    xModel = numpy.linspace(min(xData), max(xData))
    yModel = numpy.polyval(fittedParameters, xModel)

    # now the model as a line plot
    axes.plot(xModel, yModel)

    axes.set_xlabel('X Data') # X axis data label
    axes.set_ylabel('Y Data') # Y axis data label

    plt.show()
    plt.close('all') # clean up after using pyplot

graphWidth = 800
graphHeight = 600
ModelAndScatterPlot(graphWidth, graphHeight)