我正在尝试将twedie模型与statsmodels配合使用,并且想知道在运行模型之前是否必须转换因变量,或者statsmodels是否自动执行此操作?
我的模型如下:
lost_cost_model = smf.OLS(y, x, family = sm.families.Tweedie(link = sm.families.links.log, var_power = 1.5), weights = weights)
应该是:
lost_cost_model = smf.OLS(np.log(y), x, family = sm.families.Tweedie(link = sm.families.links.log, var_power = 1.5), weights = weights)
还是family = sm.families.Tweedie(link = sm.families.links.log
在后台转换变量?