from __future__ import print_function
import numpy as np
import statsmodels.api as sm
import matplotlib.pyplot as plt
from statsmodels.sandbox.regression.predstd import wls_prediction_std
np.random.seed(9876789)
nsample = 50
sig = 0.5
x = np.linspace(0, 20, nsample)
X = np.column_stack((x, np.sin(x), (x-5)**2, np.ones(nsample)))
beta = [0.5, 0.5, -0.02, 5.]
y_true = np.dot(X, beta)
y = y_true + sig * np.random.normal(size=nsample)
res = sm.OLS(y, X).fit()
print(res.summary())
print('Parameters: ', res.params)
print('Standard errors: ', res.bse)
prstd, iv_l, iv_u = wls_prediction_std(res)
fig, ax = plt.subplots(figsize=(8,6))
ax.plot(x, y, 'o', label="data")
ax.plot(x, y_true, 'b-', label="True")
ax.plot(x, res.fittedvalues, 'r--.', label="OLS")
ax.plot(x, iv_u, 'r--')
ax.plot(x, iv_l, 'r--')
ax.legend(loc='best');
我对此的看法是：
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.920
Model: OLS Adj. R-squared: 0.915
Method: Least Squares F-statistic: 175.9
Date: Fri, 12 Sep 2014 Prob (F-statistic): 3.30e-25
Time: 13:00:23 Log-Likelihood: -38.308
No. Observations: 50 AIC: 84.62
Df Residuals: 46 BIC: 92.26
Df Model: 3
==============================================================================
coef std err t P>|t| [95.0% Conf. Int.]
------------------------------------------------------------------------------
x1 0.4704 0.029 16.487 0.000 0.413 0.528
x2 0.2931 0.112 2.613 0.012 0.067 0.519
x3 -0.0183 0.003 -7.290 0.000 -0.023 -0.013
const 5.2494 0.185 28.375 0.000 4.877 5.622
==============================================================================
Omnibus: 1.779 Durbin-Watson: 2.359
Prob(Omnibus): 0.411 Jarque-Bera (JB): 1.440
Skew: 0.414 Prob(JB): 0.487
Kurtosis: 2.933 Cond. No. 221.
==============================================================================
Parameters: [ 0.47040466 0.2931004 -0.01826292 5.24935422]
Standard errors: [ 0.02853117 0.11215937 0.00250506 0.18499717]
没有任何图表。有什么我忘记或遗失的东西？目前我只是试图测试anaconda和statsmodels的安装，但我没有运气图表，并尝试了几个我通过互联网找到的修复无济于事。