Python numpy statsmodels OLS回归特定值

时间:2015-10-04 02:20:19

标签: python numpy regression statsmodels

Hello Community我在下面的代码中实现了多元回归线性分析,并根据x和y值显示多个统计数据:

import numpy as np
import statsmodels.api as sm

y = [1,2,3,4,3,4,5,4,5,5,4,5,4,5,4,5,6,5,4,5,4,3,4]

x = [
     [4,2,3,4,5,4,5,6,7,4,8,9,8,8,6,6,5,5,5,5,5,5,5],      #<-x1
     [4,1,2,3,4,5,6,7,5,8,7,8,7,8,7,8,7,7,7,7,7,6,5],      #<-x2
     [4,1,2,5,6,7,8,9,7,8,7,8,7,7,7,7,7,7,6,6,4,4,4]       #<-x3
     ]

x = np.array(x).T
x = sm.add_constant(x)
results = sm.OLS(endog=y, exog=x).fit()
print results.summary()

返回:

                            OLS Regression Results                            
==============================================================================
Dep. Variable:                      y   R-squared:                       0.535
Model:                            OLS   Adj. R-squared:                  0.461
Method:                 Least Squares   F-statistic:                     7.281
Date:                Tue, 19 Feb 2013   Prob (F-statistic):            0.00191
Time:                        21:51:28   Log-Likelihood:                -26.025
No. Observations:                  23   AIC:                             60.05
Df Residuals:                      19   BIC:                             64.59
Df Model:                           3                                         
==============================================================================
                 coef    std err          t      P>|t|      [95.0% Conf. Int.]
------------------------------------------------------------------------------
x1             0.2424      0.139      1.739      0.098        -0.049     0.534
x2             0.2360      0.149      1.587      0.129        -0.075     0.547
x3            -0.0618      0.145     -0.427      0.674        -0.365     0.241
const          1.5704      0.633      2.481      0.023         0.245     2.895

==============================================================================
Omnibus:                        6.904   Durbin-Watson:                   1.905
Prob(Omnibus):                  0.032   Jarque-Bera (JB):                4.708
Skew:                          -0.849   Prob(JB):                       0.0950
Kurtosis:                       4.426   Cond. No.                         38.6

如何实现statsmodel api只返回/打印R ^ 2值(0.535)为整数?我希望将此值用于多元回归分析,并在分析完成时获取最高的R ^ 2值。 感谢

1 个答案:

答案 0 :(得分:1)

打印results.rsquared

你是什么意思&#34;作为一个整数&#34;?舍入到1或535?