我想计算从numpy.linalg.lstsq获得的拟合的p值。这里有一个玩具示例:
import numpy as np
x = np.array([[ 58295.62187335],[ 45420.95483714],[ 3398.64920064],[ 977.22166306],[ 5515.32801851],[ 14184.57621022],[ 16027.2803392 ],[ 15313.01865824],[ 6443.2448182 ]])
y = np.array([ 143547.79123381, 22996.69597427, 2591.56411049, 661.93115277, 8826.96549102, 17735.13549851, 11629.13003263, 14438.33177173, 6997.89334741])
a, res, rank, s = np.linalg.lstsq(x, y)
从上一个问题(get the R^2 value from scipy.linalg.lstsq)我知道得到R²,但我也想计算p值。
提前致谢。
答案 0 :(得分:2)
你可以使用scipy.stats
import numpy as np
from scipy.stats import pearsonr
x = np.array([ 58295.62187335, 45420.95483714, 3398.64920064, 977.22166306, 5515.32801851, 14184.57621022, 16027.2803392 , 15313.01865824, 6443.2448182 ])
y = np.array([ 143547.79123381, 22996.69597427, 2591.56411049, 661.93115277, 8826.96549102, 17735.13549851, 11629.13003263, 14438.33177173, 6997.89334741])
r, p = pearsonr(x,y)