OLS使用statsmodels时出错

时间:2016-05-23 16:52:11

标签: python statistics scikit-learn jupyter statsmodels

我正在尝试进行简单的OLS回归。它工作了很长时间,但现在突然间没有任何作用。

我的数据集看起来像这样(只是一个施加):

enter image description here

然后我尝试这种回归:

m1 = smf.ols(formula='crashes ~holiday', data=data).fit()
m1.summary()

产生了此错误消息:

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-60-4909b8de1974> in <module>()
----> 1 m1.summary()

/Users/masb/anaconda/lib/python3.4/site-packages/statsmodels/regression/linear_model.py in summary(self, yname, xname, title, alpha)
   1948             top_left.append(('Covariance Type:', [self.cov_type]))
   1949 
-> 1950         top_right = [('R-squared:', ["%#8.3f" % self.rsquared]),
   1951                      ('Adj. R-squared:', ["%#8.3f" % self.rsquared_adj]),
   1952                      ('F-statistic:', ["%#8.4g" % self.fvalue] ),

/Users/masb/anaconda/lib/python3.4/site-packages/statsmodels/tools/decorators.py in __get__(self, obj, type)
     92         if _cachedval is None:
     93             # Call the "fget" function
---> 94             _cachedval = self.fget(obj)
     95             # Set the attribute in obj
     96 #            print("Setting %s in cache to %s" % (name, _cachedval))

/Users/masb/anaconda/lib/python3.4/site-packages/statsmodels/regression/linear_model.py in rsquared(self)
   1179     def rsquared(self):
   1180         if self.k_constant:
-> 1181             return 1 - self.ssr/self.centered_tss
   1182         else:
   1183             return 1 - self.ssr/self.uncentered_tss

/Users/masb/anaconda/lib/python3.4/site-packages/statsmodels/tools/decorators.py in __get__(self, obj, type)
     92         if _cachedval is None:
     93             # Call the "fget" function
---> 94             _cachedval = self.fget(obj)
     95             # Set the attribute in obj
     96 #            print("Setting %s in cache to %s" % (name, _cachedval))

/Users/masb/anaconda/lib/python3.4/site-packages/statsmodels/regression/linear_model.py in ssr(self)
   1151     def ssr(self):
   1152         wresid = self.wresid
-> 1153         return np.dot(wresid, wresid)
   1154 
   1155     @cache_readonly

ValueError: shapes (8766,1335) and (8766,1335) not aligned: 1335 (dim 1) != 8766 (dim 0)

我看不出自己做错了什么,我怀疑是否存在某些我无法控制的错误。

我非常感谢任何帮助

0 个答案:

没有答案