mnlogit回归,奇异矩阵误差

时间:2016-08-13 11:18:51

标签: python regression statsmodels

我在python中使用statsmodels的回归模型使用了48,065行数据,但是在添加新数据时,我追踪了一行产生奇异矩阵错误的代码。类似问题的答案似乎表明缺少数据,但我已经检查过,并且没有任何明显不规则的错误倾向的代码行导致我的主要问题。有没有人知道这是我的代码中的错误还是知道解决方法来修复它,因为我没有想法。

Data2.csv - http://www.sharecsv.com/s/8ff31545056b8864f2ad26ef2fe38a09/Data2.csv

import pandas as pd
import statsmodels.formula.api as smf

data = pd.read_csv("Data2.csv")
formula = 'is_success ~ goal_angle + goal_distance + np_distance + fp_distance + is_fast_attack + is_header + prev_tb + is_rebound + is_penalty + prev_cross + is_tb2 + is_own_goal + is_cutback + asst_dist'
model = smf.mnlogit(formula, data=data, missing='drop').fit()

CSV行产生错误:0,0,0,0,0,0,0,1,22.94476,16.877204,13.484806,20.924627,0,0,11.765203

模型中有问题的行出错:

runfile('C:/Users/User1/Desktop/Model Check.py', wdir='C:/Users/User1/Desktop')
Optimization terminated successfully.
         Current function value: 0.264334
         Iterations 20
Traceback (most recent call last):

  File "<ipython-input-76-eace3b458e24>", line 1, in <module>
    runfile('C:/Users/User1/Desktop/xG_xA Model Check.py', wdir='C:/Users/User1/Desktop')

  File "C:\Users\User1\Anaconda2\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 714, in runfile
    execfile(filename, namespace)

  File "C:\Users\User1\Anaconda2\lib\site-packages\spyderlib\widgets\externalshell\sitecustomize.py", line 74, in execfile
    exec(compile(scripttext, filename, 'exec'), glob, loc)

  File "C:/Users/User1/Desktop/xG_xA Model Check.py", line 6, in <module>
    model = smf.mnlogit(formula, data=data, missing='drop').fit()

  File "C:\Users\User1\Anaconda2\lib\site-packages\statsmodels\discrete\discrete_model.py", line 587, in fit
    disp=disp, callback=callback, **kwargs)

  File "C:\Users\User1\Anaconda2\lib\site-packages\statsmodels\base\model.py", line 434, in fit
    Hinv = np.linalg.inv(-retvals['Hessian']) / nobs

  File "C:\Users\User1\Anaconda2\lib\site-packages\numpy\linalg\linalg.py", line 526, in inv
    ainv = _umath_linalg.inv(a, signature=signature, extobj=extobj)

  File "C:\Users\User1\Anaconda2\lib\site-packages\numpy\linalg\linalg.py", line 90, in _raise_linalgerror_singular
    raise LinAlgError("Singular matrix")

LinAlgError: Singular matrix

0 个答案:

没有答案