我是否需要使用statsmodels引入因变量的日志形式,或者链接会自动执行此操作?

时间:2019-04-16 12:38:36

标签: python statsmodels patsy

我正在尝试将twedie模型与statsmodels配合使用,并且想知道在运行模型之前是否必须转换因变量,或者statsmodels是否自动执行此操作?

我的模型如下:

lost_cost_model = smf.OLS(y, x, family = sm.families.Tweedie(link = sm.families.links.log, var_power = 1.5), weights = weights)

应该是:

lost_cost_model = smf.OLS(np.log(y), x, family = sm.families.Tweedie(link = sm.families.links.log, var_power = 1.5), weights = weights)

还是family = sm.families.Tweedie(link = sm.families.links.log在后​​台转换变量?

0 个答案:

没有答案