Question

我有一个类似的数据集：

Growth  NHSPSTY% Index  USURTOT Index   GLPFTOCI Index  CPTICHNG Index  NAPMPMI Index   RSTAXYOY Index  SAARTOTL Index  USASHVTK Index  CONCCONF Index  LEI TOTL Index  SPX Index   TOT_DEBT_TO_TOT_EQY BDIY Index  cry index   CO1 Comdty
Date                                                                
1998-03-31  4.1 7.5 4.7 0.121000    83.5325 52.9    2.9 -0.032258   0.404   133.80  88.9    0.455185    197.26  966 169.04  14.26
1998-06-30  3.8 9.8 4.5 0.125556    82.2970 48.9    4.5 0.154930    0.393   138.23  88.6    0.280973    204.65  856 152.58  13.38

我想运行OLS回归，但是所有参数都返回所有nan值。它警告：

/Users/jake/anaconda3/lib/python3.6/site-packages/scipy/stats/_distn_infrastructure.py:879: RuntimeWarning: invalid value encountered in greater
  return (self.a < x) & (x < self.b)
/Users/jake/anaconda3/lib/python3.6/site-packages/scipy/stats/_distn_infrastructure.py:879: RuntimeWarning: invalid value encountered in less
  return (self.a < x) & (x < self.b)
/Users/jake/anaconda3/lib/python3.6/site-packages/scipy/stats/_distn_infrastructure.py:1821: RuntimeWarning: invalid value encountered in less_equal
  cond2 = cond0 & (x <= self.a)


coef    std err t   P>|t|   [0.025  0.975]
const   nan nan nan nan nan nan
NHSPSTY% Index  nan nan nan nan nan nan
USURTOT Index   nan nan nan nan nan nan
GLPFTOCI Index  nan nan nan nan nan nan
CPTICHNG Index  nan nan nan nan nan nan

我的命令：

import statsmodels.api as sm
model = sm.OLS(data.Growth,sm.add_constant(data.iloc[:,1:])).fit()
model.summary()

使用statsmodels OLS时出错：返回nan值

0 个答案: