运用python进行相关性统计检验

本文主要记录了python对数据进行相关性统计检验的实现方法。

主要是：

1、连续变量VS连续变量：皮尔逊相关系数

2、分类变量VS分类变量：卡方检验

3、连续变量VS多分类变量：F检验

4、连续变量VS二分类变量：若连续变量满足正态分布，则用t检验，否则应用曼-惠特尼U检验

主要的python脚本如下：

from sklearn.feature_selection import SelectKBest,chi2
from scipy import stats
from  scipy.stats import ttest_ind, levene


def corr_continue_continue(series_1,series_2):
    corr = pearsonr(series_1,series_2)[1]
    return corr
def corr_cate_cate(series_1,series_2):
    series_1 = np.array(series_1).reshape(-1,1)
    model1 = SelectKBest(chi2, k=1)
    model1.fit_transform(series_1, series_2)
    corr = model1.scores_[0]
    p_value = model1.pvalues_[0]
    return corr,p_value
def corr_continue_multicate(fenlei_series_1,lianxu_series_2):
    f,p = stats.f_oneway(fenlei_series_1,lianxu_series_2)
    return f,p
def normal_test(series):
    u = series.mean()
    std = series.std()
    statistic,pvalue = stats.kstest(series,'norm',(u,std))
    return statistic,pvalue   
def corr_continue_twocate(data,fenlei_var,lianxu_var):
    fenlei = list(set(data[fenlei_var]))
    series_1 = data[lianxu_var][data[fenlei_var]==fenlei[0]]
    series_2 = data[lianxu_var][data[fenlei_var]==fenlei[1]]
    stats_1,pvalue_1 = normal_test(series_1)
    stats_2,pvalue_2 = normal_test(series_2)
    if pvalue_1 < 0.05 or pvalue_2 < 0.05:
        t_value,p_value = stats.mannwhitneyu(series_1,series_2,alternative='two-sided')
    else:
        _,levene_p_value = levene(series_1,series_2)
        if levene_p_value>0.05:
            t_value,p_value = ttest_ind(series_1,series_2)
        else:
            t_value,p_value = ttest_ind(series_1,series_2,equal_var=False)
    return t_value,p_value,pvalue_1,pvalue_2