本文介绍了在使用Python的statsmodels库进行多元线性回归时遇到的ValueError问题。错误源于将因变量和自变量混淆。正确做法是将因变量设为y，自变量设为X。示例中，NBA数据集的'W'是因变量，'PTS'和'oppPTS'是自变量。通过调整代码并应用sm.add_constant添加常数项，成功完成模型构建并展示OLS回归结果，显示R-squared接近0.94，表明模型拟合度较高。
当使用sm.OLS(y,X)时,y是因变量,X是
自变量.
在公式W~PTS oppPTS中,W是因变量,PTS和oppPTS是自变量.
因此,使用
y = NBA['W']
X = NBA[['PTS', 'oppPTS']]
代替
X = NBA['W']
y = NBA[['PTS', 'oppPTS']]
import pandas as pd
import statsmodels.api as sm
NBA = pd.read_csv("NBA_train.csv")
y = NBA['W']
X = NBA[['PTS', 'oppPTS']]
X = sm.add_constant(X)
model11 = sm.OLS(y, X).fit()
model11.summary()
产量
OLS Regression Results
==============================================================================
Dep. Variable: W R-squared: 0.942
Model: OLS Adj. R-squared: 0.942
Method: Least Squares F-statistic: 6799.
Date: Sat, 21 Mar 2015 Prob (F-statistic): 0.00
Time: 14:58:05 Log-Likelihood: -2118.0
No. Observations: 835 AIC: 4242.
Df Residuals: 832 BIC: 4256.
Df Model: 2
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [95.0% Conf. Int.]
------------------------------------------------------------------------------
const 41.3048 1.610 25.652 0.000 38.144 44.465
PTS 0.0326 0.000 109.600 0.000 0.032 0.033
oppPTS -0.0326 0.000 -110.951 0.000 -0.033 -0.032
==============================================================================
Omnibus: 1.026 Durbin-Watson: 2.238
Prob(Omnibus): 0.599 Jarque-Bera (JB): 0.984
Skew: 0.084 Prob(JB): 0.612
Kurtosis: 3.009 Cond. No. 1.80e+05
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 1.8e+05. This might indicate that there are
strong multicollinearity or other numerical problems.
扫一扫
597
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
