我使用statsmodels递增了WLS regression functions的参数.
我有一个这样声明的10×3数据集X:
X = np.array([[1,2,3],[1,2,3],[4,5,6],[1,2,3],[4,5,6],[1,2,3],[1,2,3],[4,5,6],[4,5,6],[1,2,3]])
这是我的数据集,我有一个10×2的endg向量,看起来像这样:
z =
[[ 3.90311860e-322 2.00000000e+000]
[ 0.00000000e+000 2.00000000e+000]
[ 0.00000000e+000 -2.00000000e+000]
[ 0.00000000e+000 2.00000000e+000]
[ 0.00000000e+000 -2.00000000e+000]
[ 0.00000000e+000 2.00000000e+000]
[ 0.00000000e+000 2.00000000e+000]
[ 0.00000000e+000 -2.00000000e+000]
[ 0.00000000e+000 -2.00000000e+000]
[ 0.00000000e+000 2.00000000e+000]]
现在以sm导入import statsmodels.api后,我这样做:
g = np.zeros([3, 2]) # g(x) is a function that will store the regression parameters
mod_wls = sm.WLS(z, X)