python 变量 r_python – R在大熊猫线性回归中的relevel()和因子变量

你可以使用

pd.get_dummies：

import pandas as pd

d = {'a': [1,2,3,4,3,3,3], 'b': [5,6,7,8,4,4,4], 'c': [9,10,11,12,3,3,3],

'd': pd.Series(['red', 'blue', 'green', 'red', 'orange', 'blue', 'red'],

dtype='category')}

df = pd.DataFrame(d)

dummies = pd.get_dummies(df['d'])

df = pd.concat([df, dummies], axis=1)

df = df.drop(['d', 'green'], axis=1)

print(df)

产量

a b c blue orange red

0 1 5 9 0 0 1

1 2 6 10 1 0 0

2 3 7 11 0 0 0

3 4 8 12 0 0 1

4 3 4 3 0 1 0

5 3 4 3 1 0 0

6 3 4 3 0 0 1

import statsmodels.formula.api as smf

model = smf.ols('a ~ b + c + blue + orange + red', df).fit()

print(model.summary())

产量

OLS Regression Results

==============================================================================

Dep. Variable: a R-squared: 1.000

Model: OLS Adj. R-squared: 1.000

Method: Least Squares F-statistic: 2.149e+25

Date: Sun, 22 Mar 2015 Prob (F-statistic): 1.64e-13

Time: 05:57:33 Log-Likelihood: 200.74

No. Observations: 7 AIC: -389.5

Df Residuals: 1 BIC: -389.8

Df Model: 5

Covariance Type: nonrobust

==============================================================================

coef std err t P>|t| [95.0% Conf. Int.]

------------------------------------------------------------------------------

Intercept -1.6000 6.11e-13 -2.62e+12 0.000 -1.600 -1.600

b 1.6000 1.59e-13 1.01e+13 0.000 1.600 1.600

c -0.6000 6.36e-14 -9.44e+12 0.000 -0.600 -0.600

blue 1.11e-16 3.08e-13 0.000 1.000 -3.91e-12 3.91e-12

orange 7.994e-15 3.87e-13 0.021 0.987 -4.91e-12 4.93e-12

red 4.829e-15 2.75e-13 0.018 0.989 -3.49e-12 3.5e-12

==============================================================================

Omnibus: nan Durbin-Watson: 0.203

Prob(Omnibus): nan Jarque-Bera (JB): 0.752

Skew: 0.200 Prob(JB): 0.687

Kurtosis: 1.445 Cond. No. 85.2

==============================================================================

Warnings:

[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.

import pandas as pd

import statsmodels.formula.api as smf

d = {'a': [1,2,3,4,3,3,3], 'b': [5,6,7,8,4,4,4], 'c': [9,10,11,12,3,3,3],

'd': ['red', 'blue', 'green', 'red', 'orange', 'blue', 'red']}

df = pd.DataFrame(d)

model = smf.ols('a ~ b + c + C(d, Treatment(reference="green"))', df).fit()

print(model.summary())

参考文献：