当使用sm.OLS(y, X)时,y是因变量,X是
自变量。
在公式W ~ PTS + oppPTS,W是因变量,PTS,oppPTS是自变量。
因此,使用y = NBA['W']
X = NBA[['PTS', 'oppPTS']]
而不是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()
收益率OLS Regression Results
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