python k线斜率计算_如何在python的线性回归模型中计算斜率的99％置信区间？

We have following linear regression: y ~ b0 + b1 * x1 + b2 * x2. I know that regress function in Matlab does calculate it, but numpy's linalg.lstsq doesn't (https://docs.scipy.org/doc/numpy-dev/user/numpy-for-matlab-users.html).

解决方案

StatsModels' RegressionResults has a conf_int() method. Here an example using it (minimally modified version of their Ordinary Least Squares example):

import numpy as np, statsmodels.api as sm

nsample = 100

x = np.linspace(0, 10, nsample)

X = np.column_stack((x, x**2))

beta = np.array([1, 0.1, 10])

e = np.random.normal(size=nsample)

X = sm.add_constant(X)

y = np.dot(X, beta) + e

mod = sm.OLS(y, X)

res = mod.fit()

print res.conf_int(0.01) # 99% confidence interval