python多元回归因子选取_Python中的多元回归（带因子选择）

听起来你只是想看看模型拟合的结果。下面是一个有1个预测器的例子，但很容易扩展到14：

导入statsmodels并指定要构建的模型(在这里可以包含14个预测值)：import statsmodels.api as sm

#read in your data however you want and assign your y, x1...x14 variables

model = sm.OLS(x, y)

适合模型：

^{pr2}$

现在只需显示模型拟合的摘要：print(results.summary())

这将给你调整后的R平方值，F测试值，beta权重等，应该如下所示：OLS Regression Results

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

Dep. Variable: x R-squared: 0.601

Model: OLS Adj. R-squared: 0.594

Method: Least Squares F-statistic: 87.38

Date: Wed, 24 Aug 2016 Prob (F-statistic): 3.56e-13

Time: 19:51:25 Log-Likelihood: -301.81

No. Observations: 59 AIC: 605.6

Df Residuals: 58 BIC: 607.7

Df Model: 1

Covariance Type: nonrobust

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

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

y 0.8095 0.087 9.348 0.000 0.636 0.983

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

Omnibus: 0.119 Durbin-Watson: 1.607

Prob(Omnibus): 0.942 Jarque-Bera (JB): 0.178

Skew: -0.099 Prob(JB): 0.915

Kurtosis: 2.818 Cond. No. 1.00

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