EX10 BIASED ESTIMATION OF REGRESSION COEFFICIENTS

最新推荐文章于 2024-08-09 08:31:03 发布
最新推荐文章于 2024-08-09 08:31:03 发布
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import numpy as np
import pandas as pd 
import matplotlib.pyplot as plt
import statsmodels.api as sm
import statsmodels.stats.outliers_influence 
from prettytable import PrettyTable
from statsmodels.stats.outliers_influence import variance_inflation_factor
from sklearn.decomposition import PCA

10.2 PRINCIPAL COMPONENTS REGRESSION

table 10.1-10.2

data=pd.read_csv("C:/Users/可乐怪/Desktop/csv/P229.csv")
n=len(data)
meanVal=np.mean(data.iloc[0:11,:],axis=0) #axis=0 , 求col 的平均
CenteringMat=data.iloc[0:11,:]-meanVal
StdVal=np.std(data.iloc[0:11,:],axis=0)
StdVal=(StdVal*np.sqrt(n))/np.sqrt(n-1)
s_data=CenteringMat/StdVal


s_data['constant']=1
model2=sm.OLS(s_data['import'],s_data[['constant','doprod','stock','consum']]).fit()
print(model2.summary())

                            OLS Regression Results                            
==============================================================================
Dep. Variable:                 import   R-squared:                       0.992
Model:                            OLS   Adj. R-squared:                  0.988
Method:                 Least Squares   F-statistic:                     285.6
Date:                Thu, 25 Nov 2021   Prob (F-statistic):           1.11e-07
Time:                        14:50:53   Log-Likelihood:                 11.191
No. Observations:                  11   AIC:                            -14.38
Df Residuals:                       7   BIC:                            -12.79
Df Model:                           3                                         
Covariance Type:            nonrobust                                         
==============================================================================
                 coef    std err          t      P>|t|      [0.025      0.975]
------------------------------------------------------------------------------
constant    1.388e-16      0.033    4.2e-15      1.000      -0.078       0.078
doprod        -0.3393      0.464     -0.731      0.488      -1.437       0.758
stock          0.2130      0.034      6.203      0.000       0.132       0.294
consum         1.3027      0.464      2.807      0.026       0.205       2.400
==============================================================================
Omnibus:                        0.241   Durbin-Watson:                   2.740
Prob(Omnibus):                  0.887   Jarque-Bera (JB):                0.361
Skew:                           0.259   Prob(JB):                        0.835
Kurtosis:                       2.279   Cond. No.                         27.3
==============================================================================

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


D:\Anaconda\lib\site-packages\scipy\stats\stats.py:1603: UserWarning: kurtosistest only valid for n>=20 ... continuing anyway, n=11
  warnings.warn("kurtosistest only valid for n>=20 ... continuing "

c_data3=-PCA(3).fit_transform(s_data.iloc[:,2:5])
data3=pd.DataFrame(c_data3)
data3.columns=["c1","c2","c3"]
model3=sm.OLS(s_data['import'],data3).fit()
print(model3.summary())

                                 OLS Regression Results                                
=======================================================================================
Dep. Variable:                 import   R-squared (uncentered):                   0.992
Model:                            OLS   Adj. R-squared (uncentered):              0.989
Method:                 Least Squares   F-statistic:                              326.4
Date:                Thu, 25 Nov 2021   Prob (F-statistic):                    1.06e-08
Time:                        14:50:53   Log-Likelihood:                          11.191
No. Observations:                  11   AIC:                                     -16.38
Df Residuals:                       8   BIC:                                     -15.19
Df Model:                           3                                                  
Covariance Type:            nonrobust                                                  
==============================================================================
                 coef    std err          t      P>|t|      [0.025      0.975]
------------------------------------------------------------------------------
c1             0.6900      0.023     30.653      0.000       0.638       0.742
c2             0.1913      0.032      6.005      0.000       0.118       0.265
c3             1.1597      0.614      1.890      0.095      -0.255       2.574
==============================================================================
Omnibus:                        0.241   Durbin-Watson:                   2.740
Prob(Omnibus):                  0.887   Jarque-Bera (JB):                0.361
Skew:                           0.259   Prob(JB):                        0.835
Kurtosis:                       2.279   Cond. No.                         27.3
==============================================================================

Notes:
[1] R² is computed without centering (uncentered) since the model does not contain a constant.
[2] Standard Errors assume that the covariance matrix of the errors is correctly specified.


D:\Anaconda\lib\site-packages\scipy\stats\stats.py:1603: UserWarning: kurtosistest only valid for n>=20 ... continuing anyway, n=11
  warnings.warn("kurtosistest only valid for n>=20 ... continuing "

10.3 REMOVING DEPENDENCE AMONG THE PREDICTORS

First PC

from itertools import chain
c_data1=-PCA(1).fit_transform(s_data.iloc[:,2:5])
data1=pd.DataFrame(c_data1)
data1.columns=["c1"]
α1=np.array(sm.OLS(s_data['import'],data1).fit().params)
eigVals,eigVectors=np.linalg.eig(s_data.iloc[:,2:5].cov())
θ1=np.round((eigVectors.T[0]*α1).reshape(3,1),2)
# θ1=list(chain.from_iterable(θ1))
θ1

array([[0.49],
       [0.03],
       [0.49]])

coeff=[StdVal[1]/StdVal[i]  for i in range(2,5)]
c1_β=np.round(np.array(coeff).reshape(3,1)*θ1,2)
c1_β

array([[0.07],
       [0.08],
       [0.11]])

c1_β0=meanVal[1]-(np.array(meanVal[2:5]).reshape(1,3)@c1_β)
c1_β0[0,0]

-7.3654545454545435

First and Second

c_data2=-PCA(2).fit_transform(s_data.iloc[:,2:5])
data2=pd.DataFrame(c_data2)
data2.columns=["c1",'c2']
α2=np.array(sm.OLS(s_data['import'],data2).fit().params)
eigVectors.T[2]=-eigVectors.T[2]
θ=eigVectors.T[::2]*α2.reshape(2,1)
θ2=np.round((θ[0]+θ[1]).reshape(3,1),2)
θ2

array([[0.48],
       [0.22],
       [0.48]])

c2_β=np.round(np.array(coeff).reshape(3,1)*θ2,2)
c2_β

array([[0.07],
       [0.61],
       [0.11]])

c2_β0=meanVal[1]-(np.array(meanVal[2:5]).reshape(1,3)@c2_β)
c2_β0[0,0]

-9.114454545454542

All PCs

θ3=np.round(np.array(model2.params[1:]).reshape(3,1),2)
θ3

array([[-0.34],
       [ 0.21],
       [ 1.3 ]])

c3_β=np.round(np.array(coeff).reshape(3,1)*θ3,2)
c3_β

array([[-0.05],
       [ 0.58],
       [ 0.29]])

c3_β0=meanVal[1]-(np.array(meanVal[2:5]).reshape(1,3)@c3_β)
c3_β0[0,0]

-10.8170909090909

table=pd.DataFrame(columns=['Variable','Stand.1',' Original','Stand.2',' Origina2','Stand.3',' Origina3'])
table=pd.DataFrame({'Variable':['doprod','stock','consum'],
                    'Stand.1':list(chain.from_iterable(θ1)),'Original':list(chain.from_iterable(c1_β)),
                    'Stand.2':list(chain.from_iterable(θ2)),'Origina2':list(chain.from_iterable(c2_β)),
                    'Stand.3':list(chain.from_iterable(θ3)),'Origina3':list(chain.from_iterable(c3_β))})
table2=table.T
table2[4]=['constant',0,c3_β0[0,0],0,-5.64,0,-10.8]
table2.T
VariableStand.1OriginalStand.2Origina2Stand.3Origina3
0doprod0.490.070.480.07-0.34-0.05
1stock0.030.080.220.610.210.58
2consum0.490.110.480.111.30.29
4constant0-10.8170910-5.640-10.8

10.5 PRINCIPAL COMPONENTS REGRESSION: A CAUTION

table10.4-10.6

data=pd.read_csv("C:/Users/可乐怪/Desktop/csv/P266.csv")
n=len(data)
meanVal=np.mean(data,axis=0) #axis=0 , 求col 的平均
CenteringMat=data-meanVal
StdVal=np.std(data,axis=0)
StdVal=(StdVal*np.sqrt(n))/np.sqrt(n-1)
data1=CenteringMat/StdVal

pca = PCA(n_components=4)
c_data=pca.fit_transform(data1.iloc[:,1:6])
data2=pd.DataFrame(c_data)
data2.columns=["c1","c2","c3",'c4']
data2
c1c2c3c4
01.467238-1.903036-0.530000-0.038530
12.135829-0.238354-0.2901860.029833
2-1.129870-0.183877-0.0107130.093701
30.659895-1.5767740.1792040.033116
4-0.358765-0.483538-0.740122-0.019187
5-0.966640-0.1699440.0857020.012167
6-0.9307052.134817-0.172986-0.008295
72.2321380.6916710.459720-0.022606
80.3515161.432245-0.0315640.044988
9-1.662543-1.8280970.851193-0.019837
101.6401801.2951130.494178-0.031389
11-1.6925940.392249-0.019810-0.037185
12-1.7456790.437525-0.274615-0.036776
model2=sm.OLS(data1['Y'],data2).fit()
print(model2.summary())

                                 OLS Regression Results                                
=======================================================================================
Dep. Variable:                      Y   R-squared (uncentered):                   0.982
Model:                            OLS   Adj. R-squared (uncentered):              0.975
Method:                 Least Squares   F-statistic:                              125.4
Date:                Thu, 25 Nov 2021   Prob (F-statistic):                    6.94e-08
Time:                        14:50:53   Log-Likelihood:                          8.3241
No. Observations:                  13   AIC:                                     -8.648
Df Residuals:                       9   BIC:                                     -6.388
Df Model:                           4                                                  
Covariance Type:            nonrobust                                                  
==============================================================================
                 coef    std err          t      P>|t|      [0.025      0.975]
------------------------------------------------------------------------------
c1            -0.6570      0.030    -22.198      0.000      -0.724      -0.590
c2             0.0083      0.035      0.236      0.819      -0.071       0.088
c3             0.3028      0.102      2.956      0.016       0.071       0.535
c4            -0.3880      1.098     -0.353      0.732      -2.872       2.096
==============================================================================
Omnibus:                        0.165   Durbin-Watson:                   2.053
Prob(Omnibus):                  0.921   Jarque-Bera (JB):                0.320
Skew:                           0.201   Prob(JB):                        0.852
Kurtosis:                       2.345   Cond. No.                         37.1
==============================================================================

Notes:
[1] R² is computed without centering (uncentered) since the model does not contain a constant.
[2] Standard Errors assume that the covariance matrix of the errors is correctly specified.


D:\Anaconda\lib\site-packages\scipy\stats\stats.py:1603: UserWarning: kurtosistest only valid for n>=20 ... continuing anyway, n=13
  warnings.warn("kurtosistest only valid for n>=20 ... continuing "

c1’coeff is highly significant and all other three coefficients are not significant.

model3=sm.OLS(data1['Y'],data2.iloc[:,1:]).fit()
print(model3.summary())

                                 OLS Regression Results                                
=======================================================================================
Dep. Variable:                      Y   R-squared (uncentered):                   0.017
Model:                            OLS   Adj. R-squared (uncentered):             -0.277
Method:                 Least Squares   F-statistic:                            0.05923
Date:                Thu, 25 Nov 2021   Prob (F-statistic):                       0.980
Time:                        14:50:53   Log-Likelihood:                         -17.811
No. Observations:                  13   AIC:                                      41.62
Df Residuals:                      10   BIC:                                      43.32
Df Model:                           3                                                  
Covariance Type:            nonrobust                                                  
==============================================================================
                 coef    std err          t      P>|t|      [0.025      0.975]
------------------------------------------------------------------------------
c2             0.0083      0.250      0.033      0.974      -0.548       0.565
c3             0.3028      0.726      0.417      0.685      -1.314       1.920
c4            -0.3880      7.779     -0.050      0.961     -17.720      16.944
==============================================================================
Omnibus:                        2.733   Durbin-Watson:                   2.031
Prob(Omnibus):                  0.255   Jarque-Bera (JB):                1.199
Skew:                          -0.332   Prob(JB):                        0.549
Kurtosis:                       1.669   Cond. No.                         31.2
==============================================================================

Notes:
[1] R² is computed without centering (uncentered) since the model does not contain a constant.
[2] Standard Errors assume that the covariance matrix of the errors is correctly specified.


D:\Anaconda\lib\site-packages\scipy\stats\stats.py:1603: UserWarning: kurtosistest only valid for n>=20 ... continuing anyway, n=13
  warnings.warn("kurtosistest only valid for n>=20 ... continuing "

R^2近似等于0，其他三个几乎不能解释U

Figure 10.1 Scatter plots of U versus each of the PCs of the Hald’s data.

plt.subplots_adjust(hspace=0.4,wspace=0.4)
plt.subplot(221)
plt.xlabel('c1')
plt.ylabel('Y')
plt.scatter(data2['c1'],data1['Y'],c='r')

plt.subplot(222)
plt.xlabel('c2')
plt.ylabel('Y')
plt.scatter(data2['c2'],data1['Y'],c='b')

plt.subplot(223)
plt.xlabel('c3')
plt.ylabel('Y')
plt.scatter(data2['c3'],data1['Y'],c='teal')

plt.subplot(224)
plt.xlabel('c4')
plt.ylabel('Y')
plt.scatter(data2['c4'],data1['Y'],c='y')
plt.suptitle("Figure10.1",size=20,c="teal")
plt.show()

在这里插入图片描述

10.6 RIDGE REGRESSION

from sklearn.linear_model import Ridge
k=np.linspace(0,1,29)#(start, end, num=num_points)使k属于[0,1]
y=s_data['import']
x=s_data.iloc[:,2:5]
θ1=[]
θ2=[]
θ3=[]
SSE=[]
for  i  in range(len(k)):
    ridge = Ridge(k[i])
    ridge =ridge .fit(x, y)
    θ1.append(ridge.coef_[0])
    θ2.append(ridge.coef_[1])
    θ3.append(ridge.coef_[2])
    SSE.append(np.sum((y- ridge.predict(x))**2))

plt.plot(k,θ1,'r',alpha=0.5,)
plt.plot(k,θ2,'b-.',alpha=0.5)
plt.plot(k,θ3,'y+')
plt.xlabel('k',size=15)
plt.ylabel('θj(k)',size=15)
plt.legend(['θ1', 'θ2', 'θ3'], loc='upper right')
plt.title('Figure 10.2 Ridge trace: IMPORT data (1949-1959).',size=20,c='teal')
plt.show()

在这里插入图片描述

Table 10.8 Ridge Estimates θj(k),as Functions of the Ridge Parameter k, for the IMPORT Data (1949-1959)

θ_data={'k':k,'θ1(k)':θ1,'θ2(k)':θ2,'θ3(k)':θ3}
table=pd.DataFrame(θ_data)
table
kθ1(k)θ2(k)θ3(k)
00.000000-0.3393430.2130481.302682
10.0357140.1197350.2168750.841831
20.0714290.2482860.2174480.711613
30.1071430.3084440.2173510.649814
40.1428570.3431110.2170070.613520
50.1785710.3655120.2165470.589500
60.2142860.3810740.2160230.572327
70.2500000.3924340.2154630.559363
80.2857140.4010280.2148800.549171
90.3214290.4077050.2142820.540901
100.3571430.4130000.2136750.534020
110.3928570.4172640.2130620.528174
120.4285710.4207410.2124450.523121
130.4642860.4236020.2118270.518690
140.5000000.4259730.2112070.514754
150.5357140.4279470.2105880.511220
160.5714290.4295960.2099700.508016
170.6071430.4309750.2093530.505088
180.6428570.4321270.2087380.502391
190.6785710.4330880.2081250.499891
200.7142860.4338850.2075140.497560
210.7500000.4345410.2069050.495374
220.7857140.4350750.2062990.493316
230.8214290.4355030.2056960.491369
240.8571430.4358380.2050960.489520
250.8928570.4360910.2044990.487758
260.9285710.4362710.2039040.486073
270.9642860.4363860.2033130.484458
281.0000000.4364440.2027240.482905

Table 10.9

vif1= []
vif2= []
vif3= []
for i in range(len(k)):
    m1=(x.T)@x
    m2=np.linalg.inv(m1 + k[i] * np.eye(3))
    m3=m2@m1@m2
    vif1.append( np.diagonal(m3)[0])
    vif2.append( np.diagonal(m3)[1])
    vif3.append( np.diagonal(m3)[2])

vif_data={'k':k,'SSE(k)':SSE,'vif1(k)':vif1,'vif2':vif2,'vif3':vif3}
table=pd.DataFrame(vif_data)
table
kSSE(k)vif1(k)vif2vif3
00.0000000.08418617.9035000.09807717.914333
10.0357140.0960493.4708690.0960143.472922
20.0714290.1037401.4386300.0951631.439447
30.1071430.1081320.7894620.0944540.789885
40.1428570.1110140.5027110.0937860.502960
50.1785710.1131200.3513210.0931380.351478
60.2142860.1147920.2617660.0925020.261869
70.2500000.1162090.2044260.0918760.204495
80.2857140.1174720.1655060.0912580.165551
90.3214290.1186460.1378760.0906470.137905
100.3571430.1197680.1175500.0900420.117567
110.3928570.1208660.1021570.0894450.102165
120.4285710.1219580.0902160.0888530.090216
130.4642860.1230570.0807620.0882680.080757
140.5000000.1241730.0731460.0876880.073137
150.5357140.1253130.0669170.0871150.066905
160.5714290.1264810.0617560.0865470.061741
170.6071430.1276820.0574280.0859840.057410
180.6428570.1289190.0537610.0854270.053742
190.6785710.1301940.0506250.0848760.050604
200.7142860.1315090.0479210.0843300.047899
210.7500000.1328650.0455700.0837890.045547
220.7857140.1342630.0435130.0832540.043489
230.8214290.1357040.0417010.0827230.041676
240.8571430.1371890.0400960.0821980.040070
250.8928570.1387170.0386660.0816770.038639
260.9285710.1402890.0373850.0811620.037358
270.9642860.1419050.0362320.0806510.036205
281.0000000.1435650.0351910.0801460.035163

Table10.10

k=0 coeff

r_θ1=np.round(Ridge(0).fit(x,y).coef_,2)
r_θ1

array([-0.34,  0.21,  1.3 ])

coeff=[StdVal[1]/StdVal[i]  for i in range(2,5)]
r1_β=np.round(np.array(coeff)*r_θ1,2)
r1_β

array([-0.13,  0.19,  0.46])

r1_β0=np.round(meanVal[1]-r1_β@np.array(meanVal[2:5]),2)
r1_β0

-2.31

k=0.4 coeff

r_θ2=np.round(Ridge(0.4).fit(x,y).coef_,2)
r_θ2

array([0.42, 0.21, 0.53])

coeff=[StdVal[1]/StdVal[i]  for i in range(2,5)]
r2_β=np.round(np.array(coeff)*r_θ2,2)
r2_β

array([0.16, 0.19, 0.19])

r2_β0=np.round(meanVal[1]-r2_β@np.array(meanVal[2:5]),2)
r2_β0

-8.18

table=pd.DataFrame(columns=['Variable','Stand.1',' Original','Stand.2',' Origina2'])
table=pd.DataFrame({'Variable':['doprod','stock','consum'],
                    'Stand.1':r_θ1,'Original':r1_β,
                    'Stand.2':r_θ2,'Origina2':r2_β})
table2=table.T
table2[4]=['constant',0,r1_β0,0,r2_β0]
table2.T
VariableStand.1OriginalStand.2Origina2
0doprod-0.34-0.130.420.16
1stock0.210.190.210.19
2consum1.30.460.530.19
4constant0-2.310-8.18
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很多时候为了用户使用方便，我们需要在移动设备开机时设置一些随机自启动服务，如定期发送自己关心的讯息、新收邮件的自动推送以及语音唤醒及识别等等，这些服务在日常生活中还是很有意义的。对于注册并开启自动启动的代码也是比较简单的，百度可以在很多网站上找到实例，现把我自己在项目中使用到的代码贴在下面：public class OnBootReceiver extends BroadcastReceiver ...
ex10
weixin_34337381的博客
11-16 58
1 ''' 2 tabby_cat = "\tI'm tabbed in." 3 persian_cat = "I'm split\non a line." 4 backslash_cat = "I'm \\ a \\ cat." 5 6 fat_cat = """ 7 I'll do a list: 8 \t* catfood 9 \t* F...
#ex10 C语言标准实验报告
桃之妖妖，濯濯其华
12-01 3392
实验内容： 上机完成以下编程实验，调试运行程序并完成报告。 编写矩阵定义、初始化函数； 编写矩阵加法函数； 编写矩阵减法函数； 编写矩阵乘法函数； 编写求矩阵均值函数； 编写求一个矩阵的子阵函数； 编写矩阵输出函数； 编写主控函数； 主要函数和结构参考原型如下： typedef struct{ double ** mat; int row; int col; }Matrix; void InitialMatrix(Matrix *T, int row,int col)
Ex10-2B.py
05-31
Ex10-2B.py
Ex10_1.mxd
12-20
Ex10_1.mxd
Ex10-1B.py
05-31
Ex10-1B.py
Raize Components 6.1.12 for Delphi EX10 V2015.10.12.zip
02-19
《Raize Components 6.1.12 for Delphi EX10：V2015.10.12 兼容性与源码解析》 Raize Components是一款深受Delphi开发者喜爱的组件库，其6.1.12版本为针对Delphi EX10环境特别优化的版本。在Delphi的开发环境中，...
大模型微调工具-torchtune
weixin_40777649的博客
08-08 542
1.定义2.安装3. 案例。
python的匿名函数
weixin_74923758的博客
08-05 243
python中的匿名函数是一种简洁的函数定义方式，它使用lambda关键字来创建。匿名函数通常用于需要一个函数对象，但又不想去定义一个完整的函数时。它们可以接收任意数量的参数，但只能有一个表达式。匿名函数经常与函数的参数一起使用，例如map（），filter（）和sorted()等函数，这些函数可以接受一个函数作为参数来指定如何操作数据。map()函数可以将一个给定的函数应用于一个可迭代对象的每个元素。是函数体，它是一个表达式，其结果将作为函数的返回值。
jupyter下载
Einstein·Jun
08-06 603
Anaconda下载 参考链接：https://blog.csdn.net/qq_48372575/article/details/125630622 设置Jupyter Notebook的代码路径 在“此电脑”中搜索。删除最后一个""后面的的内容，包括“\”。 用记事本打开它。 按下ctrl+F就可以开始查找。查找内容如下： 找到之后，右键该文件，找到“发送到”，找到“桌面快捷方式”。然后就会发现桌面上已经建立好了！
NVIDIA-CUDA
qq_41081716的博客
08-08 327
CUDA 是一种强大的并行计算平台，它极大地扩展了 GPU 的用途，使其不仅仅局限于图形处理。通过利用 CUDA，开发人员可以编写高效、高性能的并行应用程序，这些应用程序可以用于各种计算密集型任务。如果您正在从事高性能计算或需要加速计算任务的工作，CUDA 是一个非常有用的工具。
pytorch下载慢，如何下载到本地再去安装，本地安装pytorch
最新发布
weixin_53035684的博客
08-09 238
本地安装torch
delphi ex10 调用https
07-09
Delphi Ex10 是一个开发工具，用于创建 Windows 应用程序。如果想要在 Delphi Ex10 中调用 HTTPS，可以按照以下步骤进行操作： 1. 导入所需的源代码库：在 Delphi Ex10 中，可以使用 Indy 或 Synapse 等库来处理 ...
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