linregress: Replicate R's lm()
| Newsgroups | gmane.comp.python.scientific.devel |
|---|---|
| Message-ID | <[email protected]> |
I try to replicate R's lm() (linear regression, possibly "Ordinary Least
Squares") wiht SciPy.
Based on the "mtcars" dataset the formula is 'qsec ~ mpg * wt + gear'.
This are 3 different types of arguments.
But SciPy's linregress() only offer two arguments [1].
This is not possible of course
linegress("qsec", "mpeg, wt", "gear", data=mtcars)
Here is an MWE in R:
data(mtcars)
m = lm(formula = qsec ~ mpg * wt + gear, data = mtcars)
summary(m)
That is an MWE in Python using statsmodels producing the same results
then the R variant.
import pydataset
# Ordinary Least Squares
from statsmodels.formula.api import ols
mtcars = pydataset.data('mtcars')
m = ols(formula='qsec ~ mpg * wt + gear', data=mtcars)
print(m.fit().summery())
[1] --
<https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.linregress.html>
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