Multiple linear regression

627 views

Skip to first unread message

Dr. Ssuna Bashir

unread,

Aug 29, 2019, 10:04:13 AM8/29/19

to pystatsmodels

Hello guys, help me know where am going wrong

import statsmodels.formula.api as sm
X = np.append(arr = np.ones((50, 1)).astype(int), values = X, axis =1)
X_opt = X[:, [0,1,2,3,4,5]]
regressor_OLS = sm.ols(endog = Y, exog = X_opt).fit()
regressor_OLS.summary()

am getting this error

File "<ipython-input-64-a30cf8cdcb43>", line 1, in <module>
regressor_OLS = sm.ols(endog = Y, exog = X_opt).fit()

TypeError: from_formula() missing 2 required positional arguments: 'formula' and 'data'

Peter Quackenbush

unread,

Sep 3, 2019, 5:32:55 PM9/3/19

to pystatsmodels

Sorry for slow response. There's a subtle thing you're missing...

If you do import statsmodels.formula.api as sm, then you are landing the formula-based api. You'll need to use patsy to build your design matrices (endogenous and exogenous variables). Note that "ols" is lowercase. For example, for GLM, you do "sm.glm" as this example:

http://www.statsmodels.org/devel/examples/notebooks/generated/glm_formula.html

If you do import statsmodels.api as sm, then you need to specify the endogenous and exogenous matrix.