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python中OLS的多元回归_Python_Numpy_Pandas_Statsmodels - Fatal编程技术网

python中OLS的多元回归

python中OLS的多元回归,python,numpy,pandas,statsmodels,Python,Numpy,Pandas,Statsmodels,我有一个用Newey-West程序进行多元OLS回归的代码 import pandas as pd import numpy as np import statsmodels.api as sm df = pd.DataFrame({'a':[1,3,5,7,4,5,6,4,7,8,9], 'b':[3,5,6,2,4,6,7,8,7,8,9]}) results = sm.OLS(df.a, sm.add_constant(df.b)).fit() n

我有一个用Newey-West程序进行多元OLS回归的代码

import pandas as pd
import numpy as np
import statsmodels.api as sm

df = pd.DataFrame({'a':[1,3,5,7,4,5,6,4,7,8,9],
                   'b':[3,5,6,2,4,6,7,8,7,8,9]})

results = sm.OLS(df.a, sm.add_constant(df.b)).fit()
new = results.get_robustcov_results(cov_type='HAC',maxlags=1)
print new.summary()
这是可行的,但是如果我有更多的变量,比如…,我应该如何更改代码呢

df = pd.DataFrame({'a':[1,3,5,7,4,5,6,4,7,8,9],
                   'b':[3,5,6,2,4,6,7,8,7,8,9],
                   'c':[3,5,6,2,4,8,7,8,9,9,9],
                   'd':[3,5,6,2,5,8,8,9,8,10,9]})
。。。想分析它们对变量a的影响,就像原始代码中对变量b的分析一样

代码行results=sm.OLS(df.a,sm.add_constant(df.b)).fit()应该是什么样子


谢谢

您可以提供如下多个变量:

results = sm.OLS(df.a, sm.add_constant(df[list('bcd')])).fit()

您可以提供如下多个变量:

results = sm.OLS(df.a, sm.add_constant(df[list('bcd')])).fit()