Python StatsModels中的Logit回归
我试图用一个自变量进行逻辑回归,将模型与数据拟合,然后用随机样本外输入返回概率输出Python StatsModels中的Logit回归,python,logistic-regression,statsmodels,predict,Python,Logistic Regression,Statsmodels,Predict,我试图用一个自变量进行逻辑回归,将模型与数据拟合,然后用随机样本外输入返回概率输出 In [153]: df[['Diff1', 'Win']] Out[153]: Diff1 Win 0 100 1 1 110 1 2 20 0 3 80 1 4 200 1 5 25 0 In [154]: logit = sm.Logit(df['Win'], df['Diff1']) In [155]: res
In [153]: df[['Diff1', 'Win']]
Out[153]:
Diff1 Win
0 100 1
1 110 1
2 20 0
3 80 1
4 200 1
5 25 0
In [154]: logit = sm.Logit(df['Win'], df['Diff1'])
In [155]: result=logit.fit()
Optimization terminated successfully.
Current function value: 0.451400
Iterations 6
Logit Regression Results
==============================================================================
Dep. Variable: Win No. Observations: 8
Model: Logit Df Residuals: 7
Method: MLE Df Model: 0
Date: Fri, 11 Dec 2015 Pseudo R-squ.: 0.3177
Time: 13:49:07 Log-Likelihood: -3.6112
converged: True LL-Null: -5.2925
LLR p-value: nan
==============================================================================
coef std err z P>|z| [95.0% Conf. Int.]
------------------------------------------------------------------------------
Diff1 0.0207 0.014 1.435 0.151 -0.008 0.049
==============================================================================
In [158]: result.predict(0)
Out[158]: array([ 0.5])
很明显,我使用的预测函数不正确,因为在这种情况下输入0不应该产生0.5。该结果适用于逻辑模型的非拟合示例
我将使用简单的OLS回归,但希望我的模型以(0,1)为界 解释变量中没有常数。如果线性预测为零,则逻辑函数(即预测)映射为0.5概率。所以这是正确的。