Python线性回归
我需要在多元线性回归中检查这些标准,以便进行循环:Python线性回归,python,linear-regression,p-value,Python,Linear Regression,P Value,我需要在多元线性回归中检查这些标准,以便进行循环: p值
- p值<0.05
- F-统计<0.05
- R^2>=0.8
X = df.iloc[:,2:].values
Y = df.iloc[:,1].values
from sklearn.model_selection import train_test_split
X_train, X_test, Y_train, Y_test = train_test_split(X,Y,test_size = 0.2, random_state= 0)
from sklearn.preprocessing import StandardScaler
sc_X = StandardScaler()
X_train = sc_X.fit_transform(X_train)
X_test = sc_X.transform(X_test)
from sklearn.linear_model import LinearRegression
regressor = LinearRegression()
regressor.fit(X_train, Y_train)
Y_pred = regressor.predict(X_test)
df1 = pd.DataFrame({'Actual': Y_test.flatten(), 'Predicted': Y_pred.flatten()})
df1.plot(kind='bar')
plt.grid(which='major', linestyle='-', linewidth='0.5', color='green')
plt.grid(which='minor', linestyle=':', linewidth='0.5', color='black')
plt.show()
import statsmodels.formula.api as sm
X= np.append (arr = np.ones((141,1)).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()
输出为:
我如何定义标准,使其具有可比性?它们需要在每个循环中接收不同的值
谢谢:)