我有R中一个代码段用简单的流明()函数与一个相关的,并且一个独立的变量,它是如下。
X = ([149876.9876, 157853.421, 147822.3803, 147904.6639, 152625.6781, 147229.8083, 181202.081, 164499.6566, 171461.6586, 164309.3919])
Y = ([26212109.07, 28376408.76, 30559566.77, 26765176.65, 28206749.66, 27560521.33, 32713878.83, 31263763.7, 30812063.54, 30225631.6])
lmfit <- lm(formula = Data_df$Y ~ Data_df$X, data=Data_df)
lmpred <- predict(lmfit, newdata=Data_df, se.fit=TRUE, interval = "prediction")
print(lmpred) #prints out fit, se.fit, df, residual.scale
上面的代码的输出是3个矢量1。)2.配合)se.fit 3.)DF 4.)residual.scale
请帮我找到计算se.fit和蟒蛇residual.scale的方式。我米使用statsmodels.ols做线性回归模型。下面是I M使用来构建线性回归的Python代码。
import pandas as pd
import statsmodels.formula.api as smf
import numpy as np
ols_result = smf.ols(formula='Y ~ X', data=DATA_X_Y_OLS).fit()
ols_result.predict(data_x_values)
右输出
$fit
fit lwr upr
1 27594475 23262089 31926862
2 28768803 24486082 33051524
3 27291987 22943619 31640354
4 27304101 22956398 31651804
5 27999150 23686118 32312183
6 27204745 22851531 31557960
7 32206302 27951767 36460836
8 29747293 25490577 34004009
9 30772271 26527501 35017042
10 29719281 25462018 33976544
$se.fit
1 2 3 4 5 6 7 8 9 10
578003.4 483363.7 605520.6 604399.0 542961.1 613642.7 420890.0 426036.9 397072.7 427318.3
$df
[1] 24
$residual.scale
[1] 2017981
为了找到合适,se.fit,DF,residual.scale是流明的输出()在R.功能下面是Python代码,以计算上述4个值
import statsmodels.formula.api as smf
import numpy as np
ols_result = smf.ols(formula='Y ~ X', data=DATA).fit()
fit = ols_result.predict(X_new) //predicted values ie, fit from lm()
covariance_matrix= ols_result.cov_params()
x = DATA['x'].values
xO = pd.DataFrame({"Constant":np.ones(len(x))}).join(pd.DataFrame(x)).values
x1 = np.dot(xO, COVARIANCE_MATRIX)
se_fit = np.sqrt(np.sum(x1 * xO,axis = 1)) //Standard error of the fitted values
ie, se.fit in lm()
df = ols_result.df_resid //Degree of freedom ie, df in lm()
residual_scale = round(np.sqrt(np.dot(np.transpose(x), x)/df)) //Residual SD ie, Residual standard deviation