[Scipy-tickets] [SciPy] #8: What are the return values of stats.linregress ?
SciPy
scipy-tickets at scipy.net
Wed Jan 10 04:05:45 CST 2007
#8: What are the return values of stats.linregress ?
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Reporter: baptiste13 at altern.org | Owner: somebody
Type: defect | Status: new
Priority: normal | Milestone:
Component: scipy.stats | Version:
Severity: normal | Resolution:
Keywords: |
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Old description:
> Hello,
>
> The linregress function in scipy.stats returns a value called stderr-of-
> the-estimate which is equal to:
> sqrt(1-r^2) * samplestd(y) = sqrt( (1-r^2) * sum(y - mean(y)) / N )
> with r the correlation coefficient and N the number of data points
>
> This is different from the usual estimator for the standard error, wich
> is
> sqrt( (1-r^2) * sum(y - mean(y)) / df ) = sqrt( (1-r^2) * sum(y -
> mean(y)) / (N-2) )
> where df stands for the number of degrees of freedom
>
> From the docstring, one could assume that stderr-of-the-estimate is the
> usual estimator for stderr, as this result is relevant in most cases
> where linear regression is used. On the contrary, I don't see
> applications where the stderr-of-the-estimate result as is would be
> relevant.
>
> If stderr-of-the-estimate is meant to be the usual estimator for stderr,
> the calculation should be corrected. If not, the docstring should
> describe more specifically what it stands for.
>
> Cheers,
> BC
New description:
Hello,
The linregress function in scipy.stats returns a value called stderr-of-
the-estimate which is equal to:
sqrt(1-r^2^) * samplestd(y) = sqrt( (1-r^2^) * sum(y - mean(y)) / N )
with r the correlation coefficient and N the number of data points
This is different from the usual estimator for the standard error, wich is
sqrt( (1-r^2^) * sum(y - mean(y)) / df ) = sqrt( (1-r^2^) * sum(y -
mean(y)) / (N-2) )
where df stands for the number of degrees of freedom
From the docstring, one could assume that stderr-of-the-estimate is the
usual estimator for stderr, as this result is relevant in most cases where
linear regression is used. On the contrary, I don't see applications where
the stderr-of-the-estimate result as is would be relevant.
If stderr-of-the-estimate is meant to be the usual estimator for stderr,
the calculation should be corrected. If not, the docstring should describe
more specifically what it stands for.
Cheers,
BC
--
Ticket URL: <http://projects.scipy.org/scipy/scipy/ticket/8#comment:2>
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