[SciPy-user] Any SPLUS to scipy ideas for lm and summary(lm)?

Jonathan Taylor jonathan.taylor at stanford.edu
Mon Apr 10 15:21:53 CDT 2006


actually, i have some implementation of the model formula stuff in 
python, and some linear model stuff. i hope to contribute to scipy 
soon.... there was a brief discussion of this on scipy-dev over the past 
two weeks and it seems there is some interest in getting this stuff into 
scipy.

-- jonathan

Webb Sprague wrote:

>Hi Scipy-ers,
>
>I would like to duplicate the following piece of SPLUS/R code in
>Python-scipy, and would love somebody smarter than me to give me some
>ideas.  (If you don't know SPLUS/R, you may not want to bother with
>this.)
>
>model.kt <- summary(lm(kt.diff ~ 1  ))
>kt.drift <- model.kt$coefficients[1,1]  # Coefficient
>sec <- model.kt$coefficients[1,2]  # Standard Error of the Coefficient (SEC)
>see <- model.kt$sigma   # Standard error of the Equation (SEE)
>
>Getting a least-squares fit in scipy is not a problem, but getting all
>that other nice stuff IS kind of a problem.  I don't mind either
>hacking scipy.stats, or writing my own function, but maybe someone has
>some ideas for this, maybe it can be contributed, or ???.  I also
>realize that the SPLUS formula notation doesn't exist at all in
>scipy-Python, so no need to point that out to me.
>
>Perhaps there should be a scipy.stats working group?  It seems like
>scipy.stats (not including the probability distributions and basic
>summary functions, which are fine) is kind of a forgotten stepchild in
>scipy, and probably needs a nurturing aunt or uncle or several....
>
>Thx, sorry for such an open ended question.
>W
>
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>  
>

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