[SciPy-User] Why scipy supply a different result comparing with matlab when doing multi-linear regression analysis

josef.pktd@gmai... josef.pktd@gmai...
Mon Oct 19 12:34:58 CDT 2009


2009/10/19 王友忠 <wangyouzh@gmail.com>:
> Another question,
>
> How can I do hypothesis testing using scipy? i.e. how can I test the
> hypothesis: ci = 0?

t test:
http://statsmodels.sourceforge.net/generated/scikits.statsmodels.model.LikelihoodModelResults.t.html#scikits.statsmodels.model.LikelihoodModelResults.t

t tests and f tests for more complicated hypothesis

<warning: a bit messy examples>

http://bazaar.launchpad.net/~scipystats/statsmodels/trunk/annotate/head%3A/scikits/statsmodels/examples/example_ols_tftest.py

or I think the OLS class in the scipy cookbook should also have it

Josef

>
> Best Wishes!
>
> Fred
>
>
> 2009/10/20 Robert Kern <robert.kern@gmail.com>
>>
>> 2009/10/19 王友忠 <wangyouzh@gmail.com>:
>> > Hello!
>> >
>> > The data used in scipy and matlab is as the same.
>> >
>> > There is an dependent variable Y and 9 independent variables X, each
>> > variable has 90100 elements.
>> >
>> > Each variable has been standardized.
>> >
>> > In scipy, I used: c,resid,rank,sigma = linalg.lstsq(Y,X)
>>
>> That's backwards. You need linalg.lstsq(X,Y).
>>
>> --
>> Robert Kern
>>
>> "I have come to believe that the whole world is an enigma, a harmless
>> enigma that is made terrible by our own mad attempt to interpret it as
>> though it had an underlying truth."
>>  -- Umberto Eco
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