[SciPy-User] StdErr Problem with Gary Strangman's linregress function

Skipper Seabold jsseabold@gmail....
Sun Jan 10 15:59:43 CST 2010


On Sun, Jan 10, 2010 at 4:35 PM, <totalbull@mac.com> wrote:

>
> Hello, Excel and scipy.stats.linregress are disagreeing on the standard
> error of a regression.
>
> I need to find the standard errors of a bunch of regressions, and prefer to
> use pure Python than RPy. So I am going to scipy.stats.linregress, as
> advised at:
>
> http://www2.warwick.ac.uk/fac/sci/moac/currentstudents/peter_cock/python/lin_reg/#linregress
>
> from scipy import stats
>
> x = [5.05, 6.75, 3.21, 2.66]
>
> y = [1.65, 26.5, -5.93, 7.96]
>
> gradient, intercept, r_value, p_value, std_err = stats.linregress(x,y)
>
> gradient
>
> 5.3935773611970186
>
> intercept
>
> -16.281127993087829
>
> r_value
>
> 0.72443514211849758
>
> r_value**2
>
> 0.52480627513624778
>
> std_err
>
> 3.6290901222878866
>
>
> The problem is that the std error calculation does not agree with what is
> returned in Microsoft Excel's STEYX function (whereas all the other output
> does). From Excel:
>
>
>
>
> Anybody knows what's going on? Any alternative way of getting the standard
> error without going to R?
>
>
>
>
'std_err' is the standard error of 'gradient' above, not the standard error
of the regression as reported in Excel.

You might want to have a look at the statsmodels scikit as a possible
alternative to R.  I recommend getting the trunk source until the next
release, which should be soon.

http://statsmodels.sourceforge.net/

Skipper
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://mail.scipy.org/pipermail/scipy-user/attachments/20100110/6954c84b/attachment-0001.html 
-------------- next part --------------
A non-text attachment was scrubbed...
Name: not available
Type: image/tiff
Size: 33948 bytes
Desc: not available
Url : http://mail.scipy.org/pipermail/scipy-user/attachments/20100110/6954c84b/attachment-0001.tiff 


More information about the SciPy-User mailing list