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Showing posts with the label Statsmodels
Patsy Formula When Variable Has A Hypthen

Patsy Formula When Variable Has A Hypthen

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I am trying to use the statsmodel linear regression functions with formulas. My sample data is comi… Read more Patsy Formula When Variable Has A Hypthen
Calculating Scale/dispersion Of Gamma Glm Using Statsmodels

Calculating Scale/dispersion Of Gamma Glm Using Statsmodels

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I'm having trouble obtaining the dispersion parameter of simulated data using statsmodels' … Read more Calculating Scale/dispersion Of Gamma Glm Using Statsmodels
How To Get R-squared For Robust Regression (rlm) In Statsmodels?

How To Get R-squared For Robust Regression (rlm) In Statsmodels?

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When it comes to measuring goodness of fit - R-Squared seems to be a commonly understood (and accep… Read more How To Get R-squared For Robust Regression (rlm) In Statsmodels?
Armax Model Forecasting Leads To "valueerror: Matrices Are Not Aligned" When Passing Exog Values

Armax Model Forecasting Leads To "valueerror: Matrices Are Not Aligned" When Passing Exog Values

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I'm struggling with forecasting out of sample values with an ARMAX model. Fitting the model wor… Read more Armax Model Forecasting Leads To "valueerror: Matrices Are Not Aligned" When Passing Exog Values
Predict Statsmodel Argument Error

Predict Statsmodel Argument Error

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I am trying to predict outofsample values for an array. Python code: import pandas as pd import nu… Read more Predict Statsmodel Argument Error
Best Model For Variable Selection With Big Data?

Best Model For Variable Selection With Big Data?

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I posted a question earlier about some code but now I realize I should be more broad with the gener… Read more Best Model For Variable Selection With Big Data?