我正在寻找一种有效的功能,可以在给定变量和一组预测变量作为python中的DataFrame的情况下,为每种可能的多元回归模型自动生成beta。
例如,给定以下数据集:
https://i.stack.imgur.com/YuPuv.jpg
The dependent variable is 'Cases per Capita' and the columns following are the predictor variables.
在一个更简单的示例中:
Student Grade Hours Slept Hours Studied ...
--------- -------- ------------- --------------- -----
A 90 9 1 ...
B 85 7 2 ...
C 100 4 5 ...
... ... ... ... ...
beta矩阵输出如下所示:
Regression Hours Slept Hours Studied
------------ ------------- ---------------
1 # N/A
2 N/A #
3 # #
The table size would be [2^n - 1]
where n
is the number of variables, so in the case with 5 predictors and 1 dependent, there would be 31 regressions, each with a different possible combination of beta
calculations.
The process is described in greater detail here and an actual solution that is written in R is posted here.