コード例 #1
0
np.dot(R6, res2.params)
Ftest = res2.f_test(R6)
print(repr((Ftest.fvalue, Ftest.pvalue)))
ttest = res2.t_test(R6)
print(repr((ttest.tvalue, ttest.pvalue)))

R7 = np.atleast_2d([1, 0, 0, 0])
np.dot(R7, res2.params)
Ftest = res2.f_test(R7)
print(repr((Ftest.fvalue, Ftest.pvalue)))
ttest = res2.t_test(R7)
print(repr((ttest.tvalue, ttest.pvalue)))

print('\nExample: 2 categories: replicate stats.glm and stats.ttest_ind')

mod2 = sm.OLS(y[xcat.flat < 2][:, 0], X[xcat.flat < 2, :][:, (0, -1)])
res2 = mod2.fit()

R8 = np.atleast_2d([1, 0])
np.dot(R8, res2.params)
Ftest = res2.f_test(R8)
print(repr((Ftest.fvalue, Ftest.pvalue)))
print(repr((np.sqrt(Ftest.fvalue), Ftest.pvalue)))
ttest = res2.t_test(R8)
print(repr((ttest.tvalue, ttest.pvalue)))

print(stats.glm(y[xcat < 2].ravel(), xcat[xcat < 2].ravel()))
print(stats.ttest_ind(y[xcat == 0], y[xcat == 1]))

# TODO: compare with f_oneway
コード例 #2
0
ファイル: ols_tftest.py プロジェクト: bashtage/statsmodels 
print(repr((Ftest.fvalue, Ftest.pvalue)))
ttest = res2.t_test(R6)
print(repr((ttest.tvalue, ttest.pvalue)))

R7 = np.atleast_2d([1, 0, 0, 0])
np.dot(R7, res2.params)
Ftest = res2.f_test(R7)
print(repr((Ftest.fvalue, Ftest.pvalue)))
ttest = res2.t_test(R7)
print(repr((ttest.tvalue, ttest.pvalue)))


print('\nExample: 2 categories: replicate stats.glm and stats.ttest_ind')

mod2 = sm.OLS(y[xcat.flat < 2][:, 0], X[xcat.flat < 2, :][:, (0, -1)])
res2 = mod2.fit()

R8 = np.atleast_2d([1, 0])
np.dot(R8, res2.params)
Ftest = res2.f_test(R8)
print(repr((Ftest.fvalue, Ftest.pvalue)))
print(repr((np.sqrt(Ftest.fvalue), Ftest.pvalue)))
ttest = res2.t_test(R8)
print(repr((ttest.tvalue, ttest.pvalue)))


print(stats.glm(y[xcat < 2].ravel(), xcat[xcat < 2].ravel()))
print(stats.ttest_ind(y[xcat == 0], y[xcat == 1]))

# TODO: compare with f_oneway