我目前正在使用以下代码来评估小组成员:
Y = df['billsum']
X = df[['years_exp', 'leg_totalbills', 'amtsum', 'amtsumlag.1', 'cfcontrol', 'sen',\
'Republican']]
X = add_constant(X)
from pandas.stats.plm import PanelOLS
reg=PanelOLS(Y,X,time_effects=True)
print('MODEL 1: OLS Regression Results',reg)
MODEL 1: OLS Regression Results
-------------------------Summary of Regression Analysis-------------------------
Formula: Y ~ <const> + <years_exp> + <leg_totalbills> + <amtsum> + <amtsumlag.1>
+ <cfcontrol> + <sen> + <Republican>
Number of Observations: 6930
Number of Degrees of Freedom: 17
R-squared: 0.7081
Adj R-squared: 0.7074
Rmse: 0.2423
F-stat (8, 6913): 1048.1396, p-value: 0.0000
Degrees of Freedom: model 16, resid 6913
-----------------------Summary of Estimated Coefficients------------------------
Variable Coef Std Err t-stat p-value CI 2.5% CI 97.5%
--------------------------------------------------------------------------------
const 0.0000 nan nan nan nan nan
years_exp 0.0205 0.0005 43.71 0.0000 0.0196 0.0214
leg_totalbills 0.0148 0.0005 32.94 0.0000 0.0139 0.0157
amtsum -0.0003 0.0001 -3.17 0.0015 -0.0005 -0.0001
amtsumlag.1 0.0005 0.0001 5.03 0.0000 0.0003 0.0007
--------------------------------------------------------------------------------
cfcontrol 0.3629 0.0168 21.61 0.0000 0.3299 0.3958
sen 0.0598 0.0177 3.38 0.0007 0.0251 0.0944
Republican 0.6540 0.0114 57.38 0.0000 0.6317 0.6764
---------------------------------End of Summary---------------------------------
我想做一个异教徒的异方差检验:
^{pr2}$我知道我应该输入残差(可能是数组格式)和exog_het,在我的例子中是X
。问题是我不知道如何让PanelOLS
输出残差。实际上,我不确定残差是否是PanelOLS
输出中报告的Std Err
。所以,问题是:残差在regression output
中显示在哪里,我如何让Pandas独立地输出它,以便将其输入到Breusch-Pagan
测试中。在
目前没有回答
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