我正在使用olsinstatsmodels來(lái)運(yùn)行回歸。一旦我對(duì)數(shù)據(jù)幀的每一行運(yùn)行回歸，我想從patsy這些回歸中使用的變量中檢索 X 變量。但是，我收到一個(gè)我似乎無(wú)法理解的錯(cuò)誤。編輯：我正在嘗試運(yùn)行此處答案中所示的回歸，但希望在數(shù)據(jù)幀的分組版本的每一行上運(yùn)行回歸df，其中它按Date, bal, dist, pay_hist, inc,分組bckts。因此，我首先如上所述對(duì)這些數(shù)據(jù)進(jìn)行分組，然后嘗試對(duì)按以下df分組的每一行運(yùn)行回歸Date：df.groupby(['Date']).apply(ols_coef,'bal ~ C(dist) + C(pay_hist) + C(inc) + C(bckts)')我的代碼如下：from statsmodels.formula.api import olsdf = df.groupby([['Date','bal', 'dist', 'pay_hist', 'inc', 'bckts']])######run regressiondef ols_coef(x,formula): return ols(formula,data=x).fit().paramsgamma = df.groupby(['Date']).apply(ols_coef,'bal ~ C(dist) + C(pay_hist) + C(inc) + C(bckts)')print('gamme is {}'.format(gamma))#############################Now trying to retrieve the X variables in the regressions aboveformula = 'bal ~ C(dist) + C(pay_hist) + C(inc) + C(bckts)'data = df.groupby(['Date'])[['bckts', 'wac_dist', 'pay_hist', 'inc', 'bal']]y,X = patsy.dmatrices(formula,data,return_type='dataframe')################我收到以下錯(cuò)誤，并且不確定如何解決它：patsy.PatsyError: Error evaluating factor: Exception: Column(s) ['bckts', 'dist', 'pay_hist', 'inc', 'bal'] already selected bal ~ C(dist) + C(pay_hist) + C(inc) + C(bckts) ^^^^^^^^^^^
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蝴蝶刀刀
TA貢獻(xiàn)1801條經(jīng)驗(yàn) 獲得超8個(gè)贊
問題是您將分組數(shù)據(jù)幀傳遞到函數(shù)中pasty.dmatrices。由于分組數(shù)據(jù)幀是可迭代的，因此您可以在這樣的循環(huán)中執(zhí)行此操作，并將所有 X 數(shù)據(jù)幀（每組一個(gè)）存儲(chǔ)到字典中：
import statsmodels.api as sm
import statsmodels.formula.api as smf
import numpy as np
import pandas as pd
import patsy
# Loading data
df = sm.datasets.get_rdataset("Guerry", "HistData").data
# Extracting Independent variables
formula = 'Suicides ~ Crime_parents + Infanticide'
data = df.groupby(['Region'])[['Suicides', 'Crime_parents', 'Infanticide', 'Region']]
X = {}
for name, group in data:
Y, X[name] = patsy.dmatrices(formula, group, return_type='dataframe')
print(X)
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