Regression Diagnostics with statsmodels

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Data Science for Everyone

Data Science for Everyone

Күн бұрын

Пікірлер: 6
@user-wc7em8kf9d
@user-wc7em8kf9d 3 жыл бұрын
I love the clear way you explain things! Should be ranked higher in the youtube algorithm !
@user-wc7em8kf9d
@user-wc7em8kf9d 3 жыл бұрын
In the Harvey-Collier (14:26) I'm a bit confused: the null hypothesis is that the data are NOT linear ? because here we don't reject the null based con the "p value" of 0.28
@DataScienceforEveryone
@DataScienceforEveryone 3 жыл бұрын
Harvey-Collier multiplier test for Null hypothesis that the linear specification is correct. It would be failing to reject.
@user-wc7em8kf9d
@user-wc7em8kf9d 3 жыл бұрын
@@DataScienceforEveryone Thks so much for your kind reply. Pls keep up the good work.
@lucassales3376
@lucassales3376 2 жыл бұрын
Hello guys, I have some issue in the functions ols and OLS. For example: using the ols I am able to plot the residual in automatic graphics using some functions (and in the OLS I can’t). However, in the OLS, I have for the out of sample predict values an automatic confidence interval and prediction interval. There is commands that puts this confidence intervals for the out of sample prediction in ols?
@DataScienceforEveryone
@DataScienceforEveryone 2 жыл бұрын
You can use the get_prediction method. The prediction results instance contains prediction and prediction variance and can on demand calculate confidence intervals and summary tables for the prediction of the mean and of new observations.
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