将 OLS 回归摘要打印到文本文件

Question

我是运行 OLS 回归使用 pandas.stats.api.ols 使用 groupby 和以下代码：

from pandas.stats.api import ols
df=pd.read_csv(r'F:\file.csv')

result=df.groupby(['FID']).apply(lambda d: ols(y=d.loc[:, 'MEAN'], x=d.loc[:, ['Accum_Prcp', 'Accum_HDD']]))
for i in result:
    x=pd.DataFrame({'FID':i.index, 'delete':i.values})
    frame = pd.concat([x,DataFrame(x['delete'].tolist())], axis=1, join='outer')
    del frame['delete']
    print frame

但是这个 returns 错误：

AttributeError: 'OLS' object has no attribute 'index'

我的组中有大约 2,000 件物品，当我打印出每件物品时，它们看起来像这样：

-

------------------------Summary of Regression Analysis-------------------------

Formula: Y ~ <Accum_Prcp> + <Accum_HDD> + <intercept>

Number of Observations:         79
Number of Degrees of Freedom:   3

R-squared:         0.1242
Adj R-squared:     0.1012

Rmse:              0.1929

F-stat (2, 76):     5.3890, p-value:     0.0065

Degrees of Freedom: model 2, resid 76

-----------------------Summary of Estimated Coefficients------------------------
      Variable       Coef    Std Err     t-stat    p-value    CI 2.5%   CI 97.5%
--------------------------------------------------------------------------------
    Accum_Prcp     0.0009     0.0003       3.28     0.0016     0.0004     0.0015
     Accum_HDD     0.0000     0.0000       1.98     0.0516     0.0000     0.0000
     intercept     0.4750     0.0811       5.86     0.0000     0.3161     0.6340
---------------------------------End of Summary---------------------------------

我希望能够将每一个导出到 csv，以便我可以单独查看它们。

Answer 1

为了写出pandas.stats.api.ols的result，使用文本文件匹配输出格式，例如：

from pandas.stats.api import ols
grps = df.groupby(['FID'])
for fid, grp in grps:
    result = ols(y=grp.loc[:, 'MEAN'], x=grp.loc[:, ['Accum_Prcp', 'Accum_HDD']])

    text_file = open("Output {}.txt".format(fid), "w")
    text_file.write(result.summary)
    text_file.close()

Answer 2

自 statsmodels 0.9 起，Summary class supports export 为多种格式，包括 CSV 和文本：

import numpy as np
import statsmodels.api as sm
import statsmodels.formula.api as smf

dat = sm.datasets.get_rdataset("Guerry", "HistData").data
results = smf.ols('Lottery ~ Literacy + np.log(Pop1831)', data=dat).fit()

with open('summary.txt', 'w') as fh:
    fh.write(results.summary().as_text())

with open('summary.csv', 'w') as fh:
    fh.write(results.summary().as_csv())

as_csv() 的输出不是机器可读的。使用 repr() 转储 results 参数将是。

将 OLS 回归摘要打印到文本文件

Print OLS regression summary to text file

python

csv

linear-regression

pandas

statsmodels