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Chapter 3_Linear_Regression

LAB

Basics

# Lab¶

## Simple Linear Regression¶

In [1]:
import pandas as pd
import numpy as np
import scipy as sp
import statsmodels.api as sm
import matplotlib.pyplot as plt
from sklearn.linear_model import LinearRegression
from sklearn.preprocessing import scale
%matplotlib inline

import seaborn as sns
sns.set_context('notebook')
sns.set_style('white')


There are 14 predictors in the data set, the data set contains median house value for 506 neighborhoods around Boston city.

In [2]:
# Data from R ISLR package - write.csv(Boston, "Boston.csv", col.names = FALSE)

Out[2]:
crim zn indus chas nox rm age dis rad tax ptratio black lstat medv
0 0.00632 18 2.31 0 0.538 6.575 65.2 4.0900 1 296 15.3 396.90 4.98 24.0
1 0.02731 0 7.07 0 0.469 6.421 78.9 4.9671 2 242 17.8 396.90 9.14 21.6
2 0.02729 0 7.07 0 0.469 7.185 61.1 4.9671 2 242 17.8 392.83 4.03 34.7
3 0.03237 0 2.18 0 0.458 6.998 45.8 6.0622 3 222 18.7 394.63 2.94 33.4
4 0.06905 0 2.18 0 0.458 7.147 54.2 6.0622 3 222 18.7 396.90 5.33 36.2
In [3]:
# LSTAT - % of population with low status; MEDV - median value of home
ax = boston_df.plot(x="lstat", y="medv", style="o", xlim=[0, 40])
ax.set_ylabel("medv")

Out[3]:
<matplotlib.text.Text at 0x7fabd1e74350>
In [4]:
# The statsmodels library provides a small subset of models, but has more emphasis on
# parameter estimation and statistical testing. The summary output is similar to R's
# summary function.
# X is an "array" of column values, y is a single column value
# X = boston_df[["lstat"]].values
X = boston_df.lstat.reshape(-1,1)
#y = boston_df["medv"].values
y = boston_df.medv
ols = sm.OLS(y, X).fit()
ols.summary()

Out[4]:
Dep. Variable: R-squared: medv 0.544 OLS 0.543 Least Squares 601.6 Thu, 16 Jun 2016 5.08e-88 11:38:10 -1641.5 506 3287. 504 3295. 1
coef std err t P>|t| [95.0% Conf. Int.] 34.5538 0.563 61.415 0.000 33.448 35.659 -0.9500 0.039 -24.528 0.000 -1.026 -0.874
 Omnibus: Durbin-Watson: 137.043 0.892 0 291.373 1.453 5.36e-64 5.319 29.7
In [5]:
# Scikit Learn provides a larger number of models, but has more of a Machine Learning POV
# and doesn't come with the statistical testing data shown above. However, it produces an
# identical linear model as shown below:
reg = LinearRegression()
X = boston_df.lstat.reshape(-1,1)
y = boston_df.medv
reg.fit(X, y)
(reg.intercept_, reg.coef_)

Out[5]:
(34.553840879383088, array([-0.95004935]))
In [6]:
# Drawing the regression line on top of the scatterplot
ax = boston_df.plot(x="lstat", y="medv", style="o", xlim=[0, 40])
ax.set_ylabel("medv")
xs = range(int(np.min(X)), int(np.max(X)))
ys = [reg.predict([x]) for x in xs]
ax.plot(xs, ys, 'r', linewidth=2.5)

/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)

Out[6]:
[<matplotlib.lines.Line2D at 0x7f49735f1e50>]
In [7]:
# Prediction
test_data = [[5], [10], [15]]
reg.predict(test_data)

Out[7]:
array([ 29.80359411,  25.05334734,  20.30310057])
In [8]:
boston_df.pred1 = reg.predict(X)
boston_df.resid1 = boston_df.medv - boston_df.pred1
sns.regplot(boston_df.pred1, boston_df.resid1)

Out[8]:
<matplotlib.axes._subplots.AxesSubplot at 0x7f4973098cd0>

## Multiple Linear Regression¶

In [9]:
# regression with 2 input columns
X = boston_df[["lstat", "age"]]
reg2 = LinearRegression()
reg2.fit(X, y)
(reg2.intercept_, reg2.coef_)

Out[9]:
(33.222760531792879, array([-1.03206856,  0.03454434]))
In [10]:
# regression using all input columns
xcols = boston_df.columns[0:-1]
X = boston_df[xcols]
reg3 = LinearRegression()
reg3.fit(X, y)
(reg3.intercept_, reg3.coef_)

Out[10]:
(36.459488385089777,
array([ -1.08011358e-01,   4.64204584e-02,   2.05586264e-02,
2.68673382e+00,  -1.77666112e+01,   3.80986521e+00,
6.92224640e-04,  -1.47556685e+00,   3.06049479e-01,
-1.23345939e-02,  -9.52747232e-01,   9.31168327e-03,
-5.24758378e-01]))
In [11]:
# Plotting a fitted regression with R returns 4 graphs - Residuals vs Fitted, Normal Q-Q,
# Scale-Location (Standardized Residuals vs Fitted), and Residuals vs Leverage. Only the
# Q-Q plot is available from statsmodels. The residuals vs Fitted function is implemented
# below and is used for plot #1 and #3. The Residuals vs Leverage is TBD.
def residuals_vs_fitted(fitted, residuals, xlabel, ylabel):
plt.subplot(111)
plt.xlabel(xlabel)
plt.ylabel(ylabel)
plt.scatter(fitted, residuals)
polyline = np.poly1d(np.polyfit(fitted, residuals, 2))    # model non-linearity with quadratic
xs = range(int(np.min(fitted)), int(np.max(fitted)))
plt.plot(xs, polyline(xs), color='r', linewidth=2.5)

def qq_plot(residuals):
sm.qqplot(residuals)

def standardize(xs):
xmean = np.mean(xs)
xstd = np.std(xs)
return (xs - xmean) / xstd

fitted = reg3.predict(X)
residuals = y - fitted
std_residuals = standardize(residuals)

residuals_vs_fitted(fitted, residuals, "Fitted", "Residuals")

In [12]:
fig = sm.qqplot(residuals, dist="norm", line="r")

In [13]:
residuals_vs_fitted(fitted, std_residuals, "Fitted", "Std.Residuals")


## Nonlinear Terms and Interactions¶

Python offers formula parsing support via the Patsy toolkit. StatsModels uses Patsy to provide formula parsing support for its models. But this can be easily implemented as temporary columns in Pandas dataframes as shown below.

In [14]:
# fitting medv ~ lstat * age
boston_df["lstat*age"] = boston_df["lstat"] * boston_df["age"]
reg5 = LinearRegression()
X = boston_df[["lstat", "age", "lstat*age"]]
y = boston_df["medv"]
reg5.fit(X, y)
(reg5.intercept_, reg5.coef_)

Out[14]:
(36.088535934612885,
array([ -1.39211684e+00,  -7.20859509e-04,   4.15595185e-03]))
In [15]:
fitted = reg5.predict(X)
residuals = y - fitted
std_residuals = standardize(residuals)
residuals_vs_fitted(fitted, residuals, "Fitted", "Residuals")

In [16]:
# fitting medv ~ lstat + I(lstat^2)
boston_df["lstat^2"] = boston_df["lstat"] ** 2
reg6 = LinearRegression()
X = boston_df[["lstat", "lstat^2"]]
y = boston_df["medv"]
reg6.fit(X, y)
# save the predicted ys for given xs for future plot
lstats = boston_df["lstat"].values
xs = range(int(np.min(lstats)), int(np.max(lstats)))
ys6 = [reg6.predict([x, x*x]) for x in xs]
(reg6.intercept_, reg6.coef_)

/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)

Out[16]:
(42.862007328169327, array([-2.3328211 ,  0.04354689]))
In [17]:
fitted = reg6.predict(X)
residuals = y - fitted
std_residuals = standardize(residuals)
residuals_vs_fitted(fitted, residuals, "Fitted", "Residuals")

In [18]:
# fitting medv ~ poly(lstat,4). We already have lstat^2 and lstat from previous
boston_df["lstat^4"] = np.power(boston_df["lstat"], 4)
boston_df["lstat^3"] = np.power(boston_df["lstat"], 4)
X = boston_df[["lstat^4", "lstat^3", "lstat^2", "lstat"]]
y = boston_df["medv"]
reg7 = LinearRegression()
reg7.fit(X, y)
ys7 = [reg7.predict([x**4, x**3, x**2, x]) for x in xs]
(reg7.intercept_, reg7.coef_)

/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/sklearn/utils/validation.py:386: DeprecationWarning: Passing 1d arrays as data is deprecated in 0.17 and willraise ValueError in 0.19. Reshape your data either using X.reshape(-1, 1) if your data has a single feature or X.reshape(1, -1) if it contains a single sample.
DeprecationWarning)

Out[18]:
(46.800943987797865,
array([ -1.17511373e-05,  -1.17511357e-05,   9.23027375e-02,
-3.27115207e+00]))
In [19]:
fitted = reg7.predict(X)
residuals = y - fitted
std_residuals = standardize(residuals)
residuals_vs_fitted(fitted, residuals, "Fitted", "Residuals")

In [20]:
# Plot the different lines. Not that the green line (reg7) follows the distribution
# better than the red line (reg6).
ax = boston_df.plot(x="lstat", y="medv", style="o")
ax.set_ylabel("medv")
plt.plot(xs, ys6, color='r', linewidth=2.5)
plt.plot(xs, ys7, color='g', linewidth=2.5)

Out[20]:
[<matplotlib.lines.Line2D at 0x7f496d4ce450>]

## Qualitative Predictors¶

In [21]:
# Data from ISLR package: write.csv(Carseats, 'Carseats.csv', col.names=FALSE)

Out[21]:
Unnamed: 0 Sales CompPrice Income Advertising Population Price ShelveLoc Age Education Urban US
0 1 9.50 138 73 11 276 120 Bad 42 17 Yes Yes
1 2 11.22 111 48 16 260 83 Good 65 10 Yes Yes
2 3 10.06 113 35 10 269 80 Medium 59 12 Yes Yes
3 4 7.40 117 100 4 466 97 Medium 55 14 Yes Yes
4 5 4.15 141 64 3 340 128 Bad 38 13 Yes No
In [22]:
# convert non-numeric to factors
carseats_df["ShelveLoc"] = pd.factorize(carseats_df["ShelveLoc"])[0]
carseats_df["Urban"] = pd.factorize(carseats_df["Urban"])[0]
carseats_df["US"] = pd.factorize(carseats_df["US"])[0]
# Sales ~ . + Income:Advertising + Age:Price
carseats_df["Age:Price"] = carseats_df["Age"] * carseats_df["Price"]
X = carseats_df[carseats_df[1:].columns]
y = carseats_df["Sales"]
reg = LinearRegression()
reg.fit(X, y)
(reg.intercept_, reg.coef_)

Out[22]:
(-7.9047879353311146e-14,
array([ -1.42557855e-16,   1.00000000e+00,  -1.51324607e-15,
-8.39028486e-16,   1.16276211e-14,   1.17428201e-16,
-8.24114353e-16,   2.72026935e-14,  -1.22157652e-15,
-7.79995372e-16,   7.63669659e-16,   7.49790854e-15,
-4.63446136e-18,   7.92968489e-17]))
In [23]:
# R has a contrasts() function that shows how factors are encoded by default. We can do
# this manually using scikit-learn's OneHotEncoder
from sklearn.preprocessing import OneHotEncoder

colnames = ["ShelveLoc", "Urban", "US"]
enc = OneHotEncoder()
X = carseats_df[colnames]
enc.fit(X)
X_tr = enc.transform(X).toarray()
colnos = enc.n_values_
colnames_tr = []
for (idx, colname) in enumerate(colnames):
for i in range(0, colnos[idx]):
colnames_tr.append(colname + "_" + str(i))
col = 0
for colname_tr in colnames_tr:
carseats_df[colname_tr] = X_tr[:, col]
col = col + 1
del carseats_df["ShelveLoc"]
del carseats_df["Urban"]
del carseats_df["US"]

Out[23]:
ShelveLoc_0 ShelveLoc_1 ShelveLoc_2 Urban_0 Urban_1 US_0 US_1
0 1 0 0 1 0 1 0
1 0 1 0 1 0 1 0
2 0 0 1 1 0 1 0
3 0 0 1 1 0 1 0
4 1 0 0 1 0 0 1

## Writing Functions¶

In [24]:
def regplot(x, y, xlabel, ylabel, dot_style, line_color):
x = x.values
y = y.values
reg = LinearRegression()
X = np.matrix(x).T
reg.fit(X, y)
ax = plt.scatter(x, y, marker=dot_style)
plt.xlabel(xlabel)
plt.ylabel(ylabel)
xs = range(int(np.min(x)), int(np.max(x)))
ys = [reg.predict(x) for x in xs]
plt.plot(xs, ys, color=line_color, linewidth=2.5)

regplot(carseats_df["Price"], carseats_df["Sales"], "Price", "Sales", 'o', 'r')


# Basics¶

## 3.1 Simple Linear Regression¶

In [25]:
import statsmodels

In [26]:
# %load ../standard_import.txt
import pandas as pd
import numpy as np
import matplotlib as mpl
import matplotlib.pyplot as plt
from matplotlib import cm
from mpl_toolkits.mplot3d import axes3d

from sklearn.preprocessing import scale
import sklearn.linear_model as skl_lm
from sklearn.metrics import mean_squared_error, r2_score
import statsmodels.api as sm
import statsmodels.formula.api as smf

pd.set_option('display.notebook_repr_html', False)
pd.set_option('display.max_columns', None)
pd.set_option('display.max_rows', 150)
pd.set_option('display.max_seq_items', None)

#%config InlineBackend.figure_formats = {'pdf',}
%matplotlib inline

import seaborn as sns
sns.set_context('notebook')
sns.set_style('white')


Datasets available on http://www-bcf.usc.edu/~gareth/ISL/data.html, which is introduced in chapter 2

In [27]:
advertising = pd.read_csv('Data/Advertising.csv', usecols=[1,2,3,4])

Out[27]:
        TV  Radio  Newspaper  Sales
0    230.1   37.8       69.2   22.1
1     44.5   39.3       45.1   10.4
2     17.2   45.9       69.3    9.3
3    151.5   41.3       58.5   18.5
4    180.8   10.8       58.4   12.9
5      8.7   48.9       75.0    7.2
6     57.5   32.8       23.5   11.8
7    120.2   19.6       11.6   13.2
8      8.6    2.1        1.0    4.8
9    199.8    2.6       21.2   10.6
10    66.1    5.8       24.2    8.6
11   214.7   24.0        4.0   17.4
12    23.8   35.1       65.9    9.2
13    97.5    7.6        7.2    9.7
14   204.1   32.9       46.0   19.0
15   195.4   47.7       52.9   22.4
16    67.8   36.6      114.0   12.5
17   281.4   39.6       55.8   24.4
18    69.2   20.5       18.3   11.3
19   147.3   23.9       19.1   14.6
20   218.4   27.7       53.4   18.0
21   237.4    5.1       23.5   12.5
22    13.2   15.9       49.6    5.6
23   228.3   16.9       26.2   15.5
24    62.3   12.6       18.3    9.7
25   262.9    3.5       19.5   12.0
26   142.9   29.3       12.6   15.0
27   240.1   16.7       22.9   15.9
28   248.8   27.1       22.9   18.9
29    70.6   16.0       40.8   10.5
30   292.9   28.3       43.2   21.4
31   112.9   17.4       38.6   11.9
32    97.2    1.5       30.0    9.6
33   265.6   20.0        0.3   17.4
34    95.7    1.4        7.4    9.5
35   290.7    4.1        8.5   12.8
36   266.9   43.8        5.0   25.4
37    74.7   49.4       45.7   14.7
38    43.1   26.7       35.1   10.1
39   228.0   37.7       32.0   21.5
40   202.5   22.3       31.6   16.6
41   177.0   33.4       38.7   17.1
42   293.6   27.7        1.8   20.7
43   206.9    8.4       26.4   12.9
44    25.1   25.7       43.3    8.5
45   175.1   22.5       31.5   14.9
46    89.7    9.9       35.7   10.6
47   239.9   41.5       18.5   23.2
48   227.2   15.8       49.9   14.8
49    66.9   11.7       36.8    9.7
50   199.8    3.1       34.6   11.4
51   100.4    9.6        3.6   10.7
52   216.4   41.7       39.6   22.6
53   182.6   46.2       58.7   21.2
54   262.7   28.8       15.9   20.2
55   198.9   49.4       60.0   23.7
56     7.3   28.1       41.4    5.5
57   136.2   19.2       16.6   13.2
58   210.8   49.6       37.7   23.8
59   210.7   29.5        9.3   18.4
60    53.5    2.0       21.4    8.1
61   261.3   42.7       54.7   24.2
62   239.3   15.5       27.3   15.7
63   102.7   29.6        8.4   14.0
64   131.1   42.8       28.9   18.0
65    69.0    9.3        0.9    9.3
66    31.5   24.6        2.2    9.5
67   139.3   14.5       10.2   13.4
68   237.4   27.5       11.0   18.9
69   216.8   43.9       27.2   22.3
70   199.1   30.6       38.7   18.3
71   109.8   14.3       31.7   12.4
72    26.8   33.0       19.3    8.8
73   129.4    5.7       31.3   11.0
74   213.4   24.6       13.1   17.0
..     ...    ...        ...    ...
125   87.2   11.8       25.9   10.6
126    7.8   38.9       50.6    6.6
127   80.2    0.0        9.2    8.8
128  220.3   49.0        3.2   24.7
129   59.6   12.0       43.1    9.7
130    0.7   39.6        8.7    1.6
131  265.2    2.9       43.0   12.7
132    8.4   27.2        2.1    5.7
133  219.8   33.5       45.1   19.6
134   36.9   38.6       65.6   10.8
135   48.3   47.0        8.5   11.6
136   25.6   39.0        9.3    9.5
137  273.7   28.9       59.7   20.8
138   43.0   25.9       20.5    9.6
139  184.9   43.9        1.7   20.7
140   73.4   17.0       12.9   10.9
141  193.7   35.4       75.6   19.2
142  220.5   33.2       37.9   20.1
143  104.6    5.7       34.4   10.4
144   96.2   14.8       38.9   11.4
145  140.3    1.9        9.0   10.3
146  240.1    7.3        8.7   13.2
147  243.2   49.0       44.3   25.4
148   38.0   40.3       11.9   10.9
149   44.7   25.8       20.6   10.1
150  280.7   13.9       37.0   16.1
151  121.0    8.4       48.7   11.6
152  197.6   23.3       14.2   16.6
153  171.3   39.7       37.7   19.0
154  187.8   21.1        9.5   15.6
155    4.1   11.6        5.7    3.2
156   93.9   43.5       50.5   15.3
157  149.8    1.3       24.3   10.1
158   11.7   36.9       45.2    7.3
159  131.7   18.4       34.6   12.9
160  172.5   18.1       30.7   14.4
161   85.7   35.8       49.3   13.3
162  188.4   18.1       25.6   14.9
163  163.5   36.8        7.4   18.0
164  117.2   14.7        5.4   11.9
165  234.5    3.4       84.8   11.9
166   17.9   37.6       21.6    8.0
167  206.8    5.2       19.4   12.2
168  215.4   23.6       57.6   17.1
169  284.3   10.6        6.4   15.0
170   50.0   11.6       18.4    8.4
171  164.5   20.9       47.4   14.5
172   19.6   20.1       17.0    7.6
173  168.4    7.1       12.8   11.7
174  222.4    3.4       13.1   11.5
175  276.9   48.9       41.8   27.0
176  248.4   30.2       20.3   20.2
177  170.2    7.8       35.2   11.7
178  276.7    2.3       23.7   11.8
179  165.6   10.0       17.6   12.6
180  156.6    2.6        8.3   10.5
181  218.5    5.4       27.4   12.2
182   56.2    5.7       29.7    8.7
183  287.6   43.0       71.8   26.2
184  253.8   21.3       30.0   17.6
185  205.0   45.1       19.6   22.6
186  139.5    2.1       26.6   10.3
187  191.1   28.7       18.2   17.3
188  286.0   13.9        3.7   15.9
189   18.7   12.1       23.4    6.7
190   39.5   41.1        5.8   10.8
191   75.5   10.8        6.0    9.9
192   17.2    4.1       31.6    5.9
193  166.8   42.0        3.6   19.6
194  149.7   35.6        6.0   17.3
195   38.2    3.7       13.8    7.6
196   94.2    4.9        8.1    9.7
197  177.0    9.3        6.4   12.8
198  283.6   42.0       66.2   25.5
199  232.1    8.6        8.7   13.4

[200 rows x 4 columns]
In [28]:
credit = pd.read_csv('Data/Credit.csv', usecols=list(range(1,12)))
credit['Student2'] = credit.Student.map({'No':0, 'Yes':1})

Out[28]:
    Income  Limit  Rating  Cards  Age  Education  Gender Student Married  \
0   14.891   3606     283      2   34         11    Male      No     Yes
1  106.025   6645     483      3   82         15  Female     Yes     Yes
2  104.593   7075     514      4   71         11    Male      No      No

Ethnicity  Balance  Student2
0  Caucasian      333         0
1      Asian      903         1
2      Asian      580         0  
In [29]:
auto = pd.read_csv('Data/Auto.csv', na_values='?').dropna()
auto.info()

<class 'pandas.core.frame.DataFrame'>
Int64Index: 392 entries, 0 to 396
Data columns (total 9 columns):
mpg             392 non-null float64
cylinders       392 non-null int64
displacement    392 non-null float64
horsepower      392 non-null float64
weight          392 non-null int64
acceleration    392 non-null float64
year            392 non-null int64
origin          392 non-null int64
name            392 non-null object
dtypes: float64(4), int64(4), object(1)
memory usage: 30.6+ KB


### Figure 3.1 - Least squares fit¶

In [30]:
sns.regplot(advertising.TV, advertising.Sales, order=1, ci=None, scatter_kws={'color':'r'})
plt.xlim(-10,310)
plt.ylim(ymin=0);


Residual sum of squares

In [31]:
# Regression coefficients (Ordinary Least Squares)
regr = skl_lm.LinearRegression()

regr.fit(X,y)
print(regr.intercept_)
print(regr.coef_)
print(regr.score(X,y))

14.0225
[ 0.04753664]
0.61187505085

In [32]:
# Create grid coordinates for plotting
B0 = np.linspace(regr.intercept_-2, regr.intercept_+2, 50)
B1 = np.linspace(regr.coef_-0.02, regr.coef_+0.02, 50)
xx, yy = np.meshgrid(B0, B1, indexing='xy')
Z = np.zeros((B0.size,B1.size))

# Calculate Z-values (RSS) based on grid of coefficients
for (i,j),v in np.ndenumerate(Z):
Z[i,j] =((y - (xx[i,j]+X.ravel()*yy[i,j]))**2).sum()/1000

min_RSS = r'$\beta_0$, $\beta_1$ for minimized RSS'

Out[32]:
2.1025305831313514
In [33]:
fig = plt.figure(figsize=(15,6))

# Left plot
CS = ax1.contour(xx, yy, Z, cmap=cm.Set1, levels=[2.15, 2.2, 2.3, 2.5, 3])
ax1.clabel(CS, inline=True, fontsize=10, fmt='%1.1f')

# Right plot
ax2.plot_surface(xx, yy, Z, rstride=3, cstride=3, alpha=0.3)
ax2.contour(xx, yy, Z, zdir='z', offset=Z.min(), cmap=cm.Set1, alpha=0.4, levels=[2.15, 2.2, 2.3, 2.5, 3])
ax2.set_zlim(Z.min(),Z.max())
ax2.set_ylim(0.02,0.07)

# settings common to both plots
for ax in fig.axes:
ax.set_xlabel(r'$\beta_0$', fontsize=17)
ax.set_ylabel(r'$\beta_1$', fontsize=17)
ax.set_yticks([0.03,0.04,0.05,0.06])
ax.legend()

• standard error

It can define confidence level, t statistic, and p-value

### Confidence interval on page 67 & Table 3.1 & 3.2 (Statsmodels) (Intercept and Slope respectively?)¶

In [34]:
est = smf.ols('Sales ~ TV', advertising).fit()
est.summary().tables[1]

Out[34]:
coef std err t P>|t| [95.0% Conf. Int.] 7.0326 0.458 15.360 0.000 6.130 7.935 0.0475 0.003 17.668 0.000 0.042 0.053
In [35]:
# RSS with regression coefficients

Out[35]:
2.1025305831313514
• The accuracy of model dependes on Residual Standard Error or $R^2$ statistic

### Table 3.1 & 3.2 (Scikit-learn)¶

In [36]:
regr = skl_lm.LinearRegression()

regr.fit(X,y)
print(regr.intercept_)
print(regr.coef_)

7.03259354913
[ 0.04753664]

In [37]:
Sales_pred = regr.predict(X)
r2_score(y, Sales_pred)

Out[37]:
0.61187505085007099

## Multiple Linear Regression¶

### Table 3.3 (Statsmodels)¶

In [38]:
est = smf.ols('Sales ~ Radio', advertising).fit()
est.summary().tables[1]

Out[38]:
coef std err t P>|t| [95.0% Conf. Int.] 9.3116 0.563 16.542 0.000 8.202 10.422 0.2025 0.020 9.921 0.000 0.162 0.243
In [39]:
est = smf.ols('Sales ~ Newspaper', advertising).fit()
est.summary().tables[1]

Out[39]:
coef std err t P>|t| [95.0% Conf. Int.] 12.3514 0.621 19.876 0.000 11.126 13.577 0.0547 0.017 3.300 0.001 0.022 0.087

### Table 3.4 & 3.6 (Statsmodels)¶

In [40]:
est = smf.ols('Sales ~ TV + Radio + Newspaper', advertising).fit()
est.summary()

Out[40]:
Dep. Variable: R-squared: Sales 0.897 OLS 0.896 Least Squares 570.3 Tue, 22 Mar 2016 1.58e-96 06:40:13 -386.18 200 780.4 196 793.6 3 nonrobust
coef std err t P>|t| [95.0% Conf. Int.] 2.9389 0.312 9.422 0.000 2.324 3.554 0.0458 0.001 32.809 0.000 0.043 0.049 0.1885 0.009 21.893 0.000 0.172 0.206 -0.0010 0.006 -0.177 0.860 -0.013 0.011
 Omnibus: Durbin-Watson: 60.414 2.084 0 151.241 -1.327 1.44e-33 6.332 454

### Table 3.5 - Correlation Matrix¶

In [41]:
# Using the seaborn correlation plot.

/projects/sage/sage-6.10/local/lib/python2.7/site-packages/seaborn/linearmodels.py:1283: UserWarning: The corrplot function has been deprecated in favor of heatmap and will be removed in a forthcoming release. Please update your code.
warnings.warn(("The corrplot function has been deprecated in favor "
/projects/sage/sage-6.10/local/lib/python2.7/site-packages/seaborn/linearmodels.py:1349: UserWarning: The symmatplot function has been deprecated in favor of heatmap and will be removed in a forthcoming release. Please update your code.
warnings.warn(("The symmatplot function has been deprecated in favor "

Out[41]:
<matplotlib.axes._subplots.AxesSubplot at 0x7f496d2a69d0>
In [42]:
# Using Numpy

Out[42]:
array([[ 1.   ,  0.543, -0.257, ...,  0.972,  0.998,  0.976],
[ 0.543,  1.   ,  0.629, ...,  0.364,  0.501,  0.373],
[-0.257,  0.629,  1.   , ..., -0.469, -0.316, -0.458],
...,
[ 0.972,  0.364, -0.469, ...,  1.   ,  0.986,  1.   ],
[ 0.998,  0.501, -0.316, ...,  0.986,  1.   ,  0.988],
[ 0.976,  0.373, -0.458, ...,  1.   ,  0.988,  1.   ]])

## Some Important Issues¶

### Figure 3.5 - Multiple Linear Regression¶

In [43]:
regr = skl_lm.LinearRegression()

regr.fit(X,y)
print(regr.coef_)
print(regr.intercept_)

[ 0.18799423  0.04575482]
2.92109991241

In [44]:
# What are the min/max values of Radio & TV?
# Use these values to set up the grid for plotting.

Out[44]:
            Radio          TV
count  200.000000  200.000000
mean    23.264000  147.042500
std     14.846809   85.854236
min      0.000000    0.700000
25%      9.975000   74.375000
50%     22.900000  149.750000
75%     36.525000  218.825000
max     49.600000  296.400000
In [45]:
# Create a coordinate grid
TV = np.arange(0,300)

B1, B2 = np.meshgrid(Radio, TV, indexing='xy')

for (i,j),v in np.ndenumerate(Z):
Z[i,j] =(regr.intercept_ + B1[i,j]*regr.coef_[0] + B2[i,j]*regr.coef_[1])

In [46]:
# Create plot
fig = plt.figure(figsize=(10,6))

ax = axes3d.Axes3D(fig)

ax.plot_surface(B1, B2, Z, rstride=10, cstride=5, alpha=0.4)

ax.set_xlim(0,50)
ax.set_ylabel('TV')
ax.set_ylim(ymin=0)
ax.set_zlabel('Sales')

Out[46]:
<matplotlib.text.Text at 0x7f496d591a90>

## Quanlitative Predictors¶

### Figure 3.6¶

In [22]:
sns.pairplot(credit[['Balance','Age','Cards','Education','Income','Limit','Rating']])

/projects/sage/sage-6.10/local/lib/python2.7/site-packages/matplotlib-1.5.0-py2.7-linux-x86_64.egg/matplotlib/__init__.py:892: UserWarning: axes.color_cycle is deprecated and replaced with axes.prop_cycle; please use the latter.
warnings.warn(self.msg_depr % (key, alt_key))

Out[22]:
<seaborn.axisgrid.PairGrid at 0x7f8041805b10>