scikit-learn cross validation, negative values with mean squared error

Trying to close this out, so am providing the answer that David and larsmans have eloquently described in the comments section: Yes, this is supposed to happen. The actual MSE is simply the positive version of the number you’re getting. The unified scoring API always maximizes the score, so scores which need to be minimized … Read more

Linear regression analysis with string/categorical features (variables)?

Yes, you will have to convert everything to numbers. That requires thinking about what these attributes represent. Usually there are three possibilities: One-Hot encoding for categorical data Arbitrary numbers for ordinal data Use something like group means for categorical data (e. g. mean prices for city districts). You have to be carefull to not infuse … Read more

Extract regression coefficient values

A summary.lm object stores these values in a matrix called ‘coefficients’. So the value you are after can be accessed with: a2Pval <- summary(mg)$coefficients[2, 4] Or, more generally/readably, coef(summary(mg))[“a2″,”Pr(>|t|)”]. See here for why this method is preferred.

Linear Regression and group by in R

Since 2009, dplyr has been released which actually provides a very nice way to do this kind of grouping, closely resembling what SAS does. library(dplyr) d <- data.frame(state=rep(c(‘NY’, ‘CA’), c(10, 10)), year=rep(1:10, 2), response=c(rnorm(10), rnorm(10))) fitted_models = d %>% group_by(state) %>% do(model = lm(response ~ year, data = .)) # Source: local data frame [2 … Read more

Run an OLS regression with Pandas Data Frame

I think you can almost do exactly what you thought would be ideal, using the statsmodels package which was one of pandas‘ optional dependencies before pandas‘ version 0.20.0 (it was used for a few things in pandas.stats.) >>> import pandas as pd >>> import statsmodels.formula.api as sm >>> df = pd.DataFrame({“A”: [10,20,30,40,50], “B”: [20, 30, … Read more

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