我对编程还很陌生,我正在尝试使用 Python 来熟悉数据分析和机器学习。
我正在学习有关多元线性回归的向后消除的教程。这是现在的代码:
# Importing the libraries
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
# Importing the dataset
dataset = pd.read_csv('50_Startups.csv')
X = dataset.iloc[:, :-1].values
y = dataset.iloc[:, 4].values
#Taking care of missin' data
#np.set_printoptions(threshold=100)
from sklearn.preprocessing import Imputer
imputer = Imputer(missing_values = 'NaN', strategy = 'mean', axis = 0)
imputer = imputer.fit(X[:, 1:3])
X[:, 1:3] = imputer.transform(X[:, 1:3])
#Encoding categorical data
from sklearn.preprocessing import LabelEncoder, OneHotEncoder
labelEncoder_X = LabelEncoder()
X[:, 3] = labelEncoder_X.fit_transform(X[:, 3])
onehotecnoder = OneHotEncoder(categorical_features = [3])
X = onehotecnoder.fit_transform(X).toarray()
#Avoid the Dummy Variables Trap
X = X[:, 1:]
#Splitting data in train and test
from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = 0.25, random_state = 0)
#Fitting multiple Linear Regression to Training set
from sklearn.linear_model import LinearRegression
regressor = LinearRegression()
regressor.fit(X_train, y_train)
#Predict Test set
regressor = regressor.predict(X_test)
#Building the optimal model using Backward Elimination
import statsmodels.formula.api as sm
a = 0
b = 0
a, b = X.shape
X = np.append(arr = np.ones((a, 1)).astype(int), values = X, axis = 1)
print (X.shape)
X_optimal = X[:,[0,1,2,3,4,5]]
regressor_OLS = sm.OLS(endog = y, exog = X_optimal).fit()
regressor_OLS.summary()
X_optimal = X[:,[0,1,3,4,5]]
regressor_OLS = sm.OLS(endog = y, exog = X_optimal).fit()
regressor_OLS.summary()
X_optimal = X[:,[0,3,4,5]]
regressor_OLS = sm.OLS(endog = y, exog = X_optimal).fit()
regressor_OLS.summary()
X_optimal = X[:,[0,3,5]]
regressor_OLS = sm.OLS(endog = y, exog = X_optimal).fit()
regressor_OLS.summary()
X_optimal = X[:,[0,3]]
regressor_OLS = sm.OLS(endog = y, exog = X_optimal).fit()
regressor_OLS.summary()
现在,执行消除的方式对我来说似乎确实是手动的,我想将其自动化。为了做到这一点,我想知道是否有办法让我以某种方式返回回归量的 pvalue(例如,是否有一种方法可以在 statsmodels 中执行此操作)。这样我认为我应该能够循环 X_optimal 数组的特征并查看 pvalue 是否大于我的 SL 并消除它。
谢谢你!