{
"metadata": {
"name": "WA3. Linear Regression - Analysis Worksheet"
},
"nbformat": 3,
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"worksheets": [
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"cells": [
{
"cell_type": "code",
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"input": [
"import pylab as pl\n",
"import numpy as np\n",
"#from sklearn import datasets, linear_model\n",
"import pandas as pd\n",
"import statsmodels.api as sm\n",
"\n",
"# import the cleaned up dataset\n",
"df = pd.read_csv('../datasets/loanf.csv')\n",
"\n",
"intrate = df['Interest.Rate']\n",
"loanamt = df['Loan.Amount']\n",
"fico = df['FICO.Score']\n",
"\n",
"# reshape the data from a pandas Series to columns \n",
"# the dependent variable\n",
"y = np.matrix(intrate).transpose()\n",
"# the independent variables shaped as columns\n",
"x1 = np.matrix(fico).transpose()\n",
"x2 = np.matrix(loanamt).transpose()\n",
"\n",
"# put the two columns together to create an input matrix \n",
"# if we had n independent variables we would have n columns here\n",
"x = np.column_stack([x1,x2])\n",
"\n",
"# create a linear model and fit it to the data\n",
"X = sm.add_constant(x)\n",
"model = sm.OLS(y,X)\n",
"f = model.fit()\n",
"\n",
"print 'Coefficients: ', f.params[0:2]\n",
"print 'Intercept: ', f.params[2]\n",
"print 'P-Values: ', f.pvalues\n",
"print 'R-Squared: ', f.rsquared\n"
],
"language": "python",
"metadata": {},
"outputs": [
{
"output_type": "stream",
"stream": "stdout",
"text": [
"Coefficients: [-0.08844242 0.00021075]\n",
"Intercept: 72.8827983168\n",
"P-Values: [ 0.00000000e+000 5.96972978e-203 0.00000000e+000]\n",
"R-Squared: 0.656632624649\n"
]
}
],
"prompt_number": 2
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"from IPython.core.display import HTML\n",
"def css_styling():\n",
" styles = open(\"../styles/custom.css\", \"r\").read()\n",
" return HTML(styles)\n",
"css_styling()"
],
"language": "python",
"metadata": {},
"outputs": [
{
"html": [
"\n",
""
],
"output_type": "pyout",
"prompt_number": 1,
"text": [
""
]
}
],
"prompt_number": 1
},
{
"cell_type": "code",
"collapsed": false,
"input": [],
"language": "python",
"metadata": {},
"outputs": []
}
],
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}
]
}