technical-knockout.com : Python for Finance: Part II: 6 Multivariate Regression Analysis

Python for Finance: Part II: 6 Multivariate Regression Analysis

Multivariate Regressions

Y_i = β₀ + β₁X₁ + β₂X₂ + β_iX_i + ε_i

import numpy as np
import pandas as pd
from scipy import stats
import statsmodels.api as sm
import matplotlib.pyplot as plt

data = pd.read_excel('[PATH]/Housing.xlsx')
data

// Multivariate Regression:
// Independent Variables: "House Size (sq.ft.)", "Number of Rooms", "Year of Construction"

X = data[['House Size (sq.ft.)', 'Number of Rooms', 'Year of Construction']]
Y = data['House Price']

X1 = sm.add_constant(X)
reg = sm.OLS(Y,X1).fit()

reg.summary()

// Independent Variables: 'House Size (sq.ft.)', 'Number of Rooms'

X = data[['House Size (sq.ft.)', 'Number of Rooms']]
Y = data['House Price']

X1 = sm.add_constant(X)
reg = sm.OLS(Y, X1).fit()

reg.summary()

import numpy as np

import pandas as pd

from scipy import stats

import statsmodels.api as sm

import matplotlib.pyplot as plt

data = pd.read_excel('[PATH]/Housing.xlsx')

data

// Multivariate Regression:

// Independent Variables: "House Size (sq.ft.)", "Number of Rooms", "Year of Construction"

X = data[['House Size (sq.ft.)', 'Number of Rooms', 'Year of Construction']]

Y = data['House Price']

X1 = sm.add_constant(X)

reg = sm.OLS(Y,X1).fit()

reg.summary()

// Independent Variables: 'House Size (sq.ft.)', 'Number of Rooms'

X = data[['House Size (sq.ft.)', 'Number of Rooms']]

Y = data['House Price']

X1 = sm.add_constant(X)

reg = sm.OLS(Y, X1).fit()

reg.summary()