用python编程解决下列问题:利用模型y=3x+6+a随机生成10个样本数据,其中x服从N(0,1)的正态分布,残差项a服从N(0,0.25)的正态分布,分别用线性模型、一元二次模型、一元三次模型进行回归,得到回归模型参数,绘制散点图和回归曲线,计算不同模型下的RSS并比较大小
时间: 2024-09-22 11:08:28 浏览: 57
在Python中,你可以使用numpy库来生成随机数,scipy库来进行统计分析,matplotlib库来绘制图形,以及sklearn库来拟合线性和非线性回归模型。以下是逐步的步骤:
首先,导入所需的库:
```python
import numpy as np
from scipy.stats import norm
import matplotlib.pyplot as plt
from sklearn.linear_model import LinearRegression, PolynomialFeatures
from sklearn.metrics import mean_squared_error
```
1. **数据生成**:
- 定义函数生成样本数据:
```python
def generate_data(n_samples):
x = norm.pdf(np.random.randn(n_samples)) * np.sqrt(1) # 正态分布,均值0,标准差1
a = norm.pdf(np.random.randn(n_samples)) * 0.5 # 残差项,均值0,标准差0.25
y = 3 * x + 6 + a
return x, y
n_samples = 10
x, y = generate_data(n_samples)
```
2. **模型拟合**:
- 线性模型:
```python
linear_model = LinearRegression()
linear_model.fit(x.reshape(-1, 1), y)
linear_params = linear_model.coef_
```
- 非线性模型(这里以二次和三次为例):
```python
poly_features = PolynomialFeatures(degree=2) # 二次模型
quadratic_model = LinearRegression()
quadratic_model.fit(poly_features.transform(x.reshape(-1, 1)), y)
poly_features = PolynomialFeatures(degree=3) # 三次模型
cubic_model = LinearRegression()
cubic_model.fit(poly_features.transform(x.reshape(-1, 1)), y)
quadratic_params = quadratic_model.coef_
cubic_params = cubic_model.coef_
```
3. **绘制散点图和回归曲线**:
```python
fig, ax = plt.subplots()
ax.scatter(x, y, label='Original data')
ax.plot(x, linear_model.predict(x.reshape(-1, 1)), label='Linear', color='blue')
ax.plot(x, quadratic_model.predict(poly_features.transform(x.reshape(-1, 1))), label='Quadratic', color='green')
ax.plot(x, cubic_model.predict(poly_features.transform(x.reshape(-1, 1))), label='Cubic', color='red')
ax.set_xlabel('X')
ax.set_ylabel('Y')
ax.legend()
plt.show()
```
4. **计算RSS(残差平方和)**:
```python
def rss(model, X, Y):
y_pred = model.predict(X)
return np.sum((y_pred - Y)**2)
linear_rss = rss(linear_model, x.reshape(-1, 1), y)
quadratic_rss = rss(quadratic_model, poly_features.transform(x.reshape(-1, 1)), y)
cubic_rss = rss(cubic_model, poly_features.transform(x.reshape(-1, 1)), y)
print(f"Linear RSS: {linear_rss}")
print(f"Quadratic RSS: {quadratic_rss}")
print(f"Cubic RSS: {cubic_rss}")
```
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