自变量和因变量都是nd.array类型,给出dw检验和逐步回归的python代码
时间: 2024-03-15 18:44:59 浏览: 132
下面是一个示例代码,其中X和y是自变量和因变量的nd.array类型:
```
import numpy as np
import statsmodels.api as sm
# DW检验
def dw_test(resid):
dw = np.sum(np.diff(resid)**2) / np.sum(resid**2)
return dw
# 逐步回归
def stepwise_regression(X, y):
results = []
p_values = np.ones(X.shape[1])
included = np.zeros(X.shape[1], dtype=bool)
for i in range(X.shape[1]):
best_p = np.inf
best_j = -1
for j in range(X.shape[1]):
if not included[j]:
model = sm.OLS(y, sm.add_constant(X[:, included + (j,)]))
result = model.fit()
if result.pvalues[-1] < best_p:
best_p = result.pvalues[-1]
best_j = j
if best_j >= 0:
model = sm.OLS(y, sm.add_constant(X[:, included + (best_j,)]))
result = model.fit()
included[best_j] = True
p_values[best_j] = best_p
results.append(result)
return results, p_values, included
# 测试代码
X = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]])
y = np.array([1, 2, 3])
results, p_values, included = stepwise_regression(X, y)
print('DW检验结果:', dw_test(results[-1].resid))
print('逐步回归结果:', included)
```
请注意,这只是一个示例代码,具体实现可能因数据类型、数据大小等因素而有所不同。
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