import numpy as np

import scikits.statsmodels as sm

y = [11,14,19,26]

X = [[1,1],[2,1],[3,1],[4,1]]

olsmod = sm.OLS(y, X)

olsres = olsmod.fit()

print olsres.params

print olsres.bse

# predict using new data points

ypred = olsmod.predict([[5,1],[6,1]])

print ypred

## Tuesday, September 14, 2010

### Statsmodels - Ordinary Least Squares

Here is a simple example of performing ordinary least squares using Scikits Statsmodels. Extra column of '1's in X matrix was added to determine the intercept of the regression line, sm.add_constant() call could also be used to add this extra column.

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