How to extract the regression coefficient from statsmodels api

0 votes
 result = sm.OLS(gold_lookback, silver_lookback ).fit()

After I get the result, how can I get the coefficient and the constant? In other words, if y = ax + c how to get the values a and c?

Mar 15 in Machine Learning by Nandini
• 5,480 points
67 views

1 answer to this question.

0 votes

The coefficients can be obtained using the params attribute of a fitted model.

Consider the following code:

import statsmodels.api as sm
import numpy as np 
np.random.seed(1) 
val_x = sm.add_constant(np.arange(100))
val_ y = np.dot(val_x, [1,2]) + np.random.normal(size=100) 
output = sm.OLS(val_y, val_x).fit() 
print(output.params)

It will print a numpy array with the values [0.89516052 2.00334187] for the intercept and slope, respectively.
If you need more information, utilize the output.summary() object, which has three full tables with model descriptions.

answered Mar 17 by Dev
• 6,000 points

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