泊松与负二项式回归

时间:2019-09-10 11:39:31

标签: python linear-regression poisson non-linear-regression

我复制了此处描述的负二项式回归练习: https://docs.pymc.io/notebooks/GLM-negative-binomial-regression.html

但是,当我想将结果与Poisson甚至OLS进行比较时,我得到了完全相同的预测。这是不太可能的,但我不知道自己在做什么错

import statsmodels.api as sm

X = ['constant','alcohol','nomeds','alcohol_nomeds']
nb_results = sm.GLM(df.nsneeze, df[X], family=sm.families.NegativeBinomial(sm.families.links.log)).fit()

po_results = sm.GLM(df.nsneeze, df[X], family=sm.families.Poisson()).fit()

ols_results = sm.OLS(df.nsneeze, df[X]).fit()

df['nb_pred'] = nb_results.predict(df[X])
df['po_pred'] = po_results.predict(df[X])
df['ols_pred'] = ols_results.predict(df[X])

df[['nsneeze','nb_pred','po_pred','ols_pred']].corr()

预测值的相关矩阵:

     nsneeze nb_pred po_pred ols_pred
nsneeze  1       0.9   0.9     0.9
nb_pred  0.9     1     1       1
po_pred  0.9     1     1       1
ols_pred 0.9     1     1       1

我希望不同输出之间的相关性明显低于1

0 个答案:

没有答案
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