import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import matplotlib.font_manager as fm
import statsmodels.api as sm
import statsmodels.formula.api as smf
data = pd.read_csv('~/Downloads/midoribon/data3a.csv')
fp = fm.FontProperties(fname='/Library/Fonts/Yu Gothic Medium.otf', size=12)
/Users/yusuke-nishioka/.anyenv/envs/pyenv/versions/3.6.1/lib/python3.6/site-packages/statsmodels/compat/pandas.py:56: FutureWarning: The pandas.core.datetools module is deprecated and will be removed in a future version. Please use the pandas.tseries module instead. from pandas.core import datetools
result = smf.glm(formula='y ~ 1', data=data, family=sm.families.Poisson()).fit()
result.summary()
Dep. Variable: | y | No. Observations: | 100 |
---|---|---|---|
Model: | GLM | Df Residuals: | 99 |
Model Family: | Poisson | Df Model: | 0 |
Link Function: | log | Scale: | 1.0 |
Method: | IRLS | Log-Likelihood: | -237.64 |
Date: | Mon, 04 Sep 2017 | Deviance: | 89.507 |
Time: | 21:09:36 | Pearson chi2: | 87.1 |
No. Iterations: | 4 |
coef | std err | z | P>|z| | [0.025 | 0.975] | |
---|---|---|---|---|---|---|
Intercept | 2.0580 | 0.036 | 57.586 | 0.000 | 1.988 | 2.128 |
# 最大対数尤度
result.llf
-237.6432213092867
# 逸脱度
result.llf * -2
475.2864426185734
# AIC
result.aic
477.2864426185734
# 残差逸脱度
result.deviance
89.506937569581382
# 最大逸脱度
result.null_deviance
89.506937569581353
# 最小逸脱度
result.llf * (-2) - result.deviance
385.77950504899201
result = smf.glm(formula='y ~ x', data=data, family=sm.families.Poisson()).fit()
result.summary()
Dep. Variable: | y | No. Observations: | 100 |
---|---|---|---|
Model: | GLM | Df Residuals: | 98 |
Model Family: | Poisson | Df Model: | 1 |
Link Function: | log | Scale: | 1.0 |
Method: | IRLS | Log-Likelihood: | -235.39 |
Date: | Mon, 04 Sep 2017 | Deviance: | 84.993 |
Time: | 21:09:36 | Pearson chi2: | 83.8 |
No. Iterations: | 4 |
coef | std err | z | P>|z| | [0.025 | 0.975] | |
---|---|---|---|---|---|---|
Intercept | 1.2917 | 0.364 | 3.552 | 0.000 | 0.579 | 2.005 |
x | 0.0757 | 0.036 | 2.125 | 0.034 | 0.006 | 0.145 |
# 最大対数尤度
result.llf
-235.38625076986077
# 逸脱度
result.llf * -2
470.77250153972153
# AIC
result.aic
474.77250153972153
# 残差逸脱度
result.deviance
84.992996490729567
# 最大逸脱度
result.null_deviance
89.506937569581382
# 最小逸脱度
result.llf * (-2) - result.deviance
385.77950504899195
result = smf.glm(formula='y ~ f', data=data, family=sm.families.Poisson()).fit()
result.summary()
Dep. Variable: | y | No. Observations: | 100 |
---|---|---|---|
Model: | GLM | Df Residuals: | 98 |
Model Family: | Poisson | Df Model: | 1 |
Link Function: | log | Scale: | 1.0 |
Method: | IRLS | Log-Likelihood: | -237.63 |
Date: | Mon, 04 Sep 2017 | Deviance: | 89.475 |
Time: | 21:09:36 | Pearson chi2: | 87.1 |
No. Iterations: | 4 |
coef | std err | z | P>|z| | [0.025 | 0.975] | |
---|---|---|---|---|---|---|
Intercept | 2.0516 | 0.051 | 40.463 | 0.000 | 1.952 | 2.151 |
f[T.T] | 0.0128 | 0.071 | 0.179 | 0.858 | -0.127 | 0.153 |
# 最大対数尤度
result.llf
-237.62725696068685
# 逸脱度
result.llf * (-2)
475.2545139213737
# AIC
result.aic
479.2545139213737
# 残差逸脱度
result.deviance
89.475008872381636
# 最大逸脱度
result.null_deviance
89.506937569581382
# 最小逸脱度
result.llf * (-2) - result.deviance
385.77950504899206
result = smf.glm(formula='y ~ x + f', data=data, family=sm.families.Poisson()).fit()
result.summary()
Dep. Variable: | y | No. Observations: | 100 |
---|---|---|---|
Model: | GLM | Df Residuals: | 97 |
Model Family: | Poisson | Df Model: | 2 |
Link Function: | log | Scale: | 1.0 |
Method: | IRLS | Log-Likelihood: | -235.29 |
Date: | Mon, 04 Sep 2017 | Deviance: | 84.808 |
Time: | 21:09:37 | Pearson chi2: | 83.8 |
No. Iterations: | 4 |
coef | std err | z | P>|z| | [0.025 | 0.975] | |
---|---|---|---|---|---|---|
Intercept | 1.2631 | 0.370 | 3.417 | 0.001 | 0.539 | 1.988 |
f[T.T] | -0.0320 | 0.074 | -0.430 | 0.667 | -0.178 | 0.114 |
x | 0.0801 | 0.037 | 2.162 | 0.031 | 0.007 | 0.153 |
# 最大対数尤度
result.llf
-235.29371924249369
# 逸脱度
result.llf * (-2)
470.58743848498739
# AIC
result.aic
476.58743848498739
# 残差逸脱度
result.deviance
84.807933435995295
# 最大逸脱度
result.null_deviance
89.506937569581353
# 最小逸脱度
result.llf * (-2) - result.deviance
385.77950504899206
(result.llf * (-2) - result.deviance) / 2
192.88975252449603