使用 statsmodels 在多元线性回归中添加常量

Question

How can I add a constant to my statsmodels regression.

As of now, the model is like this:

model = sm.OLS(y,x).fit()

Answer 1

From the documentation for OLS :

exog : A nobs xk array where nobs is the number of observations and k is the number of regressors. An intercept is not included by default and should be added by the user. See statsmodels.tools.add_constant.

X = sm.add_constant(x)
sm.OLS(y,X)