I am trying to do linear regression with OLS and Res.params
has retruned me a 2x2 array. I know the .params[0][1]
and .params[1][1]
are the beta and constant of the regression. However, what's the meaning for .params[0][0]
and .params[1][0]
?
My implementation:
import statsmodels.api as sm
X = np.arange(0, 20)
X = sm.add_constant(X)
Y = (X * 3) + 8
Res = sm.OLS(Y, X).fit()
Res.params
array([[ 1.10000000e+01, 8.00000000e+00],
[ 5.37764278e-17, 3.00000000e+00]])
Questions:
Thanks @user2285236. It seems I messed up the order of the implementation. It works now:)
import statsmodels.api as sm
X = np.arange(0, 20)
Y = (X * 3) + 8
X = sm.add_constant(X)
Res = sm.OLS(Y, X).fit()
Res.params
array([ 8., 3.])
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