高级编程技术作业_19

%matplotlib inline

import random

import numpy as np
import scipy as sp
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns

import statsmodels.api as sm
import statsmodels.formula.api as smf

sns.set_context("talk")

Anscombe’s quartet

Anscombe’s quartet comprises of four datasets, and is rather famous. Why? You’ll find out in this exercise.

In [4]:

anascombe = pd.read_csv('data/anscombe.csv')
anascombe.head()

Out [4]:

dataset x   y
0   I   10  8.04
1   I   8   6.95
2   I   13  7.58
3   I   9   8.81
4   I   11  8.33

Part 1

For each of the four datasets…

• Compute the mean and variance of both x and y
• Compute the correlation coefficient between x and y
• Compute the linear regression line: y=β0+β1x+ϵ (hint: use statsmodels and look at the Statsmodels notebook)

In [5]:

database1 = anascombe[anascombe['dataset']=='I']
database2 = anascombe[anascombe['dataset']=='II']
database3 = anascombe[anascombe['dataset']=='III']
database4 = anascombe[anascombe['dataset']=='IV']

# 均值和方差
# or anascombe.loc[anascombe["dataset"]=='I'].x.mean()
print("datasetI:\nmean of x:",database1.x.mean()," mean of y:",database1.y.mean())
print("variance of x:",database1.x.var()," variance of y:",database1.y.var())

print("datasetII:\nmean of x:",database2.x.mean()," mean of y:",database2.y.mean())
print("variance of x:",database2.x.var()," variance of y:",database2.y.var())

print("datasetIII:\nmean of x:",database3.x.mean()," mean of y:",database3.y.mean())
print("variance of x:",database3.x.var()," variance of y:",database3.y.var())

print("datasetIV:\nmean of x:",database4.x.mean()," mean of y:",database4.y.mean())
print("variance of x:",database4.x.var()," variance of y:",database4.y.var())

#相关系数
print("\ncorrelation coefficient between x and y:",anascombe.x.corr(anascombe.y))

#线性回归
n = len(anascombe)
is_train = np.random.rand(n) < 0.7
train = anascombe[is_train].reset_index(drop=True)
test = anascombe[~is_train].reset_index(drop=True)
lin_model = smf.ols("y ~ x", train).fit()
print(lin_model.summary())

Out [5]:

datasetI:
mean of x: 9.0  mean of y: 7.500909090909093
variance of x: 11.0  variance of y: 4.127269090909091
datasetII:
mean of x: 9.0  mean of y: 7.50090909090909
variance of x: 11.0  variance of y: 4.127629090909091
datasetIII:
mean of x: 9.0  mean of y: 7.5
variance of x: 11.0  variance of y: 4.12262
datasetIV:
mean of x: 9.0  mean of y: 7.500909090909091
variance of x: 11.0  variance of y: 4.123249090909091

correlation coefficient between x and y: 0.81636624276147

                            OLS Regression Results
==============================================================================
Dep. Variable:                      y   R-squared:                       0.636
Model:                            OLS   Adj. R-squared:                  0.623
Method:                 Least Squares   F-statistic:                     52.34
Date:                Fri, 08 Jun 2018   Prob (F-statistic):           4.72e-08
Time:                        19:25:11   Log-Likelihood:                -50.810
No. Observations:                  32   AIC:                             105.6
Df Residuals:                      30   BIC:                             108.6
Df Model:                           1
Covariance Type:            nonrobust
==============================================================================
                 coef    std err          t      P>|t|      [0.025      0.975]
------------------------------------------------------------------------------
Intercept      3.2531      0.666      4.887      0.000       1.894       4.613
x              0.4843      0.067      7.234      0.000       0.348       0.621
==============================================================================
Omnibus:                        1.104   Durbin-Watson:                   1.995
Prob(Omnibus):                  0.576   Jarque-Bera (JB):                0.593
Skew:                           0.332   Prob(JB):                        0.743
Kurtosis:                       3.054   Cond. No.                         30.9
==============================================================================

Part 2

Using Seaborn, visualize all four datasets.

hint: use sns.FacetGrid combined with plt.scatter

In [6]:

g = sns.FacetGrid(anascombe,col = 'dataset')
g = g.map(plt.scatter, "x", "y")
plt.show()

Out [6]: