OLS Multiple Regression Program

With ANOVA, F-tests, and Confidence Intervals

This is a pretty simple program that I've written for fitting ordinary least squares multiple regression to data, and performing common evaluations of regression.

Features

• Fit bivariate or multivariate models using ordinary least squares regression
  • Returns pandas DataFrame of estimated parameters, standard errors of estimates, their t-statistics and p-values
• Returns ANOVA stats augmented with p-value from F-test, and R² and adjusted R² values
• Returns confidence intervals for the estimated parameters and their values.

Get the code here