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.
- 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