Michael Crown
data scientist

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