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%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.
anascombe = pd.read_csv('data/anscombe.csv')
anascombe.head()
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
y
=
β
0
+
β
1
x
+
ϵ
(hint: use statsmodels and look at the Statsmodels notebook)
%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
anascombe = pd.read_csv('data/anscombe.csv')
print("Mean of x is %.3f" %(anascombe['x'].mean()))
print("Mean of x is %.3f" %(anascombe['y'].mean()))
print("Variance of x is %.3f" %(anascombe['x'].var()))
print("Variance of y is %.3f" %(anascombe['y'].var()))
print(anascombe[['x','y']].corr())
x=anascombe['x']
y=anascombe['y']
xx=sm.add_constant(x)
result=sm.OLS(y,xx).fit()
print(result.summary())
y_fit=model.fittedvalues
fig, fit=plt.subplots(figsize=(8, 6))
fit.plot(x,y,'o',label='anascombe')
fit.plot(x,y_fit,'r-')
Mean of x is 9.000
Mean of x is 7.501
Variance of x is 10.233
Variance of y is 3.837
x y
x 1.000000 0.816366
y 0.816366 1.000000
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.666
Model: OLS Adj. R-squared: 0.659
Method: Least Squares F-statistic: 83.92
Date: Tue, 12 Jun 2018 Prob (F-statistic): 1.44e-11
Time: 22:34:33 Log-Likelihood: -67.358
No. Observations: 44 AIC: 138.7
Df Residuals: 42 BIC: 142.3
Df Model: 1
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 3.0013 0.521 5.765 0.000 1.951 4.052
x 0.4999 0.055 9.161 0.000 0.390 0.610
==============================================================================
Omnibus: 1.513 Durbin-Watson: 2.327
Prob(Omnibus): 0.469 Jarque-Bera (JB): 0.896
Skew: 0.339 Prob(JB): 0.639
Kurtosis: 3.167 Cond. No. 29.1
==============================================================================
Part 2
Using Seaborn, visualize all four datasets.
hint: use sns.FacetGrid combined with plt.scatter
%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
anascombe = pd.read_csv('data/anscombe.csv')
g = sns.FacetGrid(anscombe, col='dataset')
g = g.map(plt.scatter, 'x', 'y')