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mahima_vaidya
mahima_vaidya

mahima_vaidya

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Asked: July 5, 20212021-07-05T09:13:26+00:00 2021-07-05T09:13:26+00:00In: Python

Multiple Linear Regression

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If the p value of a specific independent variable is less than 0.05 then it is considered to be a statistically significant variable. How to extract these variables from the dataset using Python ?

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    1. Dipayan Sarkar

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      Dipayan Sarkar SME
      2021-07-05T18:10:43+00:00Added an answer on July 5, 2021 at 6:10 pm

      The statsmodels.regression.linear_model.OLSResults.pvalues should give you the pvalues of the respective variables. pvalues[0] should give you the pvalues of the 1st variable. You can filter out the names of the variables wherever pvalues[i]<0.05 and then use the list of variable names to filter out data as per need.

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      • mahima_vaidya

        mahima_vaidya

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        2021-07-06T07:24:17+00:00Replied to answer on July 6, 2021 at 7:24 am
        'OLS' object has no attribute 'pvalues'
        
        This is the error I am getting when I use this method.
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      mahima_vaidya added an answer 'OLS' object has no attribute 'pvalues' This is the error… July 6, 2021 at 7:24 am
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      Dipayan Sarkar added an answer The statsmodels.regression.linear_model.OLSResults.pvalues should give you the pvalues of the respective… July 5, 2021 at 6:10 pm
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