ANOVA
Analysis of Variance models
Examples
In [1]: import statsmodels.api as sm In [2]: from statsmodels.formula.api import ols In [3]: moore = sm.datasets.get_rdataset("Moore", "car", ...: cache=True) # load data ...: In [4]: data = moore.data In [5]: data = data.rename(columns={"partner.status" : ...: "partner_status"}) # make name pythonic ...: In [6]: moore_lm = ols('conformity ~ C(fcategory, Sum)*C(partner_status, Sum)', ...: data=data).fit() ...: In [7]: table = sm.stats.anova_lm(moore_lm, typ=2) # Type 2 ANOVA DataFrame In [8]: print table sum_sq df F PR(>F) C(fcategory, Sum) 11.614700 2 0.276958 0.759564 C(partner_status, Sum) 212.213778 1 10.120692 0.002874 C(fcategory, Sum):C(partner_status, Sum) 175.488928 2 4.184623 0.022572 Residual 817.763961 39 NaN NaN
A more detailed example can be found here:
Module Reference
anova_lm (*args, **kwargs) | ANOVA table for one or more fitted linear models. |
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