Linear regression with Home price.ipynb

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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>crim</th>\n",
       "      <th>zn</th>\n",
       "      <th>indus</th>\n",
       "      <th>chas</th>\n",
       "      <th>nox</th>\n",
       "      <th>rm</th>\n",
       "      <th>age</th>\n",
       "      <th>dis</th>\n",
       "      <th>rad</th>\n",
       "      <th>tax</th>\n",
       "      <th>ptratio</th>\n",
       "      <th>b</th>\n",
       "      <th>lstat</th>\n",
       "      <th>medv</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.00632</td>\n",
       "      <td>18.0</td>\n",
       "      <td>2.31</td>\n",
       "      <td>0</td>\n",
       "      <td>0.538</td>\n",
       "      <td>6.575</td>\n",
       "      <td>65.2</td>\n",
       "      <td>4.0900</td>\n",
       "      <td>1</td>\n",
       "      <td>296</td>\n",
       "      <td>15.3</td>\n",
       "      <td>396.90</td>\n",
       "      <td>4.98</td>\n",
       "      <td>24.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>0.02731</td>\n",
       "      <td>0.0</td>\n",
       "      <td>7.07</td>\n",
       "      <td>0</td>\n",
       "      <td>0.469</td>\n",
       "      <td>6.421</td>\n",
       "      <td>78.9</td>\n",
       "      <td>4.9671</td>\n",
       "      <td>2</td>\n",
       "      <td>242</td>\n",
       "      <td>17.8</td>\n",
       "      <td>396.90</td>\n",
       "      <td>9.14</td>\n",
       "      <td>21.6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>0.02729</td>\n",
       "      <td>0.0</td>\n",
       "      <td>7.07</td>\n",
       "      <td>0</td>\n",
       "      <td>0.469</td>\n",
       "      <td>7.185</td>\n",
       "      <td>61.1</td>\n",
       "      <td>4.9671</td>\n",
       "      <td>2</td>\n",
       "      <td>242</td>\n",
       "      <td>17.8</td>\n",
       "      <td>392.83</td>\n",
       "      <td>4.03</td>\n",
       "      <td>34.7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>0.03237</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2.18</td>\n",
       "      <td>0</td>\n",
       "      <td>0.458</td>\n",
       "      <td>6.998</td>\n",
       "      <td>45.8</td>\n",
       "      <td>6.0622</td>\n",
       "      <td>3</td>\n",
       "      <td>222</td>\n",
       "      <td>18.7</td>\n",
       "      <td>394.63</td>\n",
       "      <td>2.94</td>\n",
       "      <td>33.4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>0.06905</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2.18</td>\n",
       "      <td>0</td>\n",
       "      <td>0.458</td>\n",
       "      <td>7.147</td>\n",
       "      <td>54.2</td>\n",
       "      <td>6.0622</td>\n",
       "      <td>3</td>\n",
       "      <td>222</td>\n",
       "      <td>18.7</td>\n",
       "      <td>396.90</td>\n",
       "      <td>5.33</td>\n",
       "      <td>36.2</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
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      ],
      "text/plain": [
       "      crim    zn  indus  chas    nox     rm   age     dis  rad  tax  ptratio  \\\n",
       "0  0.00632  18.0   2.31     0  0.538  6.575  65.2  4.0900    1  296     15.3   \n",
       "1  0.02731   0.0   7.07     0  0.469  6.421  78.9  4.9671    2  242     17.8   \n",
       "2  0.02729   0.0   7.07     0  0.469  7.185  61.1  4.9671    2  242     17.8   \n",
       "3  0.03237   0.0   2.18     0  0.458  6.998  45.8  6.0622    3  222     18.7   \n",
       "4  0.06905   0.0   2.18     0  0.458  7.147  54.2  6.0622    3  222     18.7   \n",
       "\n",
       "        b  lstat  medv  \n",
       "0  396.90   4.98  24.0  \n",
       "1  396.90   9.14  21.6  \n",
       "2  392.83   4.03  34.7  \n",
       "3  394.63   2.94  33.4  \n",
       "4  396.90   5.33  36.2  "
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "boston = pd.read_csv('C:\\\\ML\\\\dataset\\\\BostonHousing.csv')\n",
    "boston.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "f287df0b",
   "metadata": {},
   "outputs": [],
   "source": [
    "import statsmodels.api as sm # import statsmodels"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "a2d7bf13",
   "metadata": {},
   "outputs": [],
   "source": [
    "# Put the target (housing value -- MEDV) in another DataFrame\n",
    "target = pd.DataFrame(data=boston.values[:, 13], columns=[\"MEDV\"])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "970bc72d",
   "metadata": {},
   "outputs": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>MEDV</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>24.0</td>\n",
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       "      <th>1</th>\n",
       "      <td>21.6</td>\n",
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       "      <th>2</th>\n",
       "      <td>34.7</td>\n",
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       "      <th>3</th>\n",
       "      <td>33.4</td>\n",
       "    </tr>\n",
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       "      <th>4</th>\n",
       "      <td>36.2</td>\n",
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      "text/plain": [
       "   MEDV\n",
       "0  24.0\n",
       "1  21.6\n",
       "2  34.7\n",
       "3  33.4\n",
       "4  36.2"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "target.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "eaf7d2cb",
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\Users\\erfan\\anaconda3\\lib\\site-packages\\statsmodels\\tsa\\tsatools.py:142: FutureWarning: In a future version of pandas all arguments of concat except for the argument 'objs' will be keyword-only\n",
      "  x = pd.concat(x[::order], 1)\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<table class=\"simpletable\">\n",
       "<caption>OLS Regression Results</caption>\n",
       "<tr>\n",
       "  <th>Dep. Variable:</th>          <td>MEDV</td>       <th>  R-squared:         </th> <td>   0.544</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Model:</th>                   <td>OLS</td>       <th>  Adj. R-squared:    </th> <td>   0.543</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Method:</th>             <td>Least Squares</td>  <th>  F-statistic:       </th> <td>   601.6</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Date:</th>             <td>Thu, 19 Jan 2023</td> <th>  Prob (F-statistic):</th> <td>5.08e-88</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Time:</th>                 <td>18:00:43</td>     <th>  Log-Likelihood:    </th> <td> -1641.5</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>No. Observations:</th>      <td>   506</td>      <th>  AIC:               </th> <td>   3287.</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Df Residuals:</th>          <td>   504</td>      <th>  BIC:               </th> <td>   3295.</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Df Model:</th>              <td>     1</td>      <th>                     </th>     <td> </td>   \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Covariance Type:</th>      <td>nonrobust</td>    <th>                     </th>     <td> </td>   \n",
       "</tr>\n",
       "</table>\n",
       "<table class=\"simpletable\">\n",
       "<tr>\n",
       "    <td></td>       <th>coef</th>     <th>std err</th>      <th>t</th>      <th>P>|t|</th>  <th>[0.025</th>    <th>0.975]</th>  \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>const</th> <td>   34.5538</td> <td>    0.563</td> <td>   61.415</td> <td> 0.000</td> <td>   33.448</td> <td>   35.659</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>lstat</th> <td>   -0.9500</td> <td>    0.039</td> <td>  -24.528</td> <td> 0.000</td> <td>   -1.026</td> <td>   -0.874</td>\n",
       "</tr>\n",
       "</table>\n",
       "<table class=\"simpletable\">\n",
       "<tr>\n",
       "  <th>Omnibus:</th>       <td>137.043</td> <th>  Durbin-Watson:     </th> <td>   0.892</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Prob(Omnibus):</th> <td> 0.000</td>  <th>  Jarque-Bera (JB):  </th> <td> 291.373</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Skew:</th>          <td> 1.453</td>  <th>  Prob(JB):          </th> <td>5.36e-64</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Kurtosis:</th>      <td> 5.319</td>  <th>  Cond. No.          </th> <td>    29.7</td>\n",
       "</tr>\n",
       "</table><br/><br/>Notes:<br/>[1] Standard Errors assume that the covariance matrix of the errors is correctly specified."
      ],
      "text/plain": [
       "<class 'statsmodels.iolib.summary.Summary'>\n",
       "\"\"\"\n",
       "                            OLS Regression Results                            \n",
       "==============================================================================\n",
       "Dep. Variable:                   MEDV   R-squared:                       0.544\n",
       "Model:                            OLS   Adj. R-squared:                  0.543\n",
       "Method:                 Least Squares   F-statistic:                     601.6\n",
       "Date:                Thu, 19 Jan 2023   Prob (F-statistic):           5.08e-88\n",
       "Time:                        18:00:43   Log-Likelihood:                -1641.5\n",
       "No. Observations:                 506   AIC:                             3287.\n",
       "Df Residuals:                     504   BIC:                             3295.\n",
       "Df Model:                           1                                         \n",
       "Covariance Type:            nonrobust                                         \n",
       "==============================================================================\n",
       "                 coef    std err          t      P>|t|      [0.025      0.975]\n",
       "------------------------------------------------------------------------------\n",
       "const         34.5538      0.563     61.415      0.000      33.448      35.659\n",
       "lstat         -0.9500      0.039    -24.528      0.000      -1.026      -0.874\n",
       "==============================================================================\n",
       "Omnibus:                      137.043   Durbin-Watson:                   0.892\n",
       "Prob(Omnibus):                  0.000   Jarque-Bera (JB):              291.373\n",
       "Skew:                           1.453   Prob(JB):                     5.36e-64\n",
       "Kurtosis:                       5.319   Cond. No.                         29.7\n",
       "==============================================================================\n",
       "\n",
       "Notes:\n",
       "[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.\n",
       "\"\"\""
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "#simple linear regression\n",
    "import statsmodels.api as sm # import statsmodels \n",
    "\n",
    "X = boston[\"lstat\"] ## X usually means our input variables (or independent variables)\n",
    "y = target[\"MEDV\"] ## Y usually means our output/dependent variable\n",
    "X = sm.add_constant(X) ## let's add an intercept (beta_0) to our model\n",
    "\n",
    "# Note the difference in argument order\n",
    "model = sm.OLS(y, X).fit() ## sm.OLS(output, input)\n",
    "predictions = model.predict(X)\n",
    "\n",
    "# Print out the statistics\n",
    "model.summary()\n",
    "\n",
    "#\n",
    "#\n",
    "#\n",
    "#  R-squared هرچقدر به یک نزدیک تر باشه بهتره "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "fdce7cbc",
   "metadata": {},
   "outputs": [
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     "text": [
      "C:\\Users\\erfan\\anaconda3\\lib\\site-packages\\statsmodels\\tsa\\tsatools.py:142: FutureWarning: In a future version of pandas all arguments of concat except for the argument 'objs' will be keyword-only\n",
      "  x = pd.concat(x[::order], 1)\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<table class=\"simpletable\">\n",
       "<caption>OLS Regression Results</caption>\n",
       "<tr>\n",
       "  <th>Dep. Variable:</th>          <td>MEDV</td>       <th>  R-squared (uncentered):</th>      <td>   0.876</td> \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Model:</th>                   <td>OLS</td>       <th>  Adj. R-squared (uncentered):</th> <td>   0.876</td> \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Method:</th>             <td>Least Squares</td>  <th>  F-statistic:       </th>          <td>   1784.</td> \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Date:</th>             <td>Thu, 19 Jan 2023</td> <th>  Prob (F-statistic):</th>          <td>2.25e-229</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Time:</th>                 <td>18:14:31</td>     <th>  Log-Likelihood:    </th>          <td> -1804.5</td> \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>No. Observations:</th>      <td>   506</td>      <th>  AIC:               </th>          <td>   3613.</td> \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Df Residuals:</th>          <td>   504</td>      <th>  BIC:               </th>          <td>   3621.</td> \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Df Model:</th>              <td>     2</td>      <th>                     </th>              <td> </td>    \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Covariance Type:</th>      <td>nonrobust</td>    <th>                     </th>              <td> </td>    \n",
       "</tr>\n",
       "</table>\n",
       "<table class=\"simpletable\">\n",
       "<tr>\n",
       "    <td></td>       <th>coef</th>     <th>std err</th>      <th>t</th>      <th>P>|t|</th>  <th>[0.025</th>    <th>0.975]</th>  \n",
       "</tr>\n",
       "<tr>\n",
       "  <th>b</th>     <td>    0.0719</td> <td>    0.002</td> <td>   41.724</td> <td> 0.000</td> <td>    0.069</td> <td>    0.075</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>lstat</th> <td>   -0.3354</td> <td>    0.044</td> <td>   -7.675</td> <td> 0.000</td> <td>   -0.421</td> <td>   -0.250</td>\n",
       "</tr>\n",
       "</table>\n",
       "<table class=\"simpletable\">\n",
       "<tr>\n",
       "  <th>Omnibus:</th>       <td>82.978</td> <th>  Durbin-Watson:     </th> <td>   0.668</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Prob(Omnibus):</th> <td> 0.000</td> <th>  Jarque-Bera (JB):  </th> <td> 120.925</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Skew:</th>          <td> 1.137</td> <th>  Prob(JB):          </th> <td>5.52e-27</td>\n",
       "</tr>\n",
       "<tr>\n",
       "  <th>Kurtosis:</th>      <td> 3.752</td> <th>  Cond. No.          </th> <td>    42.2</td>\n",
       "</tr>\n",
       "</table><br/><br/>Notes:<br/>[1] R² is computed without centering (uncentered) since the model does not contain a constant.<br/>[2] Standard Errors assume that the covariance matrix of the errors is correctly specified."
      ],
      "text/plain": [
       "<class 'statsmodels.iolib.summary.Summary'>\n",
       "\"\"\"\n",
       "                                 OLS Regression Results                                \n",
       "=======================================================================================\n",
       "Dep. Variable:                   MEDV   R-squared (uncentered):                   0.876\n",
       "Model:                            OLS   Adj. R-squared (uncentered):              0.876\n",
       "Method:                 Least Squares   F-statistic:                              1784.\n",
       "Date:                Thu, 19 Jan 2023   Prob (F-statistic):                   2.25e-229\n",
       "Time:                        18:14:31   Log-Likelihood:                         -1804.5\n",
       "No. Observations:                 506   AIC:                                      3613.\n",
       "Df Residuals:                     504   BIC:                                      3621.\n",
       "Df Model:                           2                                                  \n",
       "Covariance Type:            nonrobust                                                  \n",
       "==============================================================================\n",
       "                 coef    std err          t      P>|t|      [0.025      0.975]\n",
       "------------------------------------------------------------------------------\n",
       "b              0.0719      0.002     41.724      0.000       0.069       0.075\n",
       "lstat         -0.3354      0.044     -7.675      0.000      -0.421      -0.250\n",
       "==============================================================================\n",
       "Omnibus:                       82.978   Durbin-Watson:                   0.668\n",
       "Prob(Omnibus):                  0.000   Jarque-Bera (JB):              120.925\n",
       "Skew:                           1.137   Prob(JB):                     5.52e-27\n",
       "Kurtosis:                       3.752   Cond. No.                         42.2\n",
       "==============================================================================\n",
       "\n",
       "Notes:\n",
       "[1] R² is computed without centering (uncentered) since the model does not contain a constant.\n",
       "[2] Standard Errors assume that the covariance matrix of the errors is correctly specified.\n",
       "\"\"\""
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "X = boston[['b', 'lstat']]\n",
    "y = target['MEDV']\n",
    "\n",
    "model = sm.OLS(y, X).fit()\n",
    "predictions = model.predict(X)\n",
    "\n",
    "X = sm.add_constant(X)\n",
    "\n",
    "model.summary()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "e27bde07",
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   "outputs": [
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