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jseabold/standardized_regressors.py

Created May 3, 2013 14:10
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standardize each variable in a statsmodels regression
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standardized_regressors.py
import statsmodels.api as sm
from statsmodels.formula.api import ols
# load some data
dta = sm.datasets.longley.load_pandas()
# make a standardized RHS formula
stand = "standardize(%s)"
std_rhs = ' + '.join([stand]*len(dta.exog_name)) % tuple(dta.exog_name)
print std_rhs
mod_std = ols('TOTEMP ~' + std_rhs, data=dta.data).fit()
# compare to regular formula
rhs = ' + '.join(dta.exog_name)
mod = ols('TOTEMP ~' + rhs, data=dta.data).fit()
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