API-интерфейс Statsmodel в Python, дающий значение p всей функции как 0 - PullRequest
0 голосов
/ 12 февраля 2019

Я делаю логистическую регрессию на данных переписи доходов США.Есть максимальный столбец с категориальными значениями, поэтому я создал фиктивные переменные для них.Но при подборе модели с использованием statsmodel api для всех функций я получаю значение P как 0. Таким образом, это говорит о том, что все функции являются значимыми.Но при использовании RFE я выбираю лучшие 13 переменных, а затем снова подгоняю их с помощью statsmodel, тогда я получаю некоторые значения P в этих функциях.Я приложил изображения резюме обоих случаев.Пожалуйста, помогите!

Generalised Linear Model Regression Results                  
==============================================================================
Dep. Variable:                 income   No. Observations:                19881
Model:                            GLM   Df Residuals:                    19786
Model Family:                Binomial   Df Model:                           94
Link Function:                  logit   Scale:                          1.0000
Method:                          IRLS   Log-Likelihood:                    nan
Date:                Tue, 12 Feb 2019   Deviance:                          nan
Time:                        12:02:32   Pearson chi2:                 1.86e+19
No. Iterations:                   100   Covariance Type:             nonrobust
=============================================================================================================
                                                coef    std err          z      P>|z|      [0.025      0.975]
-------------------------------------------------------------------------------------------------------------
const                                     -3.655e+15   1.87e+07  -1.95e+08      0.000   -3.66e+15   -3.66e+15
age                                        1.432e+13   4.72e+04   3.03e+08      0.000    1.43e+13    1.43e+13
fnlwgt                                     5.905e+08      4.623   1.28e+08      0.000     5.9e+08     5.9e+08
education_num                               1.22e+14   4.04e+05   3.02e+08      0.000    1.22e+14    1.22e+14
sex                                        2.884e+14   1.44e+06      2e+08      0.000    2.88e+14    2.88e+14
capital_gain                               1.251e+11     65.690    1.9e+09      0.000    1.25e+11    1.25e+11
capital_loss                              -4.138e+12   1.45e+04  -2.86e+08      0.000   -4.14e+12   -4.14e+12
hours_per_week                             1.823e+13   4.91e+04   3.71e+08      0.000    1.82e+13    1.82e+13
workclass_Local-gov                       -2.911e+14   3.31e+06  -8.78e+07      0.000   -2.91e+14   -2.91e+14
workclass_Private                         -1.904e+14    2.8e+06   -6.8e+07      0.000    -1.9e+14    -1.9e+14
workclass_Self-emp-inc                     8.989e+13   3.83e+06   2.34e+07      0.000    8.99e+13    8.99e+13
workclass_Self-emp-not-inc                -4.628e+14   3.27e+06  -1.41e+08      0.000   -4.63e+14   -4.63e+14
workclass_State-gov                       -3.777e+14   3.59e+06  -1.05e+08      0.000   -3.78e+14   -3.78e+14
workclass_Without-pay                     -3.108e+15   2.05e+07  -1.52e+08      0.000   -3.11e+15   -3.11e+15
education_11th                             2.813e+12    3.7e+06    7.6e+05      0.000    2.81e+12    2.81e+12
education_12th                            -1.136e+14   4.95e+06   -2.3e+07      0.000   -1.14e+14   -1.14e+14
education_1st-4th                          7.402e+14   7.98e+06   9.28e+07      0.000     7.4e+14     7.4e+14
education_5th-6th                          4.503e+14   6.34e+06   7.11e+07      0.000     4.5e+14     4.5e+14
education_7th-8th                          6.089e+14   4.84e+06   1.26e+08      0.000    6.09e+14    6.09e+14
education_9th                              2.991e+14   4.84e+06   6.18e+07      0.000    2.99e+14    2.99e+14
education_Assoc-acdm                      -1.031e+14   3.54e+06  -2.91e+07      0.000   -1.03e+14   -1.03e+14
education_Assoc-voc                         4.53e+13   3.28e+06   1.38e+07      0.000    4.53e+13    4.53e+13
education_Bachelors                        2.333e+14   2.91e+06   8.02e+07      0.000    2.33e+14    2.33e+14
education_Doctorate                        5.761e+14   4.83e+06   1.19e+08      0.000    5.76e+14    5.76e+14
education_HS-grad                         -1.975e+14   2.62e+06  -7.52e+07      0.000   -1.97e+14   -1.97e+14
education_Masters                          2.612e+14   3.41e+06   7.65e+07      0.000    2.61e+14    2.61e+14
education_Preschool                       -2.918e+15   1.28e+07  -2.27e+08      0.000   -2.92e+15   -2.92e+15
education_Prof-school                       5.53e+14   4.42e+06   1.25e+08      0.000    5.53e+14    5.53e+14
education_Some-college                     9.488e+12   2.66e+06   3.56e+06      0.000    9.49e+12    9.49e+12
marital_status_Married-AF-spouse           1.462e+15   1.88e+07   7.79e+07      0.000    1.46e+15    1.46e+15
marital_status_Married-civ-spouse          2.446e+14   6.09e+06   4.01e+07      0.000    2.45e+14    2.45e+14
marital_status_Married-spouse-absent      -2.076e+14   4.51e+06   -4.6e+07      0.000   -2.08e+14   -2.08e+14
marital_status_Never-married              -1.339e+14   1.77e+06  -7.59e+07      0.000   -1.34e+14   -1.34e+14
marital_status_Separated                  -4.297e+13   2.99e+06  -1.43e+07      0.000    -4.3e+13    -4.3e+13
marital_status_Widowed                     8.662e+12   3.24e+06   2.68e+06      0.000    8.66e+12    8.66e+12
occupation_Armed-Forces                    2.362e+14   2.76e+07   8.56e+06      0.000    2.36e+14    2.36e+14
occupation_Craft-repair                   -2.512e+14   2.06e+06  -1.22e+08      0.000   -2.51e+14   -2.51e+14
occupation_Exec-managerial                 6.448e+14   2.01e+06   3.21e+08      0.000    6.45e+14    6.45e+14
occupation_Farming-fishing                -1.977e+14    3.2e+06  -6.18e+07      0.000   -1.98e+14   -1.98e+14
occupation_Handlers-cleaners              -3.774e+14   2.74e+06  -1.38e+08      0.000   -3.77e+14   -3.77e+14
occupation_Machine-op-inspct              -3.826e+14   2.41e+06  -1.59e+08      0.000   -3.83e+14   -3.83e+14
occupation_Other-service                  -3.052e+14   2.04e+06  -1.49e+08      0.000   -3.05e+14   -3.05e+14
occupation_Priv-house-serv                -1.913e+15   7.25e+06  -2.64e+08      0.000   -1.91e+15   -1.91e+15
occupation_Prof-specialty                  3.754e+14   2.14e+06   1.75e+08      0.000    3.75e+14    3.75e+14
occupation_Protective-serv                 2.135e+14   3.66e+06   5.84e+07      0.000    2.14e+14    2.14e+14
occupation_Sales                           1.643e+14   2.01e+06   8.17e+07      0.000    1.64e+14    1.64e+14
occupation_Tech-support                    5.046e+14   3.12e+06   1.62e+08      0.000    5.05e+14    5.05e+14
occupation_Transport-moving               -3.408e+14   2.65e+06  -1.29e+08      0.000   -3.41e+14   -3.41e+14
relationship_Not-in-family                 1.121e+15   6.07e+06   1.85e+08      0.000    1.12e+15    1.12e+15
relationship_Other-relative                8.547e+14   5.97e+06   1.43e+08      0.000    8.55e+14    8.55e+14
relationship_Own-child                     9.944e+14   6.05e+06   1.64e+08      0.000    9.94e+14    9.94e+14
relationship_Unmarried                     1.177e+15   6.26e+06   1.88e+08      0.000    1.18e+15    1.18e+15
relationship_Wife                          6.359e+14   2.74e+06   2.32e+08      0.000    6.36e+14    6.36e+14
race_Asian-Pac-Islander                    2.714e+14   6.53e+06   4.16e+07      0.000    2.71e+14    2.71e+14
race_Black                                 7.709e+13   5.16e+06   1.49e+07      0.000    7.71e+13    7.71e+13
race_Other                                 6.827e+13    7.4e+06   9.23e+06      0.000    6.83e+13    6.83e+13
race_White                                 1.389e+14   4.93e+06   2.82e+07      0.000    1.39e+14    1.39e+14
native_country_Canada                     -9.805e+14   1.94e+07  -5.05e+07      0.000    -9.8e+14    -9.8e+14
native_country_China                       -1.33e+15   1.93e+07   -6.9e+07      0.000   -1.33e+15   -1.33e+15
native_country_Columbia                   -1.916e+15   2.01e+07  -9.54e+07      0.000   -1.92e+15   -1.92e+15
native_country_Cuba                       -1.241e+15   1.93e+07  -6.43e+07      0.000   -1.24e+15   -1.24e+15
native_country_Dominican-Republic         -3.701e+15   2.01e+07  -1.85e+08      0.000    -3.7e+15    -3.7e+15
native_country_Ecuador                    -1.311e+15   2.43e+07   -5.4e+07      0.000   -1.31e+15   -1.31e+15
native_country_El-Salvador                 -1.28e+15   1.93e+07  -6.64e+07      0.000   -1.28e+15   -1.28e+15
native_country_England                    -1.118e+15   1.94e+07  -5.77e+07      0.000   -1.12e+15   -1.12e+15
native_country_France                     -1.644e+15   2.33e+07  -7.07e+07      0.000   -1.64e+15   -1.64e+15
native_country_Germany                    -9.648e+14   1.87e+07  -5.15e+07      0.000   -9.65e+14   -9.65e+14
native_country_Greece                     -1.902e+15   2.39e+07  -7.97e+07      0.000    -1.9e+15    -1.9e+15
native_country_Guatemala                  -1.132e+15   2.04e+07  -5.56e+07      0.000   -1.13e+15   -1.13e+15
native_country_Haiti                      -9.144e+14   2.09e+07  -4.38e+07      0.000   -9.14e+14   -9.14e+14
native_country_Honduras                   -3.053e+15   3.79e+07  -8.06e+07      0.000   -3.05e+15   -3.05e+15
native_country_Hong                       -6.677e+14   2.71e+07  -2.46e+07      0.000   -6.68e+14   -6.68e+14
native_country_Hungary                    -5.425e+14   2.75e+07  -1.98e+07      0.000   -5.43e+14   -5.43e+14
native_country_India                      -1.698e+15   1.88e+07  -9.05e+07      0.000    -1.7e+15    -1.7e+15
native_country_Iran                        -1.11e+15   2.16e+07  -5.14e+07      0.000   -1.11e+15   -1.11e+15
native_country_Ireland                    -9.832e+14   2.45e+07  -4.01e+07      0.000   -9.83e+14   -9.83e+14
native_country_Italy                      -9.097e+14   2.04e+07  -4.46e+07      0.000    -9.1e+14    -9.1e+14
native_country_Jamaica                    -1.099e+15   1.95e+07  -5.63e+07      0.000    -1.1e+15    -1.1e+15
native_country_Japan                      -1.382e+15   2.02e+07  -6.84e+07      0.000   -1.38e+15   -1.38e+15
native_country_Laos                       -1.011e+15   2.71e+07  -3.73e+07      0.000   -1.01e+15   -1.01e+15
native_country_Mexico                     -9.333e+14   1.77e+07  -5.26e+07      0.000   -9.33e+14   -9.33e+14
native_country_Nicaragua                  -1.367e+15   2.21e+07  -6.17e+07      0.000   -1.37e+15   -1.37e+15
native_country_Outlying-US(Guam-USVI-etc) -4.612e+15   2.75e+07  -1.68e+08      0.000   -4.61e+15   -4.61e+15
native_country_Peru                       -2.044e+15   2.28e+07  -8.98e+07      0.000   -2.04e+15   -2.04e+15
native_country_Philippines                -9.297e+14   1.79e+07  -5.19e+07      0.000    -9.3e+14    -9.3e+14
native_country_Poland                      -1.01e+15   2.06e+07  -4.91e+07      0.000   -1.01e+15   -1.01e+15
native_country_Portugal                   -1.147e+15   2.21e+07  -5.18e+07      0.000   -1.15e+15   -1.15e+15
native_country_Puerto-Rico                -1.173e+15    1.9e+07  -6.17e+07      0.000   -1.17e+15   -1.17e+15
native_country_Scotland                    -1.76e+15   2.94e+07  -5.98e+07      0.000   -1.76e+15   -1.76e+15
native_country_South                      -1.758e+15   2.02e+07   -8.7e+07      0.000   -1.76e+15   -1.76e+15
native_country_Taiwan                     -1.977e+15   2.09e+07  -9.48e+07      0.000   -1.98e+15   -1.98e+15
native_country_Thailand                   -2.047e+15    2.8e+07   -7.3e+07      0.000   -2.05e+15   -2.05e+15
native_country_Trinadad&Tobago            -7.358e+14    2.6e+07  -2.83e+07      0.000   -7.36e+14   -7.36e+14
native_country_United-States               -1.12e+15   1.74e+07  -6.44e+07      0.000   -1.12e+15   -1.12e+15
native_country_Vietnam                    -1.745e+15   1.95e+07  -8.97e+07      0.000   -1.75e+15   -1.75e+15
native_country_Yugoslavia                 -1.369e+15    2.5e+07  -5.47e+07      0.000   -1.37e+15   -1.37e+15
=============================================================================================================

При выборе только 13 функций

 Generalized Linear Model Regression Results                  
==============================================================================
Dep. Variable:                 income   No. Observations:                19881
Model:                            GLM   Df Residuals:                    19867
Model Family:                Binomial   Df Model:                           13
Link Function:                  logit   Scale:                          1.0000
Method:                          IRLS   Log-Likelihood:                -7396.5
Date:                Tue, 12 Feb 2019   Deviance:                       14793.
Time:                        12:47:13   Pearson chi2:                 1.79e+05
No. Iterations:                    23   Covariance Type:             nonrobust
=====================================================================================================
                                        coef    std err          z      P>|z|      [0.025      0.975]
-----------------------------------------------------------------------------------------------------
const                                -2.4781      0.047    -52.595      0.000      -2.570      -2.386
education_1st-4th                    -1.9341      0.602     -3.214      0.001      -3.114      -0.755
education_Preschool                 -35.4880   1.71e+05     -0.000      1.000   -3.36e+05    3.36e+05
marital_status_Married-AF-spouse      2.9904      0.608      4.918      0.000       1.799       4.182
marital_status_Married-civ-spouse     2.1612      0.052     41.962      0.000       2.060       2.262
occupation_Farming-fishing           -1.5661      0.151    -10.387      0.000      -1.862      -1.271
occupation_Handlers-cleaners         -1.6452      0.161    -10.211      0.000      -1.961      -1.329
occupation_Other-service             -1.5677      0.119    -13.174      0.000      -1.801      -1.334
occupation_Priv-house-serv           -4.2584      1.892     -2.250      0.024      -7.968      -0.549
relationship_Other-relative          -1.5509      0.268     -5.789      0.000      -2.076      -1.026
relationship_Own-child               -1.8791      0.175    -10.711      0.000      -2.223      -1.535
native_country_Columbia              -2.6487      1.038     -2.551      0.011      -4.684      -0.614
native_country_Dominican-Republic   -22.6701   1.63e+04     -0.001      0.999    -3.2e+04    3.19e+04
capital_gain                          0.0003   1.17e-05     28.530      0.000       0.000       0.000
=====================================================================================================
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