Multiple regression in Python

Question

I am currently using scipy's linregress function for single regression. I am unable to find if the same library, or another, is able to do multiple regression, that is, one dependent variable and more than one independent variable. I'd like to avoid R if possible. If you're wondering, I am doing FX market analysis with the goal of replicating one currency pair with multiple other currency pairs. Anyone help? Thanks,

Thomas

wierob · Accepted Answer · 2009-07-20 07:33:51Z

9

Use the OLS class [http://www.scipy.org/Cookbook/OLS] from the SciPy cookbook.

answered Jul 20, 2009 at 7:33

wierob

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2 Comments

Josef Over a year ago

I think the relevant python reference should now be statsmodels.sourceforge.net/regression.html installable through pypi

Ben Over a year ago

The reference in the above comment is now at statsmodels.sourceforge.net/stable/regression.html

nikow · Accepted Answer · 2013-07-16 13:05:47Z

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I'm not sure if this is what you need, but the Modular toolkit for Data Processing (MDP) libray recently implemented multivariate linear regression. It is under LGPL license.

edited Jul 16, 2013 at 13:05

answered Jul 19, 2009 at 22:53

nikow

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