How to extract the regression coefficient from statsmodels.api?

Question

 result = sm.OLS(gold_lookback, silver_lookback ).fit() 

After I get the result, how can I get the coefficient and the constant?

In other words, if y = ax + c how to get the values a and c?

Answer 1

You can use the params property of a fitted model to get the coefficients.

For example, the following code:

import statsmodels.api as sm import numpy as np np.random.seed(1) X = sm.add_constant(np.arange(100)) y = np.dot(X, [1,2]) + np.random.normal(size=100) result = sm.OLS(y, X).fit() print(result.params) 

will print you a numpy array [ 0.89516052 2.00334187] - estimates of intercept and slope respectively.

If you want more information, you can use the object result.summary() that contains 3 detailed tables with model description.