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How to plot statsmodels linear regression (OLS) cleanly

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Problem Statement:

I have some nice data in a pandas dataframe. I'd like to run simple linear regression on it:

enter image description here

Using statsmodels, I perform my regression. Now, how do I get my plot? I've tried statsmodels' plot_fit method, but the plot is a little funky:

enter image description here

I was hoping to get a horizontal line which represents the actual result of the regression.

Statsmodels has a variety of methods for plotting regression (a few more details about them here) but none of them seem to be the super simple "just plot the regression line on top of your data" -- plot_fit seems to be the closest thing.

Questions:

  • The first picture above is from pandas' plot function, which returns a matplotlib.axes._subplots.AxesSubplot. Can I overlay a regression line easily onto that plot?
  • Is there a function in statsmodels I've overlooked?
  • Is there a better way to put together this figure?

Two related questions:

  • Plotting Pandas OLS linear regression results
  • Getting the regression line to plot from a Pandas regression

Neither seems to have a good answer.

Sample data

As requested by @IgorRaush

        motifScore  expression 6870    1.401123    0.55 10456   1.188554    -1.58 12455   1.476361    -1.75 18052   1.805736    0.13 19725   1.110953    2.30 30401   1.744645    -0.49 30716   1.098253    -1.59 30771   1.098253    -2.04 

abline_plot

I had tried this, but it doesn't seem to work... not sure why:

enter image description here

like image 920
Alex Lenail Avatar asked Feb 15 '17 23:02

Alex Lenail


People also ask

What is OLS Statsmodel?

The OLS() function of the statsmodels. api module is used to perform OLS regression. It returns an OLS object. Then fit() method is called on this object for fitting the regression line to the data.

What does partial regression plot show?

In applied statistics, a partial regression plot attempts to show the effect of adding another variable to a model that already has one or more independent variables. Partial regression plots are also referred to as added variable plots, adjusted variable plots, and individual coefficient plots.


1 Answers

As I mentioned in the comments, seaborn is a great choice for statistical data visualization.

import seaborn as sns  sns.regplot(x='motifScore', y='expression', data=motif) 

sns.regplot


Alternatively, you can use statsmodels.regression.linear_model.OLS and manually plot a regression line.

import statsmodels.api as sm  # regress "expression" onto "motifScore" (plus an intercept) model = sm.OLS(motif.expression, sm.add_constant(motif.motifScore)) p = model.fit().params  # generate x-values for your regression line (two is sufficient) x = np.arange(1, 3)  # scatter-plot data ax = motif.plot(x='motifScore', y='expression', kind='scatter')  # plot regression line on the same axes, set x-axis limits ax.plot(x, p.const + p.motifScore * x) ax.set_xlim([1, 2]) 

manual


Yet another solution is statsmodels.graphics.regressionplots.abline_plot which takes away some of the boilerplate from the above approach.

import statsmodels.api as sm from statsmodels.graphics.regressionplots import abline_plot  # regress "expression" onto "motifScore" (plus an intercept) model = sm.OLS(motif.expression, sm.add_constant(motif.motifScore))  # scatter-plot data ax = motif.plot(x='motifScore', y='expression', kind='scatter')  # plot regression line abline_plot(model_results=model.fit(), ax=ax) 

abline_plot

like image 54
Igor Raush Avatar answered Nov 04 '22 16:11

Igor Raush