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

Answer 1

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