From 692f756a2df9bf0a7b0fbaf10f29f787f6aae3e4 Mon Sep 17 00:00:00 2001 From: Jonathan Taylor Date: Wed, 31 Jan 2024 14:40:24 -0800 Subject: [PATCH] flexible level for CIs in summarize --- ISLP/models/__init__.py | 19 ++++++++----------- 1 file changed, 8 insertions(+), 11 deletions(-) diff --git a/ISLP/models/__init__.py b/ISLP/models/__init__.py index df06e70..cff02f8 100644 --- a/ISLP/models/__init__.py +++ b/ISLP/models/__init__.py @@ -25,13 +25,14 @@ sklearn_selection_path) def summarize(results, - conf_int=False): + conf_int=False, + level=None): """ Take a fit statsmodels and summarize it by returning the usual coefficient estimates, their standard errors, the usual test statistics and P-values as well as - (optionally) 95% confidence intervals. + (optionally) confidence intervals. Based on: @@ -46,7 +47,11 @@ def summarize(results, Include 95% confidence intervals? """ - tab = results.summary().tables[1] + if level is not None: + conf_int = True + if level is None: + level = 0.95 + tab = results.summary(alpha=1-level).tables[1] results_table = pd.read_html(StringIO(tab.as_html()), index_col=0, header=0)[0] @@ -58,12 +63,4 @@ def summarize(results, return results_table[results_table.columns[:-2]] return results_table -# def poly(X, degree): -# """ -# Create columns of design matrix -# for orthogonal polynomial for a given series X -# """ - -# result = Poly(degree=degree).fit_transform(X) -